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

Implied ±13.3%, either direction · provisional.

CHENYSEServices-Home Health Care Services

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

534.01

−8.17 · −1.51%

post 540.04 +1.13%

Closed19:51 ET

Open543.12Volume125,205Mkt cap$7.1BP/E25.80EPS20.93Div yield0.46%

Day533.91 – 545.1255%52-wk364.23 – 562.2489%

CHE

Chemed Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.3%implied · straddle

462.59604.71

spot 533.65exp Mar 19ATM strike 530ATM straddle 83.60IV 32%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

+4.77%

vs ±7.2% implied · ×0.66

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+15.16%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

530 managers

Top fund weight

0.17%

CHE weight · MDY

N-PORTJun 30 '26

4 funds

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

Chemed (CHE) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 28 '26confirmed—▲+4.20%—

Q3 FY26Oct 27 '26confirmed±7.2%▲+4.77%×0.66

quarterimplied−10%0+10%realized×

Q3 FY26±7.2%▲+4.77%×0.66

Q2 FY26—▲+4.20%—

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

64.67OI · 3 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

89+162%Nov 2017d2.1242+1300%2.12

44+76%Dec 1845d0.022,428+1%0.02

report · Feb 24 · after close · est.

2,5220%Mar 19136d390%

ExpiryPutsCallsP/C

Nov 2017d89+162%42+1300%2.12

Dec 1845d44+76%2,428+1%0.02

report · Feb 24 · after close · est.

Mar 19136d2,5220%390%64.67

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

Positioning

Linked exposure

scenario · straddle±13.3%

Funds 4

MDY±0.0%

VIG±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

10.37%as filednet margin · revenue +2.63% QoQ · +10.57% YoY

Revenue

$691M+2.63% QoQ

Gross profit

$233M+5.19% QoQ

33.72% margin

Operating income

$96M+8.09% QoQ

13.96% margin

Pre-tax income

$97M+5.89% QoQ

Net income

$72M+5.83% QoQ

10.37% margin

Cost of revenue

$458M+1.37% QoQ

Operating expenses

$137M+3.23% QoQ

SG&A $111M

Depreciation $14M

Other operating $8M

Other operating $3M

Tax

$25M+6.07% QoQ

Other income

$286,000−86.54% QoQ

Revenue$691M+2.63%

Gross profit

$233M+5.19%

33.72% margin

Operating income

$96M+8.09%

13.96% margin

Pre-tax income

$97M+5.89%

Net income

$72M+5.83%

10.37% margin

Cost of revenue

$458M+1.37%

Operating expenses

$137M+3.23%

SG&A $111M

Depreciation $14M

Other operating $8M

Other income$286,000−86.54%

Tax$25M+6.07%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

FOMC ×1.67· ±1.8% vs ±1.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.8%13 of 24×1.67

GDPgross domestic product±1.7%12 of 19×1.56

PPIproducer prices±1.6%5 of 11×1.52

NFPjobs report±1.2%5 of 10×1.08

PCEpersonal income & outlays±1.0%13 of 19×0.95

CPIconsumer prices±1.0%6 of 11×0.95

CPROFcorporate profits±0.9%6 of 12×0.85

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 5.45 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	5.45	—
Q2 FY26	Jul 28 '26 · confirmed	5.13	—
Q1 FY26	—	4.84	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod