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

Implied ±18.8%, either direction · provisional.

AVTRNYSELaboratory Analytical Instruments

Avantor, Inc. (AVTR) earnings date, market-implied expected move, and options open interest by expiry

15.46

+0.32 · +2.11%

post 15.46 0.00%

After hours16:00 ETdelayed

Open15.09Volume7.5MMkt cap$10.3BP/E30.92EPS0.50

Day15.09 – 15.5678%52-wk7.27 – 17.4580%

AVTR

Avantor, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.8%implied · straddle

12.2917.99

spot 15.14exp Feb 19ATM strike 15ATM straddle 3.35IV 52%

Nov 5 closeprovisional

Expected move

Inputs

Next report

Feb 10

before open · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

−2.57%

vs ±11.2% implied · ×0.23

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

23hQSI · supplierQuantum-Si records net loss of $67,521 thousand for nine months ended Sept. 30, 2026
8dESTA · customerEstablishment Labs posts Q3 revenue $72.0 million, up 33.9%; GAAP net loss $10.7 million

News

Largest filed tie

13F top-10 QoQ

+2.50%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

457 managers

Top fund weight

0.19%

AVTR weight · MDY

N-PORTJun 30 '26

4 funds

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

Avantor (AVTR) is expected to report on Feb 10 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 29 '26confirmed—▲+15.78%—

Q3 FY26Oct 28 '26confirmed±11.2%▼−2.57%×0.23

quarterimplied−20%0+20%realized×

Q3 FY26±11.2%▼−2.57%×0.23

Q2 FY26—▲+15.78%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.60OI · 4 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

17,565+399%Nov 2014d1.3313,161+157%1.33

12+200%Dec 1842d0.011,229+959%0.01

2,581+1%Jan 1570d0.1913,855+3%0.19

report · Feb 10 · before open · est.

321+1%Feb 19105d536+1%

ExpiryPutsCallsP/C

Nov 2014d17,565+399%13,161+157%1.33

Dec 1842d12+200%1,229+959%0.01

Jan 1570d2,581+1%13,855+3%0.19

report · Feb 10 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±18.8%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

11.98%as filednet margin · revenue +0.35% QoQ · +4.59% YoY

Revenue

$1.7B+0.35% QoQ

Gross profit

$535M−0.41% QoQ

31.49% margin

Operating income

$140M+14.53% QoQ

8.21% margin

Pre-tax income

$98M+20.69% QoQ

Net income

$203M+433.86% QoQ

11.98% margin

Cost of revenue

$1.2B+0.71% QoQ

Operating expenses

$395M−4.79% QoQ

Other expense

$42M

Tax benefit

$105M

Revenue$1.7B+0.35%

Gross profit

$535M−0.41%

31.49% margin

Operating income

$140M+14.53%

8.21% margin

Pre-tax income

$98M+20.69%

Net income

$203M+433.86%

11.98% margin

Cost of revenue

$1.2B+0.71%

Operating expenses

$395M−4.79%

Other expense

$42M

Tax benefit$105M

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.99· ±3.6% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.6%9 of 24×1.99

NFPjobs report±3.5%4 of 10×1.92

GDPgross domestic product±2.0%12 of 20×1.10

PCEpersonal income & outlays±1.9%12 of 20×1.04

CPIconsumer prices±1.8%7 of 11×1.01

CPROFcorporate profits±1.7%8 of 12×0.93

PPIproducer prices±1.1%5 of 11×0.62

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.30 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.30	—
Q2 FY26	Jul 29 '26 · confirmed	0.06	—
Q1 FY26	—	0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod