AVAH
Aveanna Healthcare Holdings, Inc.9.37post+$0.01 (+0.11%)at close +$0.00 (+0.00%)
as of 08:08:47 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to AVAH
The report
fiscal Q2 2026 · from the company's noticeAug 6before open1day out
Expected movement
market-implied · at the Aug 4 close±12.1%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±15.0% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 56% annualized.
expiry Aug 21 · first after the reportATM strike 10straddle 1.65ATM IV 95% vs 73% at Sep 18× 0.85 straddle-to-rangespot 9.37
Blast radius
2 linked · N-PORT + EDGARIf AVAH moves ±15.0% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%541
Aug 21
17d
2.0k▲ +1%
▲ +1%
138
Sep 18
45d
382▲ +0%
▲ +0%279
Dec 18
136d
1.2k▲ +4%
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±17.8% realized vs ±18.5% priced
May 14 '26±15.1%→+9.9%×0.66
Mar 19 '26±14.6%→−8.3%×0.57
Jan 14 '26±11.5%→+10.0%×0.87
Nov 6 '25±17.5%→−6.3%×0.36
Oct 21 '25±17.2%→−7.4%×0.43
Aug 7 '25±26.9%→+49.4%×1.84
May 8 '25±12.1%→+14.1%×1.16
Mar 13 '25±33.4%→+37.4%×1.12
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.19 · rev $648M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.