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

Implied ±5.8%, either direction.

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

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

CTVANYSEAgricultural Production-Crops

Corteva, Inc. (CTVA) earnings date, market-implied expected move, and options open interest by expiry

11.60

+0.13 · +1.16%

post 11.64 +0.30%

Closed16:53 ET

Open11.33Volume30.8MMkt cap$7.8BP/E7.61EPS1.53Div yield571.65%

Day11.33 – 11.7279%52-wk9.00 – 14.6247%

CTVA

Corteva, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.8%implied · report alone

8Q avg ±4.4%·×1.32·rich

10.9712.31

straddle ±11.0%

spot 11.64exp Nov 20ATM strike 12.5ATM straddle 1.50IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 10 days

confirmedQ3 FY26

Calendar

Next report

Last report

−11.90%

vs ±6.3% implied · ×1.88

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

26dCRBU · supplierCaribou Biosciences to Evaluate Strategic Alternatives

News

Largest filed tie

13F top-10 QoQ

+4.19%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,493 managers

Top fund weight

4.96%

CTVA weight · XLB

N-PORTJun 30 '26

9 funds

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

Corteva (CTVA) reports on Nov 11 after close (confirmed date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±5.7%
avg realized: ±4.4%

Feb 5 '25Feb 5 '25confirmed±5.9%▼−2.29%×0.39

May 7 '25May 7 '25confirmed±5.8%▲+7.01%×1.21

Aug 6 '25Aug 6 '25confirmed±6.4%▼−0.17%×0.03

Oct 1 '25Oct 1 '25confirmed±4.4%▼−9.11%×2.09

Nov 4 '25Nov 4 '25confirmed±7.1%▲+1.87%×0.26

Feb 3 '26Feb 3 '26confirmed±5.5%▲+0.11%×0.02

Q1 FY26May 5 '26confirmed±4.4%▼−2.54%×0.58

Q2 FY26Jul 30 '26confirmed±6.3%▼−11.90%×1.88

quarterimplied−15%0+15%realized×

Q2 FY26±6.3%▼−11.90%×1.88

Q1 FY26±4.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.68OI · 3 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

2,737+2%Nov 2019d4,047+3%

2,2940%Dec 1847d0.723,191+1%0.72

1,182+2%Mar 19138d0.254,7040%0.25

ExpiryPutsCallsP/C

Nov 2019d2,737+2%4,047+3%0.68

Dec 1847d2,2940%3,191+1%0.72

Mar 19138d1,182+2%4,7040%0.25

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

Positioning

Linked exposure

scenario · straddle±11.0%

Funds 4

XLB±0.5%

VTV±0.0%

RSP±0.0%

SPY±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

18.26%as filednet margin · revenue +30.05% QoQ · −1.19% YoY

Revenue

$6.4B+30.05% QoQ

Gross profit

$3.7B+44.53% QoQ

57.39% margin

Operating income

$1.8B+76.76% QoQ

28.01% margin

Pre-tax income

$1.6B+89.39% QoQ

Net income

$1.2B+61.13% QoQ

18.26% margin

Cost of revenue

$2.7B+14.59% QoQ

Operating expenses

$1.9B+23.13% QoQ

SG&A $1.2B

R&D $388M

Other operating $79M

Other operating $243M

Other expense

$162M

Tax

$408M+206.77% QoQ

Revenue$6.4B+30.05%

Gross profit

$3.7B+44.53%

57.39% margin

Operating income

$1.8B+76.76%

28.01% margin

Pre-tax income

$1.6B+89.39%

Net income

$1.2B+61.13%

18.26% margin

Cost of revenue

$2.7B+14.59%

Operating expenses

$1.9B+23.13%

SG&A $1.2B

R&D $388M

Other operating $79M

Other expense

$162M

Tax$408M+206.77%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:45 ET

Intraday

Event sensitivity

NFP ×1.40· ±1.7% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.7%4 of 10×1.40

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	1.73	—
Q1 FY26	May 5 '26 · confirmed	1.07	—

Corteva, Inc. (CTVA) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Positioning

Implied vs realized

Event sensitivity

Earnings history

Methodology

Corteva, Inc. (CTVA) earnings date, market-implied expected move, and options open interest by expiry

Revenue flow

Intraday

Linked exposure