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

Implied ±8.5%, either direction.

CENYSEPlastic Material, Synth Resin/Rubber, Cellulos (No Glass)

Celanese Corp (CE) earnings date, market-implied expected move, and options open interest by expiry

49.27

+0.95 · +1.96%

post 49.27 +0.01%

Closed16:00 ET

Open48.17Volume1.5MMkt cap$5.4BEPS-10.68Div yield0.24%

Day47.91 – 49.27100%52-wk35.05 – 70.6140%

Celanese Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.5%implied · report alone

45.1053.50

straddle ±11.3%

spot 49.30exp Nov 20ATM strike 50ATM straddle 6.55IV 68%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−4.64%

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−0.95%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

457 managers

Top fund weight

0.05%

CE weight · REVS

N-PORTJul 31 '26

3 funds

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

Celanese (CE) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 4 '26confirmed—▼−4.64%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−4.64%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.21OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

1,505+3%Nov 2020d7,120+3%

1,493+12%Dec 1848d0.344,359−1%0.34

8,074−1%Jan 1576d1.008,0890%1.00

702+1%Mar 19139d0.451,5690%0.45

ExpiryPutsCallsP/C

Nov 2020d1,505+3%7,120+3%0.21

Dec 1848d1,493+12%4,359−1%0.34

Jan 1576d8,074−1%8,0890%1.00

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

Positioning

Linked exposure

scenario · straddle±11.3%

Funds 3

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

4.69%as filednet margin · revenue +17.76% QoQ · +8.69% YoY

Revenue

$2.8B+17.76% QoQ

Gross profit

$618M+32.05% QoQ

22.46% margin

Operating income

$276M+28.97% QoQ

10.03% margin

Pre-tax income

$142M+73.17% QoQ

Net income

$129M+168.75% QoQ

4.69% margin

Cost of revenue

$2.1B+14.18% QoQ

Operating expenses

$342M+34.65% QoQ

SG&A $251M

R&D $29M

Other operating $62M

Other expense

$134M

Tax

$11M−66.67% QoQ

Revenue$2.8B+17.76%

Gross profit

$618M+32.05%

22.46% margin

Operating income

$276M+28.97%

10.03% margin

Pre-tax income

$142M+73.17%

Net income

$129M+168.75%

4.69% margin

Cost of revenue

$2.1B+14.18%

Operating expenses

$342M+34.65%

SG&A $251M

R&D $29M

Other operating $62M

Other expense

$134M

Tax$11M−66.67%

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

NFP ×1.49· ±3.2% vs ±2.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.2%3 of 10×1.49

PPIproducer prices±2.0%7 of 11×0.96

GDPgross domestic product±2.0%9 of 19×0.95

FOMCrate decision±1.7%9 of 24×0.82

PCEpersonal income & outlays±1.7%11 of 19×0.79

CPROFcorporate profits±1.6%5 of 12×0.75

CPIconsumer prices±1.4%7 of 11×0.68

Bar = avg |move| to ±4% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 1.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	1.13	—
Q1 FY26	—	0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod