What move does the options market price into AdvanSix's report?

Implied ±23.7%, either direction · provisional.

How often does AdvanSix move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

ASIXNYSEPlastic Materials, Synth Resins & Nonvulcan Elastomers

AdvanSix Inc. (ASIX) earnings date, market-implied expected move, and options open interest by expiry

15.60

pre 15.44 −0.90%

Pre-market06:30 ETdelayed

Open15.44Volume237,371Mkt cap$419.3MEPS-0.67Div yield4.12%

Day15.44 – 15.4450%52-wk13.75 – 26.2813%

ASIX

AdvanSix Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.7%implied · straddle

11.8819.28

spot 15.58exp Mar 19ATM strike 15ATM straddle 4.35IV 59%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

News

Next report

Last report

Nov 4

before open

confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+10.24%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

252 managers

Top fund weight

0.02%

ASIX weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

AdvanSix (ASIX) is expected to report on Feb 19 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±9.1%
avg realized: ±8.5%

Nov 1 '24Nov 1 '24confirmed±9.1%▲+2.04%×0.22

Feb 21 '25Feb 21 '25confirmed±6.1%▲+1.57%×0.26

May 2 '25May 2 '25confirmed±11.7%▲+6.76%×0.58

Aug 1 '25Aug 1 '25confirmed±8.0%▼−4.62%×0.58

Q3 FY25Nov 7 '25confirmed±7.7%▼−15.26%×1.97

Feb 20 '26Feb 20 '26confirmed±8.7%▲+4.28%×0.49

Q1 FY26May 8 '26confirmed±12.0%▼−15.12%×1.26

Q2 FY26Aug 7 '26confirmed±9.3%▼−18.17%×1.96

quarterimplied−20%0+20%realized×

Q2 FY26±9.3%▼−18.17%×1.96

Q1 FY26±12.0%▼−15.12%×1.26

Feb '26±8.7%▲+4.28%×0.49

Q3 FY25±7.7%▼−15.26%×1.97

Aug '25±8.0%▼−4.62%×0.58

May '25±11.7%▲+6.76%×0.58

2 older reports

Feb '25±6.1%▲+1.57%×0.26

Nov '24±9.1%▲+2.04%×0.22

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.19OI · 2 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

262−3%Dec 1844d0.554790%0.55

report · Feb 19 · before open · est.

340%Mar 19135d1810%

ExpiryPutsCallsP/C

Dec 1844d262−3%4790%0.55

report · Feb 19 · before open · est.

Mar 19135d340%1810%0.19

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±23.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

0.77%as filednet margin · revenue +4.23% QoQ · +2.75% YoY

Revenue

$421M+4.23% QoQ

Gross profit

$31M+718.02% QoQ

7.38% margin

Operating income

$9M+148.34% QoQ

2.15% margin

Pre-tax income

$7M+132.18% QoQ

Net income

$3M+120.89% QoQ

0.77% margin

Cost of revenue

$390M−2.55% QoQ

Operating expenses

$22M−2.06% QoQ

Other expense

$2M

Tax

$3M+166.38% QoQ

Revenue$421M+4.23%

Gross profit

$31M+718.02%

7.38% margin

Operating income

$9M+148.34%

2.15% margin

Pre-tax income

$7M+132.18%

Net income

$3M+120.89%

0.77% margin

Cost of revenue

$390M−2.55%

Operating expenses

$22M−2.06%

Other expense

$2M

Tax$3M+166.38%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

NFP ×2.53· ±4.9% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.9%5 of 10×2.53

FOMCrate decision±1.9%12 of 24×1.00

GDPgross domestic product±1.6%11 of 19×0.82

PCEpersonal income & outlays±1.4%13 of 19×0.74

PPIproducer prices±1.4%4 of 10×0.71

CPROFcorporate profits±1.3%8 of 12×0.68

CPIconsumer prices±1.3%4 of 10×0.67

Bar = avg |move| to ±5% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	0.12	—
Q1 FY26	May 8 '26 · confirmed	-0.58	—
Q3 FY25	Nov 7 '25 · confirmed	-0.10	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod