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

Implied ±8.2%, either direction.

How often does Blue Bird move more than the options market prices?

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

BLBDNasdaqTruck & Bus Bodies

Blue Bird Corp (BLBD) earnings date, market-implied expected move, and options open interest by expiry

58.11

+0.34 · +0.59%

post 57.89 −0.37%

Closed15:59 ET

Open57.72Volume604,954Mkt cap$1.8BP/E6.85EPS8.45

Day57.72 – 60.057%52-wk46.14 – 83.3932%

BLBD

Blue Bird Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · report alone

8Q avg ±8.7%·×0.94·fair

53.1362.57

straddle ±12.4%

spot 57.85exp Dec 18ATM strike 60ATM straddle 8.45IV 51%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 23

after close · in 20 days

est.Q4 FY26

Calendar

Next report

Last report

−14.19%

vs ±9.5% implied · ×1.50

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

3dF · supplierAutomakers like Rivian and Ford are ‘democratizing 3D printing’ to reduce costs and increase speed
4dLCII · supplierLCI Industries board rejects Monomoy $101-per-share bid as not superior
5dGM · supplierGeneral Motors chief accounting officer Christopher T. Hatto to retire April 1, 2027

News

Largest filed tie

13F top-10 QoQ

+6.93%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

304 managers

Top fund weight

0.08%

BLBD weight · IWM

N-PORTJun 30 '26

3 funds

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

Blue Bird (BLBD) is expected to report on Nov 23 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±11.1%
avg realized: ±8.7%

Nov 25 '24Nov 25 '24confirmed±14.0%▼−5.00%×0.36

Feb 5 '25Feb 5 '25confirmed±13.3%▲+4.20%×0.32

May 7 '25May 7 '25confirmed±11.5%▼−1.38%×0.12

Aug 6 '25Aug 6 '25confirmed±10.4%▲+18.51%×1.79

Q1 FY26Nov 24 '25confirmed±10.6%▼−5.50%×0.52

Feb 4 '26Feb 4 '26confirmed±11.0%▲+11.77%×1.07

Q2 FY26May 6 '26confirmed±8.3%▲+8.92%×1.07

Q3 FY26Aug 5 '26confirmed±9.5%▼−14.19%×1.50

quarterimplied−20%0+20%realized×

Q3 FY26±9.5%▼−14.19%×1.50

Q2 FY26±8.3%▲+8.92%×1.07

Feb '26±11.0%▲+11.77%×1.07

Q1 FY26±10.6%▼−5.50%×0.52

Aug '25±10.4%▲+18.51%×1.79

May '25±11.5%▼−1.38%×0.12

2 older reports

Feb '25±13.3%▲+4.20%×0.32

Nov '24±14.0%▼−5.00%×0.36

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.78OI · 3 expiries · Nov 2 closeP/C open interest · Jan 15 · first expiry after the report

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

114+1%Nov 2017d0.601900%0.60

report · Nov 23 · after close · est.

4440%Jan 1573d5710%

850%Apr 16164d0.631350%0.63

ExpiryPutsCallsP/C

Nov 2017d114+1%1900%0.60

report · Nov 23 · after close · est.

Jan 1573d4440%5710%0.78

Apr 16164d850%1350%0.63

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

Positioning

Linked exposure

scenario · straddle±12.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 4

LCII±3.1%×0.25

GM±3.0%×0.24

CMI±2.8%×0.23

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

35.82%as filednet margin · revenue +46.66% QoQ · +29.94% YoY

Revenue

$517M+46.66% QoQ

Gross profit

$103M+46.32% QoQ

19.99% margin

Operating income

$63M+60.20% QoQ

12.12% margin

Pre-tax income

$197M+438.60% QoQ

Net income

$185M+532.25% QoQ

35.82% margin

Cost of revenue

$414M+46.74% QoQ

Operating expenses

$41M+29.11% QoQ

Tax

$10M+11.77% QoQ

Other income

$134M+5393.66% QoQ

Revenue$517M+46.66%

Gross profit

$103M+46.32%

19.99% margin

Operating income

$63M+60.20%

12.12% margin

Pre-tax income

$197M+438.60%

Net income

$185M+532.25%

35.82% margin

Cost of revenue

$414M+46.74%

Operating expenses

$41M+29.11%

Other income$134M+5393.66%

Tax$10M+11.77%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPROF ×0.87· ±1.8% vs ±2.1% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±1.8%6 of 12×0.87

NFPjobs report±1.8%6 of 10×0.86

GDPgross domestic product±1.8%8 of 19×0.84

PCEpersonal income & outlays±1.7%9 of 19×0.82

FOMCrate decision±1.6%10 of 24×0.76

CPIconsumer prices±1.4%3 of 10×0.66

PPIproducer prices±1.3%5 of 10×0.60

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 5.27 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 5 '26 · confirmed	5.27	—
Q2 FY26	May 6 '26 · confirmed	0.90	—
Q1 FY26	Nov 24 '25 · confirmed	0.94	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod