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

Implied ±7.8%, either direction · provisional.

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

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

BCPCNasdaqChemicals & Allied Products

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

180.34

−2.24 · −1.23%

Regular session13:10 ET

Open184.79Volume452,542Mkt cap$5.8BP/E33.65EPS5.36Div yield0.53%

Day180.34 – 184.790%52-wk141.55 – 183.9092%

BCPC

Balchem Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.8%implied · straddle

168.38196.78

spot 182.58exp Feb 19ATM strike 185ATM straddle 16.70IV 21%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 19

before open · in 106 days

est.Q4 FY26

Calendar

Next report

Last report

+2.18%

vs ±4.7% implied · ×0.46

shaded = implied · ▲▼ = realized

Oct 23 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−1.79%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

417 managers

Top fund weight

0.17%

BCPC weight · IWM

N-PORTJun 30 '26

5 funds

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

Balchem (BCPC) is expected to report on Feb 19 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±4.8%
avg realized: ±2.8%

Feb 21 '25Feb 21 '25confirmed±5.1%▲+1.48%×0.29

Apr 24 '25Apr 24 '25confirmed±5.9%▼−2.60%×0.44

Jul 31 '25Jul 31 '25confirmed±4.3%▲+0.25%×0.06

Oct 21 '25Oct 21 '25confirmed±4.7%▲+4.06%×0.86

Feb 20 '26Feb 20 '26confirmed±3.4%▼−2.11%×0.62

Q1 FY26Apr 30 '26confirmed±4.3%▼−6.76%×1.56

Q2 FY26Jul 31 '26confirmed±5.8%▲+2.97%×0.51

Q3 FY26Oct 23 '26confirmed±4.7%thin chain▲+2.18%×0.46

quarterimplied−10%0+10%realized×

Q3 FY26±4.7%▲+2.18%×0.46

Q2 FY26±5.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.57OI · 3 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

960%Nov 2015d0.54178+9%0.54

20%Dec 1843d0.6730%0.67

report · Feb 19 · before open · est.

330%Feb 19106d58+2%

ExpiryPutsCallsP/C

Nov 2015d960%178+9%0.54

Dec 1843d20%30%0.67

report · Feb 19 · before open · est.

Feb 19106d330%

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

Positioning

Linked exposure

scenario · straddle±7.8%

Funds 4

IWM±0.0%

UWM±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 filedQ3 FY26

16.08%as filednet margin · revenue +2.35% QoQ · +8.63% YoY

Revenue

$291M+2.35% QoQ

Gross profit

$106M+1.96% QoQ

36.37% margin

Operating income

$62M+5.43% QoQ

21.48% margin

Pre-tax income

$60M+3.92% QoQ

Net income

$47M+4.74% QoQ

16.08% margin

Cost of revenue

$185M+2.57% QoQ

Operating expenses

$43M−2.67% QoQ

SG&A $38M

R&D $5M

Other expense

$2M

Tax

$13M+1.14% QoQ

Revenue$291M+2.35%

Gross profit

$106M+1.96%

36.37% margin

Operating income

$62M+5.43%

21.48% margin

Pre-tax income

$60M+3.92%

Net income

$47M+4.74%

16.08% margin

Cost of revenue

$185M+2.57%

Operating expenses

$43M−2.67%

SG&A $38M

R&D $5M

Other expense

$2M

Tax$13M+1.14%

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 · 13:00 ET

Intraday

Event sensitivity

FOMC ×1.30· ±1.4% vs ±1.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%12 of 24×1.30

PPIproducer prices±1.1%5 of 10×1.05

GDPgross domestic product±1.1%7 of 19×1.04

PCEpersonal income & outlays±1.0%7 of 19×0.93

NFPjobs report±0.8%4 of 10×0.78

CPROFcorporate profits±0.8%6 of 12×0.77

CPIconsumer prices±0.6%3 of 10×0.56

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 1.46 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 23 '26 · confirmed	1.46	—
Q2 FY26	Jul 31 '26 · confirmed	1.39	—
Q1 FY26	Apr 30 '26 · confirmed	1.25	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod