How often does Cal-Maine Foods move more than the options market prices?

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

CALMNasdaqAgricultural Prod-Livestock & Animal Specialties

Cal-Maine Foods Inc (CALM) earnings date, market-implied expected move, and options open interest by expiry

66.04

pre 66.70 +0.80%

Pre-market04:00 ETdelayed

Open66.70Volume1.0MMkt cap$3.1BP/E52.94EPS1.26Div yield7.29%

Day66.70 – 66.7050%52-wk60.13 – 95.2519%

CALM

Cal-Maine Foods Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 6

before open · in 63 days

est.Q2 FY27

Calendar

Next report

Last report

−0.71%

vs ±6.4% implied · ×0.11

shaded = implied · ▲▼ = realized

Sep 30 '26 · confirmed

Implied vs realized

Largest filed tie

43.10%

of CALM revenue · Top three customers

customerCALM 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+3.06%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

456 managers

Top fund weight

0.11%

CALM weight · IWM

N-PORTJun 30 '26

4 funds

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

Cal-Maine Foods (CALM) is expected to report on Jan 6 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.3%
avg realized: ±3.4%

Jan 7 '25Jan 7 '25confirmed±6.5%▲+1.01%×0.15

Apr 8 '25Apr 8 '25confirmed±10.1%▲+2.49%×0.25

Jul 22 '25Jul 22 '25confirmed±7.0%▲+13.80%×1.97

Oct 1 '25Oct 1 '25confirmed±7.1%▼−1.21%×0.17

Q2 FY26Jan 7 '26confirmed±6.1%▼−1.61%×0.27

Q3 FY26Apr 1 '26confirmed±7.1%▲+5.32%×0.75

Jul 22 '26Jul 22 '26confirmed±8.2%▲+0.70%×0.09

Q1 FY27Sep 30 '26confirmed±6.4%▼−0.71%×0.11

quarterimplied−15%0+15%realized×

Q1 FY27±6.4%▼−0.71%×0.11

Jul '26±8.2%

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

0.46OI · 3 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

2,294−19%Nov 2016d0.356,602+1%0.35

372+57%Dec 1844d0.54688+162%0.54

report · Jan 6 · before open · est.

1,585+4%Feb 19107d3,415+5%

ExpiryPutsCallsP/C

Nov 2016d2,294−19%6,602+1%0.35

Dec 1844d372+57%688+162%0.54

report · Jan 6 · before open · est.

Feb 19107d1,585+4%

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 filedQ1 FY27

−10.42%as filednet margin · revenue −2.35% QoQ · −41.51% YoY

Revenue$540M−2.35%

Gross profit$403,0000.07%−98.82%

Operating income−$82M−15.23%−39.71%

Pre-tax income−$74M−59.47%

Net income−$56M−10.42%−60.40%

Cost of revenue$539M+3.99%

Operating expenses$83M−11.10%

Tax−$18M−56.64%

Other income$8M−35.13%

Source: SEC filings · standardized · QE Aug 29 '26 · bars = % of revenue

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

FOMC ×1.23· ±1.8% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.8%11 of 24×1.23

PCEpersonal income & outlays±1.7%10 of 19×1.14

NFPjobs report±1.7%7 of 10×1.12

PPIproducer prices±1.6%8 of 10×1.10

GDPgross domestic product±1.5%10 of 19×1.04

CPIconsumer prices±1.5%5 of 10×1.02

CPROFcorporate profits±1.0%5 of 12×0.66

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -1.26 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Sep 30 '26 · confirmed	-1.26	—
Q4 FY26	—	-0.68	—
Q3 FY26	Apr 1 '26 · confirmed	1.06	—
Q2 FY26	Jan 7 '26 · confirmed	2.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod