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

Implied ±14.5%, either direction · provisional.

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

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

DANNYSEMotor Vehicle Parts & Accessories

Dana Inc (DAN) earnings date, market-implied expected move, and options open interest by expiry

23.74

pre 23.73 +0.69%

Pre-market16:00 ETdelayed

Open24.04Volume1.7MMkt cap$2.6BP/E2.35EPS10.12Div yield1.94%

Day23.44 – 24.0945%52-wk18.74 – 39.2524%

DAN

Dana Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.5%implied · straddle

20.2827.16

spot 23.72exp Feb 19ATM strike 24ATM straddle 4.05IV 40%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 17

before open · in 104 days

est.Q4 FY26

Calendar

Next report

Last report

−6.32%

vs ±13.4% implied · ×0.47

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+1.53%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

336 managers

Top fund weight

0.09%

DAN weight · IWM

N-PORTJun 30 '26

4 funds

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

Dana (DAN) is expected to report on Feb 17 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±9.8%
avg realized: ±4.6%

Jun 11 '25Jun 11 '25confirmed±6.6%▼−1.86%×0.28

Aug 5 '25Aug 5 '25confirmed±8.0%▲+7.42%×0.92

Q3 FY25Oct 29 '25confirmed±8.5%▲+7.64%×0.89

Feb 18 '26Feb 18 '26confirmed±8.3%▲+5.78%×0.69

Q1 FY26Apr 29 '26confirmed±12.3%▼−4.81%×0.39

May 15 '26May 15 '26confirmed±8.8%▲+0.57%×0.06

Q2 FY26Aug 6 '26confirmed±12.1%▼−2.50%×0.21

Oct 28 '26Oct 28 '26confirmed±13.4%▼−6.32%×0.47

quarterimplied−15%0+15%realized×

Oct '26±13.4%▼−6.32%×0.47

Q2 FY26±12.1%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 4 close

6.15OI · 5 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

1,1040%Nov 2015d1.258810%1.25

1240%Dec 1843d1.051180%1.05

1,0370%Jan 1571d0.691,5050%0.69

report · Feb 17 · before open · est.

2,2400%Feb 19106d3640%

1,461+1%Mar 19134d15.22960%15.22

ExpiryPutsCallsP/C

Nov 2015d1,1040%8810%1.25

Dec 1843d1240%1180%1.05

Jan 1571d1,0370%1,5050%0.69

report · Feb 17 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±14.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Customers 4

TEX±6.9%×0.47

STLA±5.2%×0.36

CMI±4.8%×0.33

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

0.00%as filednet margin · revenue +7.60% QoQ · +3.88% YoY

Revenue

$2.0B+7.60% QoQ

Gross profit

$210M+24.26% QoQ

10.45% margin

Operating income

$76M+300.00% QoQ

3.78% margin

Pre-tax income

$59M+1575.00% QoQ

Cost of revenue

$1.8B+5.94% QoQ

Operating expenses

$134M−10.67% QoQ

SG&A $104M

Other operating $20M

Other operating $10M

Other expense

$17M

Tax

$54M+285.71% QoQ

Revenue$2.0B+7.60%

Gross profit

$210M+24.26%

10.45% margin

Operating income

$76M+300.00%

3.78% margin

Pre-tax income

$59M+1575.00%

Net income

$0−100.00%

0.00% margin

Cost of revenue

$1.8B+5.94%

Operating expenses

$134M−10.67%

SG&A $104M

Other operating $20M

Other operating $10M

Other expense

$17M

Tax$54M+285.71%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.33· ±2.7% vs ±2.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.7%10 of 24×1.33

PPIproducer prices±2.7%4 of 10×1.31

NFPjobs report±2.6%7 of 10×1.27

GDPgross domestic product±1.7%10 of 19×0.84

PCEpersonal income & outlays±1.7%8 of 19×0.82

CPROFcorporate profits±1.6%6 of 12×0.77

CPIconsumer prices±1.3%5 of 10×0.64

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS -0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.05	—
Q1 FY26	Apr 29 '26 · confirmed	9.89	—
Q3 FY25	Oct 29 '25 · confirmed	0.64	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod