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

Implied ±13.3%, either direction.

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

2 of the last 4 reports moved at least as far as the implied move.

DCHNYSEMotor Vehicle Parts & Accessories

Dauch Corp (DCH) earnings date, market-implied expected move, and options open interest by expiry

4.65

−0.13 · −2.72%

post 4.65 0.00%

Closed16:00 ET

Open4.86Volume4.8MMkt cap$1.1BEPS-1.07

Day4.65 – 4.860%52-wk4.44 – 9.254%

DCH

Dauch Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.3%implied · report alone

4.025.26

straddle ±15.6%

spot 4.64exp Nov 20ATM strike 5ATM straddle 0.85IV 96%

Nov 2 closereport share · term structure

Expected move

Inputs

News

3dDauch Q3 net loss $42 million to $47 million; narrows 2026 adjusted EBITDA to $1,350 million to $1,375 million

News

Next report

Last report

−2.93%

vs ±13.8% implied · ×0.21

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

44.00%

of DCH revenue · General Motors

customerDCH 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+9.02%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

308 managers

Top fund weight

0.04%

DCH weight · IWM

N-PORTJun 30 '26

3 funds

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

Dauch (DCH) reports on Nov 6 before open (confirmed date).

Implied vs realized

8 reports

2 of 4≥ implied

avg implied: ±13.7%
avg realized: ±10.9%

Feb 14 '25Feb 14 '25confirmed—▲+8.42%—

May 2 '25May 2 '25confirmed—▲+5.00%—

Aug 8 '25Aug 8 '25confirmed—▲+15.28%—

Q3 FY25Nov 7 '25confirmed—▲+6.16%—

Feb 13 '26Feb 13 '26confirmed±11.1%▼−14.00%×1.27

Q1 FY26May 8 '26confirmed±14.8%▲+14.88%×1.01

Q2 FY26Aug 7 '26confirmed±15.2%▲+11.99%×0.79

Oct 30 '26Oct 30 '26confirmed±13.8%▼−2.93%×0.21

quarterimplied−20%0+20%realized×

Oct '26±13.8%▼−2.93%×0.21

Q2 FY26±15.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.12OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

50+456%Nov 2017d4320%

1,497+1%Dec 1845d0.198,0580%0.19

7,3160%Jan 1573d0.898,2050%0.89

1350%Apr 16164d0.0125,5970%0.01

ExpiryPutsCallsP/C

Nov 2017d50+456%4320%0.12

Dec 1845d1,497+1%8,0580%0.19

Jan 1573d7,3160%8,2050%0.89

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

Positioning

Linked exposure

scenario · straddle±15.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 3

STLA±5.9%×0.38

F±4.5%×0.29

GM±4.2%×0.27

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

0.05%as filednet margin · revenue +24.24% QoQ · +92.40% YoY

Revenue

$3.0B+24.24% QoQ

Gross profit

$338M+50.04% QoQ

11.44% margin

Operating income

$100M+395.85% QoQ

3.37% margin

Pre-tax income

$18M+114.72% QoQ

Net income

$2M+101.50% QoQ

0.05% margin

Cost of revenue

$2.6B+21.54% QoQ

Operating expenses

$239M−7.95% QoQ

SG&A $167M

Other operating $72M

Other expense

$82M

Tax

$16M+182.14% QoQ

Revenue$3.0B+24.24%

Gross profit

$338M+50.04%

11.44% margin

Operating income

$100M+395.85%

3.37% margin

Pre-tax income

$18M+114.72%

Net income

$2M+101.50%

0.05% margin

Cost of revenue

$2.6B+21.54%

Operating expenses

$239M−7.95%

SG&A $167M

Other operating $72M

Other expense

$82M

Tax$16M+182.14%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.23· ±5.4% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.4%7 of 10×2.23

CPIconsumer prices±3.5%4 of 10×1.44

FOMCrate decision±2.8%10 of 24×1.16

GDPgross domestic product±2.4%7 of 19×0.99

PPIproducer prices±2.2%5 of 10×0.91

CPROFcorporate profits±2.1%4 of 12×0.88

PCEpersonal income & outlays±2.0%5 of 19×0.80

Bar = avg |move| to ±6% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.00 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	0.00	—
Q1 FY26	May 8 '26 · confirmed	-0.52	—
Q3 FY25	Nov 7 '25 · confirmed	0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod