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

Implied ±25.4%, either direction.

BNCNasdaqAgricultural Services

CEA Industries Inc. (BNC) earnings date, market-implied expected move, and options open interest by expiry

5.00

+0.05 · +1.09%

post 5.05 +0.92%

Closed19:55 ET

Open4.99Volume763,591Mkt cap$206.3MP/E29.45

Day4.91 – 5.1462%52-wk1.84 – 7.7255%

BNC

CEA Industries Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±25.4%implied · straddle

3.746.28

spot 5.01exp Dec 18ATM strike 5ATM straddle 1.50IV 109%

Nov 4 close

Expected move

Inputs

Next report

Dec 14

after close · in 40 days

est.Q2 FY27

Calendar

Next report

Last report

+9.79%

vs ±13.1% implied · ×0.74

shaded = implied · ▲▼ = realized

Sep 11 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−0.30%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

33 managers

Top fund weight

0.00%

BNC weight · VTI

N-PORTJun 30 '26

1 fund

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

CEA Industries (BNC) is expected to report on Dec 14 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q1 FY27Sep 11 '26confirmed±13.1%▲+9.79%×0.74

quarterimplied−15%0+15%realized×

Q1 FY27±13.1%▲+9.79%×0.74

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.18OI · 3 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

212+89%Nov 2016d0.141,520+49%0.14

report · Dec 14 · after close · est.

2220%Dec 1844d1,205+1%

2,1680%Mar 19135d2.23972−3%2.23

ExpiryPutsCallsP/C

Nov 2016d212+89%1,520+49%0.14

report · Dec 14 · after close · est.

Dec 1844d2220%1,205+1%0.18

Mar 19135d2,1680%972−3%2.23

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

Positioning

Linked exposure

scenario · straddle±25.4%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

−159.11%as filednet margin

Revenue$7M—

Gross profit$2M27.41%—

Operating income−$21M−296.32%—

Pre-tax income−$11M—

Net income−$11M−159.11%—

Cost of revenue$5M—

Operating expenses$23M—

Tax$95,000—

Other income$10M—

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PCE ×1.11· ±5.7% vs ±5.1% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±5.7%7 of 19×1.11

GDPgross domestic product±5.6%8 of 18×1.10

PPIproducer prices±5.4%6 of 10×1.06

FOMCrate decision±4.7%9 of 24×0.92

NFPjobs report±4.4%3 of 10×0.87

CPROFcorporate profits±3.8%5 of 11×0.75

CPIconsumer prices±2.9%4 of 10×0.57

Bar = avg |move| to ±6% · tick = ±5.1% avg day · ×base = |move| ÷ ±5.1% · min 6 releases

Earnings history

EPS -0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Sep 11 '26 · confirmed	-0.22	—
Q3 FY26	—	-1.92	—
Q2 FY26	—	5.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod