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

Implied ±12.8%, either direction.

How often does Consolidated Water move more than the options market prices?

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

CWCONasdaqWater Supply

Consolidated Water Co. Ltd. (CWCO) earnings date, market-implied expected move, and options open interest by expiry

27.96

+0.52 · +1.91%

Regular session12:54 ET

Open27.72Volume87,812Mkt cap$439.4MP/E27.42EPS1.02Div yield2.04%

Day27.72 – 27.9798%52-wk26.60 – 38.5811%

CWCO

Consolidated Water Co. Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.8%implied · report alone

8Q avg ±7.1%·×1.79·rich

23.9330.95

straddle ±13.7%

spot 27.44exp Nov 20ATM strike 25ATM straddle 4.42IV 88%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+6.88%

vs ±12.8% implied · ×0.54

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+1.67%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

163 managers

Top fund weight

0.01%

CWCO weight · IWM

N-PORTJun 30 '26

3 funds

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

Consolidated Water (CWCO) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.0%
avg realized: ±7.1%

Nov 15 '24Nov 15 '24confirmed±6.5%▲+4.67%×0.72

Mar 18 '25Mar 18 '25confirmed±6.4%▼−6.70%×1.05

May 13 '25May 13 '25confirmed±23.7%▲+5.43%×0.23

Aug 12 '25Aug 12 '25confirmed±5.2%▲+8.65%×1.68

Q3 FY25Nov 10 '25confirmed±9.3%▲+7.70%×0.83

Q1 FY26Mar 17 '26confirmed±8.2%▼−9.39%×1.14

May 12 '26May 12 '26confirmed±15.6%▼−7.67%×0.49

Q2 FY26Aug 10 '26confirmed±12.8%▲+6.88%×0.54

quarterimplied−25%0+25%realized×

Q2 FY26±12.8%▲+6.88%×0.54

May '26±15.6%

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

Implied vs realized

Positioning

OI · 1 expiry · Nov 3 close

0.10OI · 1 expiry · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

240%Nov 2016d2350%

ExpiryPutsCallsP/C

Nov 2016d240%2350%0.10

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

Positioning

Linked exposure

scenario · straddle±13.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

11.96%as filednet margin · revenue +9.66% QoQ · −2.15% YoY

Revenue

$33M+9.66% QoQ

Gross profit

$11M+0.43% QoQ

33.35% margin

Operating income

$4M+8.87% QoQ

11.39% margin

Pre-tax income

$4M+7.08% QoQ

Net income

$4M+4.09% QoQ

11.96% margin

Cost of revenue

$22M+14.95% QoQ

Operating expenses

$7M−3.45% QoQ

Tax

$267,746+32.09% QoQ

Other income

$731,118−1.51% QoQ

Revenue$33M+9.66%

Gross profit

$11M+0.43%

33.35% margin

Operating income

$4M+8.87%

11.39% margin

Pre-tax income

$4M+7.08%

Net income

$4M+4.09%

11.96% margin

Cost of revenue

$22M+14.95%

Operating expenses

$7M−3.45%

Other income$731,118−1.51%

Tax$267,746+32.09%

flow · deduction · inflow · 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 · 12:45 ET

Intraday

Event sensitivity

FOMC ×1.52· ±2.2% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%11 of 24×1.52

CPIconsumer prices±1.6%4 of 10×1.15

NFPjobs report±1.4%4 of 10×0.95

CPROFcorporate profits±1.1%6 of 12×0.76

GDPgross domestic product±1.0%9 of 19×0.67

PCEpersonal income & outlays±0.9%7 of 19×0.62

PPIproducer prices±0.6%5 of 10×0.43

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	0.24	—
Q1 FY26	Mar 17 '26 · confirmed	0.23	—
Q3 FY25	Nov 10 '25 · confirmed	0.34	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod