How often does Clorox move more than the options market prices?

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

CLXNYSESpecialty Cleaning, Polishing and Sanitation Preparations

Clorox Co (CLX) earnings date, market-implied expected move, and options open interest by expiry

100.78

+6.98 · +7.44%

Regular session12:15 ET

Open94.19Volume4.1MMkt cap$11.4BP/E18.13EPS5.56Div yield5.31%

Day93.84 – 100.9098%52-wk77.99 – 124.0350%

CLX

Clorox Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

after close · in 90 days

est.Q2 FY27

Calendar

Next report

Last report

+4.34%

vs ±7.0% implied · ×0.62

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Largest filed tie

27.00%

of CLX revenue · Walmart Stores, Inc. and its affiliates

customerCLX 10-K

Largest filed tie

13F top-10 QoQ

+5.46%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,052 managers

Top fund weight

0.75%

CLX weight · XLP

N-PORTJun 30 '26

8 funds

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

Clorox (CLX) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.1%
avg realized: ±4.5%

Feb 3 '25Feb 3 '25confirmed±5.4%▼−7.24%×1.35

May 5 '25May 5 '25confirmed±5.6%▼−2.41%×0.43

Jul 31 '25Jul 31 '25confirmed±6.2%▼−1.96%×0.32

Nov 3 '25Nov 3 '25confirmed±6.1%▲+1.17%×0.19

Q2 FY26Feb 3 '26confirmed±5.2%▲+2.43%×0.47

Q3 FY26Apr 30 '26confirmed±6.0%▼−9.67%×1.61

Q4 FY26Aug 3 '26confirmed±6.9%▲+6.52%×0.94

Q1 FY27Nov 2 '26confirmed±7.0%▲+4.34%×0.62

quarterimplied−10%0+10%realized×

Q1 FY27±7.0%▲+4.34%×0.62

Q4 FY26±6.9%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

0.82OI · 5 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

9,673+8%Nov 2016d0.7013,873+15%0.70

1,379+4%Dec 1844d0.592,329+26%0.59

13,975−2%Jan 1572d0.8316,9180%0.83

report · Feb 2 · after close · est.

4,4500%Mar 19135d5,4090%

3,432−3%Apr 16163d1.043,3040%1.04

ExpiryPutsCallsP/C

Nov 2016d9,673+8%13,873+15%0.70

Dec 1844d1,379+4%2,329+26%0.59

Jan 1572d13,975−2%16,9180%0.83

report · Feb 2 · after close · est.

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY27

9.08%as filednet margin · revenue −2.21% QoQ · +33.31% YoY

Revenue

$1.9B−2.21% QoQ

Gross profit

$770M−4.23% QoQ

40.42% margin

Operating income

$261M+1.16% QoQ

13.70% margin

Pre-tax income

$207M−2.82% QoQ

Net income

$173M+3.59% QoQ

9.08% margin

Cost of revenue

$1.1B−0.79% QoQ

Operating expenses

$509M−6.78% QoQ

SG&A $290M

Marketing $190M

R&D $29M

Other expense

$54M

Tax

$34M−26.09% QoQ

Revenue$1.9B−2.21%

Gross profit

$770M−4.23%

40.42% margin

Operating income

$261M+1.16%

13.70% margin

Pre-tax income

$207M−2.82%

Net income

$173M+3.59%

9.08% margin

Cost of revenue

$1.1B−0.79%

Operating expenses

$509M−6.78%

SG&A $290M

Marketing $190M

R&D $29M

Other expense

$54M

Tax$34M−26.09%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 12:00 ET

Intraday

Event sensitivity

PPI ×1.51· ±1.8% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.8%7 of 10×1.51

NFPjobs report±1.6%6 of 10×1.38

FOMCrate decision±1.6%7 of 24×1.32

CPIconsumer prices±1.4%4 of 10×1.19

GDPgross domestic product±1.1%9 of 19×0.93

PCEpersonal income & outlays±1.0%11 of 19×0.85

CPROFcorporate profits±0.9%4 of 12×0.80

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.39 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Nov 2 '26 · confirmed	1.39	—
Q4 FY26	Aug 3 '26 · confirmed	1.33	—
Q3 FY26	Apr 30 '26 · confirmed	1.54	—
Q2 FY26	Feb 3 '26 · confirmed	1.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod