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

Implied ±14.3%, either direction.

How often does Aveanna Healthcare move more than the options market prices?

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

AVAHNasdaqServices-Home Health Care Services

Aveanna Healthcare Holdings, Inc. (AVAH) earnings date, market-implied expected move, and options open interest by expiry

13.27

pre 13.35 +0.53%

Pre-market04:07 ETdelayed

Open13.35Volume2.0MMkt cap$2.9B

Day13.35 – 13.3550%52-wk5.93 – 14.7185%

AVAH

Aveanna Healthcare Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.3%implied · report alone

8Q avg ±16.3%·×0.88·fair

11.3815.18

straddle ±15.7%

spot 13.28exp Nov 20ATM strike 12.5ATM straddle 2.45IV 110%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY27

Calendar

Next report

Last report

+24.75%

vs ±15.8% implied · ×1.56

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−1.44%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

216 managers

Top fund weight

0.02%

AVAH weight · IWM

N-PORTJun 30 '26

3 funds

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

Aveanna Healthcare (AVAH) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±16.3%
avg realized: ±16.3%

May 8 '25May 8 '25confirmed±12.1%▲+14.11%×1.16

Aug 7 '25Aug 7 '25confirmed±26.9%▲+49.36%×1.84

Q3 FY25Oct 21 '25confirmed±17.2%▼−7.38%×0.43

Nov 6 '25Nov 6 '25confirmed±17.5%▼−6.30%×0.36

Jan 14 '26Jan 14 '26confirmed±11.5%▲+10.01%×0.87

Q1 FY26Mar 19 '26confirmed±14.6%▼−8.25%×0.57

May 14 '26May 14 '26confirmed±15.1%▲+9.90%×0.66

Q2 FY26Aug 13 '26confirmed±15.8%▲+24.75%×1.56

quarterimplied−50%0+50%realized×

Q2 FY26±15.8%▲+24.75%×1.56

May '26±15.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.01OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

80+31%

Positioning

Linked exposure

scenario · straddle±15.7%

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

6.01%as filednet margin · revenue +3.48% QoQ · +13.73% YoY

Revenue

$670M+3.48% QoQ

Gross profit

$219M+6.38% QoQ

32.59% margin

Operating income

$80M+15.37% QoQ

11.93% margin

Pre-tax income

$56M+25.57% QoQ

Net income

$40M−3.27% QoQ

6.01% margin

Cost of revenue

$452M+2.14% QoQ

Operating expenses

$139M+1.79% QoQ

SG&A $97M

Other operating $34M

Depreciation $3M

Other operating $4M

Other expense

$24M

Tax

$16M+387.06% QoQ

Revenue$670M+3.48%

Gross profit

$219M+6.38%

32.59% margin

Operating income

$80M+15.37%

11.93% margin

Pre-tax income

$56M+25.57%

Net income

$40M−3.27%

6.01% margin

Cost of revenue

$452M+2.14%

Operating expenses

$139M+1.79%

SG&A $97M

Other operating $34M

Depreciation $3M

Other expense

$24M

Tax$16M+387.06%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 4 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.68· ±4.9% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.9%7 of 10×1.68

CPIconsumer prices±2.4%6 of 10×0.83

FOMCrate decision±2.3%8 of 24×0.80

PCEpersonal income & outlays±1.6%7 of 19×0.54

NFPjobs report±1.6%5 of 10×0.53

GDPgross domestic product±1.1%5 of 19×0.38

CPROFcorporate profits±1.1%4 of 12×0.36

Bar = avg |move| to ±5% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS 0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.18	—
Q1 FY26	Mar 19 '26 · confirmed	0.19	—
Q3 FY25	Oct 21 '25 · confirmed	0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod