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

Implied ±3.5%, either direction.

BEPCNYSEElectric Services

Brookfield Renewable Corp (BEPC) earnings date, market-implied expected move, and options open interest by expiry

29.14

−0.45 · −1.54%

post 29.13 −0.01%

Closed16:00 ET

Open29.28Volume2.0MMkt cap$4.2BDiv yield5.31%

Day28.86 – 29.2964%52-wk27.57 – 43.8010%

BEPC

Brookfield Renewable Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.5%implied · report alone

28.1230.18

straddle ±7.0%

spot 29.15exp Nov 20ATM strike 30ATM straddle 2.40IV 38%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

confirmed

Calendar

Next report

Last report

+0.63%

shaded = implied · ▲▼ = realized

Jul 31 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+6.69%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

425 managers

Top fund weight

0.14%

BEPC weight · EWC

N-PORTAug 31 '26

2 funds

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

Brookfield Renewable (BEPC) reports on Nov 4 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Jul 31 '26Jul 31 '26confirmed—▲+0.63%—

quarterimplied−5%0+5%realized×

Jul '26—▲+0.63%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.34OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

1,1800%Nov 2020d3,486+2%

6380%Dec 1848d0.867390%0.86

382+2%Mar 19139d0.636070%0.63

ExpiryPutsCallsP/C

Nov 2020d1,1800%3,486+2%0.34

Dec 1848d6380%7390%0.86

Mar 19139d382+2%6070%0.63

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

Positioning

Linked exposure

scenario · straddle±7.0%

Funds 2

EWC±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.29· ±2.1% vs ±1.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.1%7 of 11×1.29

FOMCrate decision±1.7%7 of 14×1.08

PCEpersonal income & outlays±1.4%12 of 19×0.90

GDPgross domestic product±1.4%11 of 19×0.84

CPIconsumer prices±1.3%6 of 11×0.80

CPROFcorporate profits±0.8%6 of 12×0.47

NFPjobs report±0.6%6 of 10×0.40

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

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod