What move does the options market price into Booz Allen Hamilton's report?

Implied ±14.3%, either direction · provisional.

BAHNYSEServices-Management Consulting Services

Booz Allen Hamilton Holding Corp (BAH) earnings date, market-implied expected move, and options open interest by expiry

86.99

−0.03 · −0.03%

post 88.32 +1.53%

After hours15:59 ETdelayed

Open87.25Volume2.3MMkt cap$10.3BP/E13.67EPS6.46Div yield2.67%

Day86.00 – 89.2472%52-wk59.05 – 106.6661%

BAH

Booz Allen Hamilton Holding Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.3%implied · straddle

75.63100.97

spot 88.30exp Feb 19ATM strike 90ATM straddle 14.90IV 39%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Jan 22

before open · in 79 days

est.Q3 FY27

Calendar

Next report

Last report

−0.32%

vs ±9.7% implied · ×0.03

shaded = implied · ▲▼ = realized

Oct 23 '26 · confirmed

Implied vs realized

Linked news

1hCDP · supplierCOPT Defense Properties posts net income of $49,794 thousand for quarter

News

Largest filed tie

13F top-10 QoQ

+4.95%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

558 managers

Top fund weight

0.22%

BAH weight · SCHD

N-PORTAug 31 '26

5 funds

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

Booz Allen Hamilton (BAH) is expected to report on Jan 22 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q1 FY27Jul 24 '26confirmed—▲+10.11%—

Q2 FY27Oct 23 '26confirmed±9.7%▼−0.32%×0.03

quarterimplied−15%0+15%realized×

Q2 FY27±9.7%▼−0.32%×0.03

Q1 FY27—+10.11%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 4 close

1.40OI · 5 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

2,7610%Nov 2016d0.535,180+22%0.53

6440%Dec 1844d0.601,0800%0.60

2,8220%Jan 1572d1.471,926+6%1.47

report · Jan 22 · before open · est.

1,2230%Feb 19107d8710%

2490%Mar 19135d0.693620%0.69

ExpiryPutsCallsP/C

Nov 2016d2,7610%5,180+22%0.53

Dec 1844d6440%1,0800%0.60

Jan 1572d2,8220%1,926+6%1.47

report · Jan 22 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±14.3%

Funds 4

SCHD±0.0%

MDY±0.0%

VIG±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

6.52%as filednet margin · revenue −0.79% QoQ · −3.88% YoY

Revenue

$2.8B−0.79% QoQ

Gross profit

$1.4B−1.30% QoQ

52.02% margin

Operating income

$245M−12.19% QoQ

8.82% margin

Pre-tax income

$199M−20.72% QoQ

Net income

$181M−8.59% QoQ

6.52% margin

Cost of revenue

$1.3B−0.22% QoQ

Operating expenses

$1.2B+1.27% QoQ

Other operating $821M

SG&A $328M

Depreciation $51M

Other expense

$46M

Tax

$18M−66.04% QoQ

Revenue$2.8B−0.79%

Gross profit

$1.4B−1.30%

52.02% margin

Operating income

$245M−12.19%

8.82% margin

Pre-tax income

$199M−20.72%

Net income

$181M−8.59%

6.52% margin

Cost of revenue

$1.3B−0.22%

Operating expenses

$1.2B+1.27%

Other operating $821M

SG&A $328M

Depreciation $51M

Other expense

$46M

Tax$18M−66.04%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.43· ±3.7% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%5 of 10×2.43

FOMCrate decision±1.8%9 of 24×1.16

PPIproducer prices±1.6%4 of 10×1.04

GDPgross domestic product±1.6%9 of 19×1.03

CPROFcorporate profits±1.5%5 of 12×1.00

PCEpersonal income & outlays±1.3%11 of 19×0.85

CPIconsumer prices±1.3%3 of 10×0.85

Bar = avg |move| to ±4% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 1.50 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 23 '26 · confirmed	1.50	—
Q1 FY27	Jul 24 '26 · confirmed	1.63	—
Q4 FY26	—	1.69	—
Q3 FY26	—	1.63	—

Methodology

ties · implied moves · holdersMethod