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

Implied ±60.2%, either direction.

CNVSNasdaqServices-Video Tape Rental

Cineverse Corp. (CNVS) earnings date, market-implied expected move, and options open interest by expiry

1.43

−0.15 · −9.49%

post 1.57 +9.79%

Closed15:59 ET

Open1.60Volume60,523Mkt cap$36.6MEPS-0.56

Day1.56 – 1.6025%52-wk1.40 – 3.448%

CNVS

Cineverse Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±60.2%implied · report alone

0.612.47

straddle ±60.7%

spot 1.54exp Nov 20ATM strike 2.5ATM straddle 1.10IV 217%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 13

after close · in 9 days

est.Q2 FY27

Calendar

Next report

Last report

−6.27%

vs ±22.6% implied · ×0.28

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

30.00%

of CNVS revenue · Undisclosed customer (30% of revenue)

customerCNVS 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+2.23%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

45 managers

Top fund weight

0.00%

CNVS weight · VTI

N-PORTJun 30 '26

1 fund

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

Cineverse (CNVS) is expected to report on Nov 13 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q1 FY27Aug 13 '26confirmed±22.6%▼−6.27%×0.28

quarterimplied−25%0+25%realized×

Q1 FY27±22.6%▼−6.27%×0.28

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.03OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

430%Nov 2016d1,3980%

6800%Feb 19107d0.709770%0.70

ExpiryPutsCallsP/C

Nov 2016d430%1,3980%0.03

Feb 19107d6800%9770%0.70

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

Positioning

Linked exposure

scenario · straddle±60.7%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

−18.60%as filednet margin · revenue +17.80% QoQ · +175.16% YoY

Revenue$31M+17.80%

Gross profit$31M100.00%+17.80%

Operating income−$5M−16.75%+4.90%

Pre-tax income−$6M−250.71%

Net income−$6M−18.60%−544.88%

Cost of revenue$0—

Operating expenses$36M+13.90%

Tax$19,000+100.66%

Other expense−$547,000−114.51%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.08· ±3.6% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.6%5 of 10×1.08

PCEpersonal income & outlays±3.2%7 of 19×0.97

NFPjobs report±2.6%3 of 10×0.77

CPROFcorporate profits±2.3%6 of 12×0.70

GDPgross domestic product±2.3%9 of 19×0.69

FOMCrate decision±2.3%7 of 24×0.69

PPIproducer prices±1.8%2 of 10×0.54

Bar = avg |move| to ±4% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 13 '26 · confirmed	-0.28	—
Q4 FY26	—	0.08	—
Q3 FY26	—	-0.05	—
Q2 FY26	—	-0.31

Methodology

ties · implied moves · holdersMethod