DD

DuPont de Nemours, Inc.

142.50^post−$0.43 (−0.30%)at close +$0.00 (+0.00%)

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as of 22:44:19 UTCnext report Nov 3 · 90d

Earnings Room‹ back to DD

The report

reported · awaiting the session that absorbs it

Aug 4before the opennext Nov 3

Reported yesterday, before the openThe market priced ±7.0% into it; the session that absorbs it hasn't closed yet

The reaction

Loading the session…

Expected movement · next report

market-implied · at the Aug 4 close

±14.6%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Dec 18 · first after the reportATM strike 145straddle 24.40ATM IV 35%× 0.85 straddle-to-rangespot 142.50

Blast radius

7 linked · N-PORT + EDGAR

If DD moves ±14.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.

XLBfundState Street Materials Select Sector SPDR ETF2.3% of the fund0.3%RSPfundInvesco S&P 500 Equal Weight ETF0.19% of the fund0.03%VOOfundVanguard 500 Index Fund0.03% of the fund0.00%IVVfundiShares Core S&P 500 ETF0.03% of the fund0.00%SPYfundSPDR S&P 500 ETF Trust0.03% of the fund0.00%VTIfundVanguard Total Stock Market Index Fund0.03% of the fund0.00%SKYTcustomerSkyWater Technology, Inc×0.77 · 498 days11.2%

Positioning

5 expiries · as of the Aug 3 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI

Expiry

OICallsOI Δ

▲ +1%

349

Aug 21

18d

1.7k

▼ −0%

▲ +0%

2.7k

Sep 18

46d

4.5k

▼ −0%

▲ +0%

440

Oct 16

74d

1.4k

▲ +0%

765

Dec 18

137d

877

▲ +0%

6.8k

Jan 15

165d

7.6k

▼ −1%

The record

expected in pale · actual in full color

3/8reports moved further than the options market had pricedtypically ±4.3% realized vs ±5.7% priced

May 5 '26±7.1%→+8.4%×1.18

Feb 10 '26±5.8%→+5.0%×0.86

Nov 6 '25±8.7%→−1.2%×0.14

Aug 5 '25±3.5%→+2.4%×0.67

May 2 '25±4.9%→+1.8%×0.37

Feb 11 '25±6.7%→+6.8%×1.03

Nov 5 '24±4.5%→+4.7%×1.03

Jul 31 '24±4.5%→+4.1%×0.91

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q2 FY26 · reported 1.05 · rev $1.8B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.