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

Implied ±10.8%, either direction.

How often does Mission Produce move more than the options market prices?

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

AVONasdaqAgricultural Services

Mission Produce, Inc. (AVO) earnings date, market-implied expected move, and options open interest by expiry

11.78

+0.80 · +7.26%

Regular session15:49 ET

Open11.08Volume656,403Mkt cap$962.7MP/E601.69

Day11.08 – 11.7899%52-wk10.07 – 15.5331%

AVO

Mission Produce, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.8%implied · straddle

9.7912.17

spot 10.98exp Dec 18ATM strike 10ATM straddle 1.40IV 38%

Nov 3 closethin chain

Expected move

Inputs

Next report

Dec 17

after close · in 43 days

est.Q4 FY26

Calendar

Next report

Last report

+4.27%

vs ±7.7% implied · ×0.55

shaded = implied · ▲▼ = realized

Sep 8 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+70.61%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

171 managers

Top fund weight

0.02%

AVO weight · IWM

N-PORTJun 30 '26

3 funds

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

Mission Produce (AVO) is expected to report on Dec 17 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±8.4%
avg realized: ±7.2%

Dec 19 '24Dec 19 '24confirmed±7.9%▲+17.29%×2.18

Mar 10 '25Mar 10 '25confirmed±8.8%▼−13.21%×1.50

Jun 5 '25Jun 5 '25confirmed±9.8%▲+5.00%×0.51

Sep 8 '25Sep 8 '25confirmed±10.4%▲+1.63%×0.16

Dec 18 '25Dec 18 '25confirmed±10.0%▲+0.53%×0.05

Q1 FY26Mar 12 '26confirmed±9.1%▼−8.16%×0.90

Q2 FY26Jun 8 '26confirmed±3.1%▲+7.52%×2.45

Q3 FY26Sep 8 '26confirmed±7.7%▲+4.27%×0.55

quarterimplied−20%0+20%realized×

Q3 FY26±7.7%▲+4.27%×0.55

Q2 FY26±3.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.01OI · 3 expiries · Nov 3 closeP/C open interest · Dec 18 · first expiry after the report

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

2360%Nov 2016d0.055,1380%0.05

report · Dec 17 · after close · est.

2—Dec 1844d287+4%

850%Feb 19107d0.033,0300%0.03

ExpiryPutsCallsP/C

Nov 2016d2360%5,1380%0.05

report · Dec 17 · after close · est.

Dec 1844d2—287+4%0.01

Feb 19107d850%

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

Positioning

Linked exposure

scenario · straddle±10.8%

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 filedQ3 FY26

−1.29%as filednet margin · revenue +54.69% QoQ · +25.80% YoY

Revenue$450M+54.69%

Gross profit$45M9.93%+118.05%

Operating income$500,0000.11%+107.14%

Pre-tax income−$5M+40.23%

Net income−$6M−1.29%+21.62%

Cost of revenue$405M+49.89%

Operating expenses$44M+60.73%

Tax$600,000+146.15%

Other expense−$6M−235.29%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPROF ×1.32· ±2.1% vs ±1.6% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±2.1%5 of 12×1.32

FOMCrate decision±1.9%14 of 24×1.18

GDPgross domestic product±1.9%8 of 19×1.18

NFPjobs report±1.5%5 of 10×0.98

PCEpersonal income & outlays±1.5%8 of 19×0.96

PPIproducer prices±1.3%6 of 10×0.85

CPIconsumer prices±1.3%5 of 10×0.84

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

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 8 '26 · confirmed	-0.08	—
Q2 FY26	Jun 8 '26 · confirmed	-0.10	—
Q1 FY26	Mar 12 '26 · confirmed	-0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod