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

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

BRCCNYSEBeverages

BRC Inc. (BRCC) earnings date, market-implied expected move, and options open interest by expiry

9.59

−3.08 · −24.30%

post 9.59 +0.02%

Closed16:00 ET

Open11.00Volume339,222Mkt cap$244.9MEPS-0.56

Day9.10 – 11.0026%52-wk6.00 – 18.5529%

BRCC

BRC Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 8

after close · in 124 days

est.Q4 FY26

Calendar

Next report

Last report

−22.89%

vs ±17.3% implied · ×1.33

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Linked news

6dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters

News

Largest filed tie

13F top-10 QoQ

−12.06%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

149 managers

Top fund weight

0.00%

BRCC weight · IWM

N-PORTJun 30 '26

3 funds

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

BRC (BRCC) is expected to report on Mar 8 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±25.2%
avg realized: ±14.4%

Jan 14 '25Jan 14 '25confirmed±11.1%▼−3.28%×0.29

Mar 3 '25Mar 3 '25confirmed±24.5%▼−16.34%×0.67

May 5 '25May 5 '25confirmed±17.4%▼−25.74%×1.48

Aug 4 '25Aug 4 '25confirmed±24.1%▼−15.76%×0.65

Nov 3 '25Nov 3 '25confirmed±29.4%▼−7.04%×0.24

Q1 FY26May 4 '26confirmed±31.1%▲+23.85%×0.77

Q2 FY26Aug 3 '26confirmed±46.8%0.00%×0.00

Q3 FY26Nov 2 '26confirmed±17.3%▼−22.89%×1.33

quarterimplied−50%0+50%realized×

Q3 FY26±17.3%▼−22.89%×1.33

Q2 FY26±46.8%0.00%×0.00

Q1 FY26±31.1%▲+23.85%×0.77

Nov '25±29.4%▼−7.04%×0.24

Aug '25±24.1%▼−15.76%×0.65

May '25±17.4%▼−25.74%×1.48

2 older reports

Mar '25±24.5%▼−16.34%×0.67

Jan '25±11.1%▼−3.28%×0.29

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

7.70OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

6580%Nov 2016d6.09108+3%6.09

590%Dec 1844d8.4370%8.43

4470%Jan 1572d0.143,2550%0.14

report · Mar 8 · after close · est.

1,0780%Apr 16163d140+1%

ExpiryPutsCallsP/C

Nov 2016d6580%108+3%6.09

Dec 1844d590%70%8.43

Jan 1572d4470%3,2550%0.14

report · Mar 8 · after close · est.

Apr 16163d1,0780%140+1%7.70

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

−8.01%as filednet margin · revenue +0.95% QoQ · +7.27% YoY

Revenue$108M+0.95%

Gross profit$40M37.14%+9.98%

Operating income−$7M−6.93%−780.20%

Pre-tax income−$9M−5533.33%

Net income−$9M−8.01%−4551.61%

Cost of revenue$83M−3.05%

Operating expenses$32M+61.40%

Tax$33,0000.00%

Other expense−$1M+9.89%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.10· ±3.6% vs ±3.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.6%12 of 24×1.10

NFPjobs report±3.5%7 of 10×1.09

PPIproducer prices±2.6%4 of 11×0.81

PCEpersonal income & outlays±2.4%8 of 20×0.75

CPIconsumer prices±2.3%8 of 11×0.70

GDPgross domestic product±2.2%7 of 20×0.69

CPROFcorporate profits±1.9%3 of 12×0.59

Bar = avg |move| to ±4% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	-0.28	—
Q2 FY26	Aug 3 '26 · confirmed	0.00	—
Q1 FY26	May 4 '26 · confirmed	0.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod