What move does the options market price into Beyond Meat's report?

Implied ±16.3%, either direction.

How often does Beyond Meat move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

BYNDNasdaqFood and Kindred Products

Beyond Meat, Inc. (BYND) earnings date, market-implied expected move, and options open interest by expiry

7.29

+0.24 · +3.40%

post 7.25 −0.55%

Closed19:44 ET

Open7.05Volume1.1MMkt cap$125.0MP/E0.48

Day6.74 – 7.2894%52-wk6.49 – 46.802%

BYND

Beyond Meat, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.3%implied · report alone

8Q avg ±10.3%·×1.59·rich

6.098.45

straddle ±18.1%

spot 7.27exp Nov 13ATM strike 7.5ATM straddle 1.55IV 158%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−13.54%

vs ±23.7% implied · ×0.57

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

13.00%

of BYND revenue · DOT

customerBYND 10-K

Largest filed tie

13F top-10 QoQ

−17.81%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

226 managers

Top fund weight

0.00%

BYND weight · VTI

N-PORTJun 30 '26

1 fund

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

Beyond Meat (BYND) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±19.8%
avg realized: ±10.1%

Nov 6 '24Nov 6 '24confirmed—▼−11.25%—

Feb 26 '25Feb 26 '25confirmed±16.4%▼−10.67%×0.65

May 7 '25May 7 '25confirmed±11.7%▼−7.87%×0.67

Aug 6 '25Aug 6 '25confirmed±13.2%▼−4.11%×0.31

Q3 FY25Nov 10 '25confirmed±29.0%▼−8.96%×0.31

Q1 FY26Mar 31 '26confirmed±28.7%▼−11.57%×0.40

May 6 '26May 6 '26confirmed±15.8%▼−14.15%×0.89

Q2 FY26Aug 5 '26confirmed±23.7%▼−13.54%×0.57

quarterimplied−30%0+30%realized×

Q2 FY26±23.7%▼−13.54%×0.57

May '26±15.8%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 3 close

0.18OI · 10 expiries · Nov 3 closeP/C open interest · Nov 13 · first expiry after the report

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

1,668+183%Nov 62d0.364,632+65%0.36

report · Nov 9 · after close · est.

327+11%Nov 139d1,793+52%

21,5700%Nov 2016d0.3659,8760%0.36

20+18%Nov 2723d0.02897+16%0.02

6 later expiries

13+30%Dec 430d0.1584+250%0.15

4+300%Dec 1137d1.33

ExpiryPutsCallsP/C

Nov 62d1,668+183%4,632+65%0.36

report · Nov 9 · after close · est.

Nov 139d327+11%1,793+52%0.18

Nov 2016d21,5700%

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

Positioning

Linked exposure

scenario · straddle±18.1%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

23.83%as filednet margin · revenue +18.26% QoQ · −8.17% YoY

Revenue$69M+18.26%

Gross profit$6M8.53%+195.87%

Operating income−$31M−44.76%+25.05%

Pre-tax income$16M+157.68%

Net income$16M23.83%+157.59%

Cost of revenue$63M+11.98%

Operating expenses$37M−14.88%

Tax$0—

Other income$47M+273.68%

Source: SEC filings · standardized · QE Jun 27 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.04· ±4.7% vs ±4.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.7%5 of 10×1.04

NFPjobs report±4.6%4 of 10×1.03

GDPgross domestic product±3.8%10 of 19×0.85

PCEpersonal income & outlays±3.4%9 of 19×0.76

FOMCrate decision±2.9%9 of 24×0.66

CPIconsumer prices±1.9%3 of 10×0.41

CPROFcorporate profits±1.8%6 of 12×0.41

Bar = avg |move| to ±5% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.06	—
Q1 FY26	Mar 31 '26 · confirmed	-0.06	—
Q3 FY25	Nov 10 '25 · confirmed	-1.44	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod