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

Implied ±13.1%, either direction · provisional.

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

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

BANYSEAircraft

Boeing Co (BA) earnings date, market-implied expected move, and options open interest by expiry

171.56

−1.09 · −0.63%

post 171.34 −0.13%

Closed19:59 ET

Open171.55Volume8.8MMkt cap$135.9BP/E17.72EPS9.67

Day170.66 – 173.4125%52-wk165.01 – 254.357%

Boeing Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.1%implied · straddle

149.07194.03

spot 171.55exp Feb 19ATM strike 170ATM straddle 26.45IV 35%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 26

before open · in 86 days

est.Q4 FY26

Calendar

Next report

Last report

−10.69%

vs ±4.4% implied · ×2.44

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

10.00%

of Moog revenue

supplierMOG-A 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+2.69%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

2,634 managers

Top fund weight

4.02%

BA weight · GLO

N-PORTJul 31 '26

13 funds

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

Boeing (BA) is expected to report on Jan 26 before open (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±4.2%
avg realized: ±4.9%

Jan 28 '25Jan 28 '25confirmed±3.9%▲+1.50%×0.38

Apr 23 '25Apr 23 '25confirmed±5.0%▲+6.06%×1.21

Q2 FY25Jul 29 '25confirmed±4.0%▼−4.37%×1.08

Q3 FY25Oct 29 '25confirmed±4.0%▼−4.37%×1.10

Q4 FY25Jan 27 '26confirmed±4.1%▼−1.56%×0.39

Q1 FY26Apr 22 '26confirmed±4.0%▲+5.53%×1.37

Q2 FY26Jul 28 '26confirmed±4.5%▲+4.76%×1.05

Q3 FY26Oct 27 '26confirmed±4.4%▼−10.69%×2.44

quarterimplied−15%0+15%realized×

Q3 FY26±4.4%▼−10.69%×2.44

Q2 FY26±4.5%

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

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

1.12OI · 11 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

19,038+5%Nov 65d0.7625,068+2%0.76

9,781+1%Nov 1312d1.019,696+1%1.01

76,861+2%Nov 2019d0.59130,493+1%0.59

5,598+539%Nov 2726d1.473,814+546%1.47

917+23%Dec 433d0.511,782+19%0.51

17—Dec 1140d0.7124—0.71

60,981+2%Dec 1847d0.55111,097+1%0.55

105,264+13%Jan 1575d0.85124,025+26%0.85

report · Jan 26 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 65d19,038+5%25,068+2%0.76

Nov 1312d9,781+1%9,696+1%1.01

Nov 2019d76,861+2%130,493

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

Positioning

Linked exposure

scenario · straddle±13.1%

Funds 4

GLO±0.5%

XLI±0.4%

DIA±0.3%

FTC±0.1%

Suppliers 4

MOG-A±4.6%×0.35

DCO±4.4%×0.34

TDG±3.6%×0.27

Customers 1

ALGT±8.0%×0.61

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−0.48%as filednet margin · revenue −1.51% QoQ · +3.94% YoY

Revenue$24.2B−1.51%

Gross profit$2.2B8.96%−10.23%

Operating income$354M1.46%+126.92%

Pre-tax income−$123M+66.30%

Net income−$116M−0.48%+72.90%

Cost of revenue$22.0B−0.56%

Operating expenses$1.8B−19.71%

Tax−$7M−111.11%

Other expense−$477M+8.45%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

FOMC ×1.35· ±2.1% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%8 of 24×1.35

NFPjobs report±2.0%8 of 10×1.28

PCEpersonal income & outlays±1.7%11 of 19×1.07

CPIconsumer prices±1.5%5 of 10×0.93

PPIproducer prices±1.4%4 of 10×0.89

GDPgross domestic product±1.3%13 of 19×0.82

CPROFcorporate profits±1.0%8 of 12×0.65

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

Earnings history

EPS -0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	-0.26	—
Q2 FY26	Jul 28 '26 · confirmed	-0.67	—
Q1 FY26	Apr 22 '26 · confirmed	-0.11	—
Q4 FY25	Jan 27 '26 · confirmed	-1.12	—

Methodology

ties · implied moves · holdersMethod