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

Implied ±9.2%, either direction.

CVUNYSEAircraft Parts & Auxiliary Equipment, NEC

CPI Aerostructures Inc (CVU) earnings date, market-implied expected move, and options open interest by expiry

4.92

−0.04 · −0.81%

post 4.89 −0.61%

Closed16:01 ET

Open4.97Mkt cap$37.7MP/E3.48

Day4.85 – 4.9733%

CVU

CPI Aerostructures Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.2%implied · report alone

4.375.25

straddle ±14.6%

spot 4.81exp Nov 20ATM strike 5ATM straddle 0.83IV 87%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 13

before open · in 13 days

est.Q3 FY26

Calendar

Next report

Last report

+3.53%

vs ±16.7% implied · ×0.21

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+16.17%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

37 managers

Top fund weight

0.00%

CVU weight · VTI

N-PORTJun 30 '26

1 fund

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

CPI Aerostructures (CVU) is expected to report on Nov 13 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±16.7%▲+3.53%×0.21

quarterimplied−20%0+20%realized×

Q2 FY26±16.7%▲+3.53%×0.21

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 26 close

0.06OI · 2 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

190%Nov 2020d309+30%

1460%Jan 1576d0.121,1890%0.12

ExpiryPutsCallsP/C

Nov 2020d190%309+30%0.06

Jan 1576d1460%1,1890%0.12

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

Positioning

Linked exposure

scenario · straddle±14.6%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

3.90%as filednet margin · revenue +1.28% QoQ · +15.83% YoY

Revenue

$18M+1.28% QoQ

Gross profit

$4M−13.58% QoQ

22.02% margin

Operating income

$1M−34.64% QoQ

6.80% margin

Pre-tax income

$882,846−43.70% QoQ

Net income

$685,615−44.56% QoQ

3.90% margin

Cost of revenue

$14M+6.44% QoQ

Operating expenses

$3M+0.97% QoQ

Other expense

$312,939

Tax

$197,231−40.48% QoQ

Revenue$18M+1.28%

Gross profit

$4M−13.58%

22.02% margin

Operating income

$1M−34.64%

6.80% margin

Pre-tax income

$882,846−43.70%

Net income

$685,615−44.56%

3.90% margin

Cost of revenue

$14M+6.44%

Operating expenses

$3M+0.97%

Other expense

$312,939

Tax$197,231−40.48%

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 · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.40· ±3.3% vs ±2.4% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.3%4 of 11×1.40

CPROFcorporate profits±2.7%8 of 12×1.12

GDPgross domestic product±2.5%9 of 19×1.07

NFPjobs report±1.9%6 of 10×0.80

PCEpersonal income & outlays±1.9%9 of 19×0.79

FOMCrate decision±1.8%8 of 24×0.78

CPIconsumer prices±1.7%4 of 11×0.71

Bar = avg |move| to ±4% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.05	—
Q1 FY26	—	0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod