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

Implied ±12.7%, either direction.

BRBRNYSEFood and Kindred Products

Bellring Brands, Inc. (BRBR) earnings date, market-implied expected move, and options open interest by expiry

9.17

Closed16:00 ET

Open9.32Volume3.1MMkt cap$1.1BP/E6.46EPS1.42

Day9.13 – 9.3221%52-wk7.33 – 33.567%

BRBR

Bellring Brands, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.7%implied · report alone

8.0110.33

straddle ±17.1%

spot 9.17exp Nov 20ATM strike 10ATM straddle 1.85IV 95%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 17

before open · in 16 days

est.Q4 FY26

Calendar

Next report

Last report

−1.54%

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

2dAMZN · customerAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout
3dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters

News

Largest filed tie

13F top-10 QoQ

+41.25%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

366 managers

Top fund weight

0.05%

BRBR weight · IWM

N-PORTJun 30 '26

4 funds

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

Bellring Brands (BRBR) is expected to report on Nov 17 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 4 '26confirmed—▼−1.54%—

quarterimplied−5%0+5%realized×

Q3 FY26—▼−1.54%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.99OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

5,2300%Nov 2019d5,2780%

2,2750%Dec 1847d0.703,2410%0.70

1,362−3%Jan 1575d0.178,0830%0.17

4980%Feb 19110d0.915480%0.91

ExpiryPutsCallsP/C

Nov 2019d5,2300%5,2780%0.99

Dec 1847d2,2750%3,2410%0.70

Jan 1575d1,362−3%8,0830%0.17

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

Positioning

Linked exposure

scenario · straddle±17.1%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

6.00%as filednet margin · revenue −4.73% QoQ · +4.18% YoY

Revenue

$570M−4.73% QoQ

Gross profit

$163M+0.99% QoQ

28.63% margin

Operating income

$65M−0.91% QoQ

11.47% margin

Pre-tax income

$46M−0.87% QoQ

Net income

$34M+0.88% QoQ

6.00% margin

Cost of revenue

$407M−6.84% QoQ

Operating expenses

$98M+2.30% QoQ

SG&A $94M

Other operating $4M

Other expense

$20M

Tax

$11M−5.83% QoQ

Revenue$570M−4.73%

Gross profit

$163M+0.99%

28.63% margin

Operating income

$65M−0.91%

11.47% margin

Pre-tax income

$46M−0.87%

Net income

$34M+0.88%

6.00% margin

Cost of revenue

$407M−6.84%

Operating expenses

$98M+2.30%

SG&A $94M

Other operating $4M

Other expense

$20M

Tax$11M−5.83%

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

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

CPI ×1.22· ±2.5% vs ±2.0% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.5%5 of 11×1.22

PPIproducer prices±2.4%5 of 11×1.19

FOMCrate decision±2.3%11 of 24×1.12

NFPjobs report±2.3%5 of 10×1.11

CPROFcorporate profits±1.3%7 of 12×0.66

PCEpersonal income & outlays±1.3%12 of 19×0.62

GDPgross domestic product±1.2%12 of 19×0.58

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.29 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 4 '26 · confirmed	0.29	—
Q2 FY26	—	0.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod