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

0 of the last 7 reports moved at least as far as the implied move.

CWTNYSEWater Supply

California Water Service Group (CWT) earnings date, market-implied expected move, and options open interest by expiry

49.98

pre 49.98 +1.77%

Pre-market16:00 ETdelayed

Open49.11Volume691,125Mkt cap$3.1BP/E22.41EPS2.23Div yield2.61%

Day49.00 – 49.98100%52-wk40.39 – 53.4673%

CWT

California Water Service Group

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

+1.00%

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

2dPCG · supplierNo Bailout Blackmail: PG&E Is Crying Wolf Over $2 Billion in Spending Delays, Says Consumer Watchdog

News

Largest filed tie

13F top-10 QoQ

+0.82%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

341 managers

Top fund weight

0.09%

CWT weight · IWM

N-PORTJun 30 '26

5 funds

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

California Water Service (CWT) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±7.7%
avg realized: ±3.3%

Feb 27 '25Feb 27 '25confirmed±9.2%▼−2.18%×0.24

May 1 '25May 1 '25confirmed±7.0%▼−0.85%×0.12

Jul 31 '25Jul 31 '25confirmed±9.1%▲+1.29%×0.14

Oct 30 '25Oct 30 '25confirmed±5.1%▼−4.76%×0.94

Feb 25 '26Feb 25 '26confirmed±9.5%▼−4.40%×0.46

Q1 FY26Apr 29 '26confirmed±9.2%▼−6.92%×0.75

Q2 FY26Jul 29 '26confirmed±4.5%▼−2.38%×0.53

Oct 28 '26Oct 28 '26confirmed—▲+1.00%—

quarterimplied−10%0+10%realized×

Oct '26—▲+1.00%—

Q2 FY26±4.5%▼−2.38%

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

0.44OI · 1 expiry · Nov 3 closeP/C open interest · Dec 18 · nearest expiry

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

64+129%Dec 1843d145+326%

ExpiryPutsCallsP/C

Dec 1843d64+129%145+326%0.44

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 FY26

18.29%as filednet margin · revenue +43.82% QoQ · +16.47% YoY

Revenue

$309M+43.82% QoQ

Gross profit

$191M+45.31% QoQ

61.88% margin

Operating income

$71M+290.33% QoQ

22.97% margin

Pre-tax income

$56M+3737.98% QoQ

Net income

$56M+1298.39% QoQ

18.29% margin

Cost of revenue

$118M+41.47% QoQ

Operating expenses

$120M+6.01% QoQ

Other operating $54M

SG&A $36M

Depreciation $30M

Other expense

$15M

Tax

$2M+23.36% QoQ

Revenue$309M+43.82%

Gross profit

$191M+45.31%

61.88% margin

Operating income

$71M+290.33%

22.97% margin

Pre-tax income

$56M+3737.98%

Net income

$56M+1298.39%

18.29% margin

Cost of revenue

$118M+41.47%

Operating expenses

$120M+6.01%

Other operating $54M

SG&A $36M

Depreciation $30M

Other expense

$15M

Tax$2M+23.36%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.32· ±1.5% vs ±1.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%9 of 24×1.32

PCEpersonal income & outlays±1.4%14 of 19×1.24

GDPgross domestic product±1.2%8 of 19×1.07

NFPjobs report±1.1%5 of 10×0.96

PPIproducer prices±1.1%5 of 10×0.94

CPROFcorporate profits±0.9%6 of 12×0.76

CPIconsumer prices±0.7%4 of 10×0.59

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.93 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	0.93	—
Q1 FY26	Apr 29 '26 · confirmed	0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod