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

Implied ±3.5%, either direction.

CXTNYSEMiscellaneous Fabricated Metal Products

Crane NXT, Co. (CXT) earnings date, market-implied expected move, and options open interest by expiry

58.85

−1.37 · −2.28%

post 58.85 0.00%

Closed16:00 ET

Open60.00Volume745,091Mkt cap$3.4BP/E24.12EPS2.44Div yield1.21%

Day58.85 – 60.000%52-wk35.58 – 64.6080%

CXT

Crane NXT, Co.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.5%implied · report alone

56.5560.65

straddle ±7.0%

spot 58.60exp Nov 20ATM strike 60ATM straddle 4.85IV 42%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+3.78%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+17.27%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

355 managers

Top fund weight

0.08%

CXT weight · IWM

N-PORTJun 30 '26

5 funds

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

Crane NXT (CXT) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+3.78%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+3.78%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.14OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

21+40%Nov 2020d146+10%

1450%Dec 1848d0.169210%0.16

190%Mar 19139d0.012,268−1%0.01

ExpiryPutsCallsP/C

Nov 2020d21+40%146+10%0.14

Dec 1848d1450%9210%0.16

Mar 19139d190%2,268−1%0.01

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

Positioning

Linked exposure

scenario · straddle±7.0%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

7.34%as filednet margin · revenue +27.21% QoQ · +21.96% YoY

Revenue

$493M+27.21% QoQ

Gross profit

$209M+33.80% QoQ

42.30% margin

Operating income

$69M+210.36% QoQ

13.97% margin

Pre-tax income

$48M+420.65% QoQ

Net income

$36M+432.35% QoQ

7.34% margin

Cost of revenue

$285M+22.78% QoQ

Operating expenses

$140M+4.49% QoQ

SG&A $136M

Other operating $3M

Other expense

$21M

Tax

$12M+387.50% QoQ

Revenue$493M+27.21%

Gross profit

$209M+33.80%

42.30% margin

Operating income

$69M+210.36%

13.97% margin

Pre-tax income

$48M+420.65%

Net income

$36M+432.35%

7.34% margin

Cost of revenue

$285M+22.78%

Operating expenses

$140M+4.49%

SG&A $136M

Other operating $3M

Other expense

$21M

Tax$12M+387.50%

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 ×1.48· ±2.4% vs ±1.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.4%5 of 11×1.48

NFPjobs report±2.3%5 of 10×1.44

FOMCrate decision±1.7%10 of 24×1.04

CPIconsumer prices±1.7%5 of 11×1.03

PCEpersonal income & outlays±1.5%6 of 19×0.92

GDPgross domestic product±1.4%11 of 19×0.86

CPROFcorporate profits±1.3%10 of 12×0.82

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.61 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.61	—
Q1 FY26	—	0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod