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

Implied ±2.5%, either direction.

How often does Chesapeake Utilities move more than the options market prices?

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

CPKNYSENatural Gas Transmisison & Distribution

Chesapeake Utilities Corp (CPK) earnings date, market-implied expected move, and options open interest by expiry

139.58

+1.53 · +1.11%

Regular session09:50 ET

Open139.57Volume143,403Mkt cap$3.3BP/E22.19EPS6.29Div yield2.06%

Day139.57 – 139.57100%52-wk117.75 – 140.2197%

CPK

Chesapeake Utilities Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.5%implied · report alone

8Q avg ±1.4%·×1.82·rich

134.58141.52

straddle ±4.0%

spot 138.05exp Nov 20ATM strike 140ATM straddle 6.50IV 26%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

+0.26%

vs ±3.8% implied · ×0.07

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+3.85%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

328 managers

Top fund weight

0.09%

CPK weight · IWM

N-PORTJun 30 '26

5 funds

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

Chesapeake Utilities (CPK) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±3.7%
avg realized: ±1.4%

Nov 7 '24Nov 7 '24confirmed±3.9%▲+2.55%×0.65

Feb 26 '25Feb 26 '25confirmed±4.3%▼−0.16%×0.04

May 7 '25May 7 '25confirmed±3.5%▼−2.90%×0.84

Aug 7 '25Aug 7 '25confirmed±3.9%▲+1.77%×0.46

Q3 FY25Nov 6 '25confirmed±3.3%▲+2.00%×0.61

Q1 FY26Feb 25 '26confirmed±3.4%▲+0.28%×0.08

May 6 '26May 6 '26confirmed±3.8%▲+1.11%×0.30

Q2 FY26Aug 6 '26confirmed±3.8%▲+0.26%×0.07

quarterimplied−5%0+5%realized×

Q2 FY26±3.8%▲+0.26%×0.07

May '26±3.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.33OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

10%Nov 2016d3+50%

160−1%Dec 1844d1.21132+1%1.21

420%Mar 19135d1.2733+3%1.27

ExpiryPutsCallsP/C

Nov 2016d10%3+50%0.33

Dec 1844d160−1%132+1%1.21

Mar 19135d420%33+3%1.27

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

Positioning

Linked exposure

scenario · straddle±4.0%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

12.58%as filednet margin · revenue −42.82% QoQ · +4.72% YoY

Revenue

$202M−42.82% QoQ

Gross profit

$150M−27.16% QoQ

74.39% margin

Operating income

$53M−46.78% QoQ

26.20% margin

Pre-tax income

$35M−56.63% QoQ

Net income

$25M−57.17% QoQ

12.58% margin

Cost of revenue

$52M−64.81% QoQ

Operating expenses

$97M−8.90% QoQ

Other operating $67M

Depreciation $23M

SG&A $7M

Other expense

$18M

Tax

$10M−55.14% QoQ

Revenue$202M−42.82%

Gross profit

$150M−27.16%

74.39% margin

Operating income

$53M−46.78%

26.20% margin

Pre-tax income

$35M−56.63%

Net income

$25M−57.17%

12.58% margin

Cost of revenue

$52M−64.81%

Operating expenses

$97M−8.90%

Other operating $67M

Depreciation $23M

SG&A $7M

Other expense

$18M

Tax$10M−55.14%

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 · ▮ downSource: market data · 09:45 ET

Intraday

Event sensitivity

FOMC ×1.38· ±1.4% vs ±1.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%10 of 24×1.38

PCEpersonal income & outlays±0.8%11 of 19×0.81

NFPjobs report±0.8%7 of 10×0.79

CPIconsumer prices±0.8%7 of 10×0.79

GDPgross domestic product±0.8%11 of 19×0.77

CPROFcorporate profits±0.8%8 of 12×0.74

PPIproducer prices±0.8%6 of 10×0.74

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 1.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.05	—
Q1 FY26	Feb 25 '26 · confirmed	2.47	—
Q3 FY25	Nov 6 '25 · confirmed	0.82	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod