What move does the options market price into Atmus Filtration Technologies's report?

Implied ±3.5%, either direction.

How often does Atmus Filtration Technologies move more than the options market prices?

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

ATMUNYSEMotor Vehicle Parts & Accessories

Atmus Filtration Technologies Inc. (ATMU) earnings date, market-implied expected move, and options open interest by expiry

45.71

−0.75 · −1.61%

post 45.71 +0.01%

Closed16:00 ET

Open45.94Volume719,282Mkt cap$3.7BP/E17.45EPS2.62Div yield0.49%

Day45.50 – 46.0837%52-wk40.75 – 66.3419%

ATMU

Atmus Filtration Technologies Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.5%implied · report alone

8Q avg ±6.0%·×0.58·cheap

44.1047.28

straddle ±8.0%

spot 45.69exp Nov 20ATM strike 45ATM straddle 4.32IV 49%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−6.13%

vs ±8.4% implied · ×0.73

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Largest filed tie

11.50%

of ATMU revenue · Traton Group

customerATMU 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+28.94%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

332 managers

Top fund weight

0.13%

ATMU weight · IWM

N-PORTJun 30 '26

3 funds

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

Atmus Filtration Technologies (ATMU) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±6.9%
avg realized: ±6.0%

Nov 8 '24Nov 8 '24confirmed±6.5%▲+6.75%×1.05

Feb 21 '25Feb 21 '25confirmed±5.7%▼−3.65%×0.64

May 2 '25May 2 '25confirmed±7.6%▲+2.38%×0.31

Aug 8 '25Aug 8 '25confirmed±6.1%▲+6.11%×1.01

Q3 FY25Nov 7 '25confirmed±6.6%▲+2.99%×0.46

Feb 13 '26Feb 13 '26confirmed±6.6%▲+3.22%×0.49

Q1 FY26May 1 '26confirmed±7.8%▼−16.96%×2.17

Q2 FY26Aug 7 '26confirmed±8.4%▼−6.13%×0.73

quarterimplied−20%0+20%realized×

Q2 FY26±8.4%▼−6.13%×0.73

Q1 FY26±7.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

0.11OI · 4 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

8+60%Nov 2019d72+60%

2—Dec 1847d0.673—0.67

110+2%Jan 1575d0.90122+3%0.90

34+183%Apr 16166d0.8142+75%0.81

ExpiryPutsCallsP/C

Nov 2019d8+60%72+60%0.11

Dec 1847d2—3—0.67

Jan 1575d110+2%122+3%0.90

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

Positioning

Linked exposure

scenario · straddle±8.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

CMI±4.7%×0.58

Customers 4

KMT±4.7%×0.59

PCAR±3.5%×0.44

STLA±3.5%×0.43

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

12.10%as filednet margin · revenue +10.55% QoQ · +16.41% YoY

Revenue

$528M+10.55% QoQ

Gross profit

$154M+12.50% QoQ

29.15% margin

Operating income

$97M+27.39% QoQ

18.41% margin

Pre-tax income

$83M+35.29% QoQ

Net income

$64M+32.02% QoQ

12.10% margin

Cost of revenue

$374M+9.77% QoQ

Operating expenses

$64M−5.58% QoQ

SG&A $52M

R&D $10M

Other operating $3M

Other expense

$7M

Tax

$19M+47.66% QoQ

Revenue$528M+10.55%

Gross profit

$154M+12.50%

29.15% margin

Operating income

$97M+27.39%

18.41% margin

Pre-tax income

$83M+35.29%

Net income

$64M+32.02%

12.10% margin

Cost of revenue

$374M+9.77%

Operating expenses

$64M−5.58%

SG&A $52M

R&D $10M

Other operating $3M

Other expense

$7M

Tax$19M+47.66%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.38· ±2.2% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.2%6 of 10×1.38

PCEpersonal income & outlays±1.8%8 of 19×1.15

FOMCrate decision±1.6%10 of 24×1.02

GDPgross domestic product±1.5%9 of 19×0.93

CPROFcorporate profits±1.4%6 of 12×0.87

CPIconsumer prices±1.2%5 of 10×0.74

PPIproducer prices±0.9%6 of 10×0.56

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.78 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	0.78	—
Q1 FY26	May 1 '26 · confirmed	0.59	—
Q3 FY25	Nov 7 '25 · confirmed	0.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod