How often does Cavco Industries move more than the options market prices?

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

CVCONasdaqMobile Homes

Cavco Industries, Inc. (CVCO) earnings date, market-implied expected move, and options open interest by expiry

680.43

+32.16 · +4.96%

Regular session14:33 ET

Open654.99Volume206,513Mkt cap$4.9BP/E28.53EPS23.85

Day648.27 – 681.5897%52-wk443.34 – 713.0188%

CVCO

Cavco Industries, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

after close · in 85 days

est.Q3 FY27

Calendar

Next report

Last report

+13.11%

vs ±9.2% implied · ×1.42

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

5dLCII · supplierLCI Industries board rejects Monomoy $101-per-share bid as not superior

News

Largest filed tie

13F top-10 QoQ

+1.55%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

358 managers

Top fund weight

0.15%

CVCO weight · IWM

N-PORTJun 30 '26

4 funds

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

Cavco Industries (CVCO) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±8.3%
avg realized: ±8.2%

Oct 31 '24Oct 31 '24confirmed±7.2%▲+9.01%×1.24

Jan 30 '25Jan 30 '25confirmed±6.8%▲+6.67%×0.98

Jul 31 '25Jul 31 '25confirmed±6.2%▲+4.74%×0.76

Oct 30 '25Oct 30 '25confirmed±8.9%▲+5.12%×0.58

Q3 FY26Jan 29 '26confirmed±7.6%▼−20.32%×2.66

May 22 '26May 22 '26confirmed±11.0%▲+3.60%×0.33

Q1 FY27Jul 30 '26confirmed±9.7%▼−2.73%×0.28

Q2 FY27Oct 29 '26confirmed±9.2%▲+13.11%×1.42

quarterimplied−25%0+25%realized×

Q2 FY27±9.2%▲+13.11%×1.42

Q1 FY27±9.7%

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

0.27OI · 4 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

46+2%Nov 2016d0.8753−17%0.87

2870%Dec 1844d0.201,4120%0.20

3—Jan 1572d0.0563+163%0.05

report · Jan 28 · after close · est.

9+13%Mar 19135d33+3%

ExpiryPutsCallsP/C

Nov 2016d46+2%53−17%0.87

Dec 1844d2870%1,4120%0.20

Jan 1572d3—63+163%0.05

report · Jan 28 · 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 filedQ2 FY27

8.45%as filednet margin · revenue +7.64% QoQ · +17.94% YoY

Revenue

$656M+7.64% QoQ

Gross profit

$148M+9.68% QoQ

22.49% margin

Operating income

$70M+32.50% QoQ

10.65% margin

Pre-tax income

$73M+31.48% QoQ

Net income

$55M+31.15% QoQ

8.45% margin

Cost of revenue

$509M+7.03% QoQ

Operating expenses

$78M−5.04% QoQ

Tax

$18M+32.51% QoQ

Other income

$3M+13.72% QoQ

Revenue$656M+7.64%

Gross profit

$148M+9.68%

22.49% margin

Operating income

$70M+32.50%

10.65% margin

Pre-tax income

$73M+31.48%

Net income

$55M+31.15%

8.45% margin

Cost of revenue

$509M+7.03%

Operating expenses

$78M−5.04%

Other income$3M+13.72%

Tax$18M+32.51%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

PPI ×2.34· ±4.2% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.2%5 of 10×2.34

FOMCrate decision±2.8%8 of 24×1.57

NFPjobs report±1.5%6 of 10×0.85

CPIconsumer prices±1.5%6 of 10×0.83

PCEpersonal income & outlays±1.5%10 of 19×0.81

GDPgross domestic product±1.3%7 of 19×0.71

CPROFcorporate profits±1.1%5 of 12×0.61

Bar = avg |move| to ±5% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 7.17 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 29 '26 · confirmed	7.17	—
Q1 FY27	Jul 30 '26 · confirmed	5.43	—
Q4 FY26	—	5.43	—
Q3 FY26	Jan 29 '26 · confirmed	5.58	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod