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

Implied ±23.2%, either direction · provisional.

CHYMNasdaqFinance Services

Chime Financial, Inc. (CHYM) earnings date, market-implied expected move, and options open interest by expiry

29.89

+1.69 · +5.99%

post 32.30 +8.07%

Closed19:52 ET

Open28.73Volume5.0MMkt cap$11.8BP/E10.00EPS3.23

Day28.73 – 33.0084%52-wk15.88 – 35.5583%

CHYM

Chime Financial, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.2%implied · straddle

22.9436.80

spot 29.87exp Mar 19ATM strike 30ATM straddle 8.15IV 54%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 3 close

Implied vs realized

Linked news

5hAMZN · supplierMicrosoft and Amazon combine for a $400 billion market-cap boost — and these factors show why

News

Largest filed tie

13F top-10 QoQ

+4.95%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

276 managers

Top fund weight

0.01%

CHYM weight · VTI

N-PORTJun 30 '26

2 funds

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

Chime Financial (CHYM) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±11.4%▲+20.56%×1.80

quarterimplied−25%0+25%realized×

Q2 FY26±11.4%▲+20.56%×1.80

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.94OI · 4 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

7,159+5%Nov 2016d1.056,838+1%1.05

3,0270%Dec 1844d0.3010,175+2%0.30

13,9330%Jan 1572d0.4530,9170%0.45

report · Feb 24 · after close · est.

3,7770%Mar 19135d4,0330%

ExpiryPutsCallsP/C

Nov 2016d7,159+5%6,838+1%1.05

Dec 1844d3,0270%10,175+2%0.30

Jan 1572d13,9330%30,9170%0.45

report · Feb 24 · after close · est.

Mar 19135d3,7770%4,0330%0.94

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

Positioning

Linked exposure

scenario · straddle±23.2%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

4.16%as filednet margin · revenue +3.46% QoQ · +26.81% YoY

Revenue

$670M+3.46% QoQ

Gross profit

$595M+2.51% QoQ

88.82% margin

Operating income

$21M−53.81% QoQ

3.18% margin

Pre-tax income

$28M−47.95% QoQ

Net income

$28M−47.90% QoQ

4.16% margin

Cost of revenue

$75M+11.66% QoQ

Operating expenses

$574M+7.38% QoQ

Other operating $213M

Marketing $164M

R&D $112M

Other operating $84M

Tax

$213,000−53.19% QoQ

Other income

$7M−13.00% QoQ

Revenue$670M+3.46%

Gross profit

$595M+2.51%

88.82% margin

Operating income

$21M−53.81%

3.18% margin

Pre-tax income

$28M−47.95%

Net income

$28M−47.90%

4.16% margin

Cost of revenue

$75M+11.66%

Operating expenses

$574M+7.38%

Other operating $213M

Marketing $164M

R&D $112M

Other income$7M−13.00%

Tax$213,000−53.19%

flow · deduction · inflow · 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 · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×1.34· ±4.1% vs ±3.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.1%6 of 11×1.34

FOMCrate decision±3.7%5 of 12×1.22

NFPjobs report±3.2%4 of 10×1.06

CPROFcorporate profits±2.9%7 of 10×0.95

GDPgross domestic product±2.6%12 of 15×0.87

CPIconsumer prices±2.1%5 of 11×0.71

PCEpersonal income & outlays±1.9%11 of 15×0.61

Bar = avg |move| to ±5% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS 0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.07	—
Q1 FY26	—	0.13	—
Q3 FY25	—	-0.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod