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

Implied ±11.4%, either direction.

How often does CoreCivic move more than the options market prices?

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

CXWNYSEReal Estate Investment Trusts

CoreCivic, Inc. (CXW) earnings date, market-implied expected move, and options open interest by expiry

30.35

pre 29.47 −4.84%

Pre-market07:00 ETdelayed

Open30.02Volume2.3MMkt cap$3.1BP/E23.20EPS1.27

Day29.01 – 30.0246%52-wk15.74 – 36.5566%

CXW

CoreCivic, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.4%implied · straddle

27.4434.50

spot 30.97exp Nov 20ATM strike 31ATM straddle 4.15IV 78%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

confirmedQ3 FY26

Calendar

Next report

Last report

+3.23%

vs ±9.7% implied · ×0.33

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−1.05%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

279 managers

Top fund weight

0.09%

CXW weight · IWM

N-PORTJun 30 '26

4 funds

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

CoreCivic (CXW) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.9%
avg realized: ±6.8%

Nov 6 '24Nov 6 '24confirmed±8.8%▲+25.60%×2.90

Feb 10 '25Feb 10 '25confirmed±10.7%▼−4.25%×0.40

May 7 '25May 7 '25confirmed±5.7%▼−2.57%×0.45

Aug 6 '25Aug 6 '25confirmed±7.3%▲+2.04%×0.28

Q3 FY25Nov 5 '25confirmed±6.8%▼−9.92%×1.46

Feb 11 '26Feb 11 '26confirmed±7.3%▼−3.46%×0.47

Q1 FY26May 6 '26confirmed±7.0%▲+3.07%×0.44

Q2 FY26Aug 5 '26confirmed±9.7%▲+3.23%×0.33

quarterimplied−30%0+30%realized×

Q2 FY26±9.7%▲+3.23%×0.33

Q1 FY26±7.0%

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

0.28OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

11,075+5%Nov 2016d39,0790%

1,3410%Dec 1844d1.121,193+1%1.12

4,303+12%Jan 1572d0.1725,4520%0.17

29,2130%Mar 19135d2.1913,3350%2.19

ExpiryPutsCallsP/C

Nov 2016d11,075+5%39,0790%0.28

Dec 1844d1,3410%1,193+1%1.12

Jan 1572d4,303+12%25,4520%0.17

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

Positioning

Linked exposure

scenario · straddle±11.4%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

5.60%as filednet margin · revenue +10.99% QoQ · +26.07% YoY

Revenue$663M+10.99%

Pre-tax income$48M−9.17%

Net income$37M5.60%−2.05%

Tax$10M−27.93%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 07:00 ET

Intraday

Event sensitivity

FOMC ×1.63· ±2.9% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.9%10 of 24×1.63

CPIconsumer prices±2.0%4 of 10×1.11

NFPjobs report±2.0%7 of 10×1.10

GDPgross domestic product±2.0%10 of 19×1.09

PCEpersonal income & outlays±1.6%11 of 19×0.92

PPIproducer prices±1.6%5 of 10×0.91

CPROFcorporate profits±1.4%6 of 12×0.80

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.37 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.37	—
Q1 FY26	May 6 '26 · confirmed	0.38	—
Q3 FY25	Nov 5 '25 · confirmed	0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod