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

Implied ±7.8%, either direction · provisional.

DCINYSEIndustrial & Commercial Fans & Blowers & Air Purifing Equip

DONALDSON Co Inc (DCI) earnings date, market-implied expected move, and options open interest by expiry

82.93

−2.36 · −2.77%

post 82.93 0.00%

Closed16:00 ET

Open88.00Volume763,904Mkt cap$9.6BP/E21.16EPS3.92Div yield1.86%

Day82.77 – 88.003%52-wk79.05 – 112.0512%

DCI

DONALDSON Co Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.8%implied · straddle

76.4689.46

spot 82.96exp Dec 18ATM strike 85ATM straddle 7.65IV 31%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Dec 3

after close · in 33 days

est.Q1 FY27

Calendar

Next report

Last report

+2.12%

shaded = implied · ▲▼ = realized

Aug 26 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.76%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

628 managers

Top fund weight

0.29%

DCI weight · MDY

N-PORTJun 30 '26

5 funds

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

DONALDSON (DCI) is expected to report on Dec 3 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q4 FY26Aug 26 '26confirmed—▲+2.12%—

quarterimplied−5%0+5%realized×

Q4 FY26—▲+2.12%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.16OI · 3 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

124−7%Nov 2020d0.274570%0.27

report · Dec 3 · after close · est.

170%Dec 1848d104+3%

3530%Feb 19111d1.83193+4%1.83

ExpiryPutsCallsP/C

Nov 2020d124−7%4570%0.27

report · Dec 3 · after close · est.

Dec 1848d170%104+3%0.16

Feb 19111d3530%193+4%1.83

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

Positioning

Linked exposure

scenario · straddle±7.8%

Funds 4

MDY±0.0%

REVS±0.0%

VIG±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

12.21%derived from FYnet margin · revenue +6.40% QoQ · +7.96% YoY

Revenue

$1.1B+6.40% QoQ

Gross profit

$384M+15.15% QoQ

36.26% margin

Operating income

$177M+13.72% QoQ

16.68% margin

Pre-tax income

$167M+7.82% QoQ

Net income

$129M+9.48% QoQ

12.21% margin

Cost of revenue

$675M+1.99% QoQ

Operating expenses

$207M+16.40% QoQ

SG&A $188M

R&D $19M

Other expense

$10M

Tax

$38M+2.45% QoQ

Revenue$1.1B+6.40%

Gross profit

$384M+15.15%

36.26% margin

Operating income

$177M+13.72%

16.68% margin

Pre-tax income

$167M+7.82%

Net income

$129M+9.48%

12.21% margin

Cost of revenue

$675M+1.99%

Operating expenses

$207M+16.40%

SG&A $188M

R&D $19M

Other expense

$10M

Tax$38M+2.45%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Jul 31 '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 ×1.10· ±1.1% vs ±1.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.1%5 of 11×1.10

NFPjobs report±1.1%7 of 10×1.05

CPROFcorporate profits±1.0%7 of 12×1.03

GDPgross domestic product±1.0%11 of 19×1.03

PCEpersonal income & outlays±1.0%8 of 19×0.99

FOMCrate decision±1.0%13 of 24×0.99

CPIconsumer prices±0.9%5 of 11×0.90

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 1.10 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 26 '26 · confirmed	1.10	—
Q3 FY26	—	1.00	—
Q2 FY26	—	0.78	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod