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

Implied ±10.4%, either direction.

How often does Charter Communications move more than the options market prices?

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

CHTRNasdaqCable & Other Pay Television Services

Charter Communications, Inc. (CHTR) earnings date, market-implied expected move, and options open interest by expiry

114.04

−1.50 · −1.30%

post 113.74 −0.26%

After hours16:02 ETdelayed

Open114.03Volume2.4MMkt cap$13.8BP/E2.92EPS38.93

Day113.14 – 115.2428%52-wk101.11 – 254.118%

CHTR

Charter Communications, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.4%implied · report alone

8Q avg ±10.2%·×1.02·fair

101.97125.61

straddle ±10.9%

spot 113.79exp Nov 6ATM strike 114ATM straddle 14.55IV 177%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

−2.52%

vs ±11.2% implied · ×0.22

shaded = implied · ▲▼ = realized

Jul 24 '26 · confirmed

Implied vs realized

Linked news

1hSCOR · customerComscore posts Q3 revenue $76.2 million, net loss $65.5 million, reaffirms 2026 outlook
1dHLIT · supplierHarmonic revenue up 64% to $148.8 million; raises 2026 outlook to $545 - $555 million
1dADEA · supplierAdeia posts Q3 revenue $80.2 million, GAAP EPS $0.02; Vachani named CEO

News

Largest filed tie

13F top-10 QoQ

+10.26%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

792 managers

Top fund weight

1.43%

CHTR weight · XLC

N-PORTJun 30 '26

9 funds

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

Charter Communications (CHTR) reports on Nov 6 before open (confirmed date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±8.8%
avg realized: ±10.2%

Nov 1 '24Nov 1 '24confirmed±7.8%▲+11.87%×1.52

Jan 31 '25Jan 31 '25confirmed±7.6%▲+2.64%×0.35

Apr 25 '25Apr 25 '25confirmed±7.6%▲+11.43%×1.50

Jul 25 '25Jul 25 '25confirmed±6.9%▼−18.49%×2.67

Oct 31 '25Oct 31 '25confirmed±11.8%▲+1.26%×0.11

Jan 30 '26Jan 30 '26confirmed±10.0%▲+7.62%×0.76

Q1 FY26Apr 24 '26confirmed±6.9%▼−25.50%×3.68

Q2 FY26Jul 24 '26confirmed±11.2%▼−2.52%×0.22

quarterimplied−30%0+30%realized×

Q2 FY26±11.2%▼−2.52%×0.22

Q1 FY26±6.9%

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

Implied vs realized

Positioning

OI · 9 expiries · Oct 30 close

1.10OI · 9 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

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

2,361+48%Nov 63d2,144+62%

789+7%Nov 1310d3.78209+87%3.78

11,661+5%Nov 2017d0.8413,880+4%0.84

259+28%Nov 2724d0.73356+1383%0.73

3—Dec 431d3.001—3.00

4 later expiries

53—Dec 1138d8.836—8.83

5,392+3%Dec 1845d0.66

ExpiryPutsCallsP/C

Nov 63d2,361+48%2,144+62%1.10

Nov 1310d789+7%209+87%3.78

Nov 2017d11,661+5%13,880+4%0.84

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

Positioning

Linked exposure

scenario · straddle±10.9%

Funds 4

XLC±0.2%

RSP±0.0%

FB±0.0%

VTV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

11.27%as filednet margin · revenue −0.52% QoQ · −1.74% YoY

Revenue

$13.5B−0.52% QoQ

Gross profit

$13.5B−0.52% QoQ

100.00% margin

Operating income

$3.1B−4.52% QoQ

22.65% margin

Pre-tax income

$2.0B+9.35% QoQ

Net income

$1.5B+11.81% QoQ

11.27% margin

Operating expenses

$10.5B+0.71% QoQ

SG&A $8.2B

Depreciation $2.2B

Other operating $51M

Other expense

$1.1B

Tax

$475M+2.15% QoQ

Revenue$13.5B−0.52%

Gross profit

$13.5B−0.52%

100.00% margin

Operating income

$3.1B−4.52%

22.65% margin

Pre-tax income

$2.0B+9.35%

Net income

$1.5B+11.81%

11.27% margin

Cost of revenue

Operating expenses

$10.5B+0.71%

SG&A $8.2B

Depreciation $2.2B

Other operating $51M

Other expense

$1.1B

Tax$475M+2.15%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×2.10· ±3.9% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.9%7 of 10×2.10

FOMCrate decision±2.5%9 of 24×1.33

CPIconsumer prices±2.3%5 of 10×1.24

NFPjobs report±1.8%5 of 10×0.96

GDPgross domestic product±1.7%8 of 19×0.93

PCEpersonal income & outlays±1.7%13 of 19×0.91

CPROFcorporate profits±1.3%5 of 12×0.70

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 10.66 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 24 '26 · confirmed	10.66	—
Q1 FY26	Apr 24 '26 · confirmed	9.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod