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

Implied ±10.3%, 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

117.74

−2.51 · −2.09%

Regular session13:36 ET

Open120.85Volume3.3MMkt cap$14.3BP/E3.02EPS38.93

Day117.15 – 123.659%52-wk101.11 – 254.1111%

CHTR

Charter Communications, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.3%implied · report alone

8Q avg ±10.2%·×1.02·fair

107.82132.68

straddle ±11.1%

spot 120.25exp Nov 6ATM strike 120ATM straddle 15.65IV 221%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 1 day

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

6hVISN · supplierVistance Networks posts net income $1,030.6 million, net sales $319.7 million for quarter
21hADEA · supplierAdeia posts third-quarter revenue of $80,193 thousand and net income of $2,267 thousand
1dSCOR · customerComscore posts Q3 revenue $76.2 million, net loss $65.5 million, reaffirms 2026 outlook

News

Largest filed tie

13F top-10 QoQ

+10.26%

shares held · 10 largest managers

13F · Jun 30 '26128d 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 · Nov 4 close

0.79OI · 9 expiries · Nov 4 closeP/C open interest · Nov 6 · first expiry after the report

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

3,181+13%Nov 61d4,050+9%

945+6%Nov 138d2.27416+4%2.27

13,011+1%Nov 2015d0.9314,0110%0.93

393+4%Nov 2722d1.03383+1%1.03

3—Dec 429d3.001—3.00

4 later expiries

560%Dec 1136d3.7315+25%3.73

5,449+1%Dec 1843d0.65

ExpiryPutsCallsP/C

Nov 61d3,181+13%4,050+9%0.79

Nov 138d945+6%416+4%2.27

Nov 2015d13,011+1%14,0110%0.93

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

Positioning

Linked exposure

scenario · straddle±11.1%

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 4 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 13:30 ET

Intraday

Event sensitivity

PPI ×2.10· ±4.0% vs ±1.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.0%8 of 11×2.10

FOMCrate decision±2.5%9 of 24×1.31

CPIconsumer prices±2.3%5 of 11×1.20

GDPgross domestic product±1.8%9 of 20×0.96

NFPjobs report±1.8%5 of 10×0.95

PCEpersonal income & outlays±1.8%14 of 20×0.94

CPROFcorporate profits±1.3%5 of 12×0.69

Bar = avg |move| to ±5% · 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