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

Implied ±4.5%, either direction.

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

1 of the last 7 reports moved at least as far as the implied move.

AVNTNYSEPlastic Materials, Synth Resins & Nonvulcan Elastomers

Avient Corp (AVNT) earnings date, market-implied expected move, and options open interest by expiry

43.25

−0.20 · −0.46%

post 42.78 −1.09%

Closed16:08 ET

Open43.38Volume865,232Mkt cap$4.0BP/E22.88EPS1.87Div yield2.53%

Day42.78 – 43.770%52-wk26.64 – 46.3382%

AVNT

Avient Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.5%implied · report alone

41.3145.19

straddle ±6.6%

spot 43.25exp Nov 20ATM strike 45ATM straddle 3.37IV 41%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

News

Next report

Last report

−7.78%

vs ±3.5% implied · ×2.22

shaded = implied · ▲▼ = realized

Oct 9 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+5.16%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

345 managers

Top fund weight

0.11%

AVNT weight · IWM

N-PORTJun 30 '26

6 funds

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

Avient (AVNT) reports on Nov 4 before open (confirmed date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±9.5%
avg realized: ±4.0%

Feb 13 '25Feb 13 '25confirmed±8.3%▲+2.90%×0.35

May 6 '25May 6 '25confirmed±6.9%▲+4.32%×0.62

Aug 1 '25Aug 1 '25confirmed±15.2%▲+7.03%×0.46

Q3 FY25Nov 5 '25confirmed±12.9%0.00%×0.00

Feb 12 '26Feb 12 '26confirmed±8.8%▲+2.37%×0.27

Q1 FY26May 7 '26confirmed±10.7%▼−3.49%×0.33

Q2 FY26Aug 6 '26confirmed—▲+12.47%—

Oct 9 '26Oct 9 '26confirmed±3.5%▼−7.78%×2.22

quarterimplied−20%0+20%realized×

Oct '26±3.5%▼−7.78%×2.22

Q2 FY26—▲+12.47%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

1.63OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

2450%Nov 2017d150+81%

1220%Dec 1845d0.592060%0.59

630%Mar 19136d0.571100%0.57

ExpiryPutsCallsP/C

Nov 2017d2450%150+81%1.63

Dec 1845d1220%2060%0.59

Mar 19136d630%1100%0.57

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

Positioning

Linked exposure

scenario · straddle±6.6%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VIG±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

7.16%as filednet margin · revenue +8.21% QoQ · +5.83% YoY

Revenue

$917M+8.21% QoQ

Gross profit

$308M+12.84% QoQ

33.54% margin

Operating income

$112M+17.33% QoQ

12.26% margin

Pre-tax income

$89M+23.24% QoQ

Net income

$66M+17.74% QoQ

7.16% margin

Cost of revenue

$609M+6.02% QoQ

Operating expenses

$195M+10.41% QoQ

Other expense

$23M

Tax

$23M+41.82% QoQ

Revenue$917M+8.21%

Gross profit

$308M+12.84%

33.54% margin

Operating income

$112M+17.33%

12.26% margin

Pre-tax income

$89M+23.24%

Net income

$66M+17.74%

7.16% margin

Cost of revenue

$609M+6.02%

Operating expenses

$195M+10.41%

Other expense

$23M

Tax$23M+41.82%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.56· ±2.5% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%8 of 10×1.56

FOMCrate decision±2.0%13 of 24×1.23

PPIproducer prices±1.5%6 of 10×0.91

GDPgross domestic product±1.4%9 of 19×0.88

CPIconsumer prices±1.2%5 of 10×0.76

PCEpersonal income & outlays±1.2%9 of 19×0.74

CPROFcorporate profits±1.2%6 of 12×0.73

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

Earnings history

EPS 0.70 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.70	—
Q1 FY26	May 7 '26 · confirmed	0.61	—
Q3 FY25	Nov 5 '25 · confirmed	0.36	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod