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

Implied ±7.5%, either direction.

How often does Dollar Tree move more than the options market prices?

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

DLTRNasdaqRetail-Variety Stores

Dollar Tree, Inc. (DLTR) earnings date, market-implied expected move, and options open interest by expiry

138.61

pre 134.02 −0.04%

Pre-market04:32 ETdelayed

Open134.01Volume2.6MMkt cap$26.0BP/E16.40EPS8.17

Day134.01 – 134.02100%52-wk85.88 – 142.4085%

DLTR

Dollar Tree, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.5%implied · report alone

8Q avg ±6.7%·×1.12·fair

124.02144.12

straddle ±10.0%

spot 134.07exp Dec 4ATM strike 134ATM straddle 15.78IV 51%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 2

before open · in 28 days

est.Q3 FY26

Calendar

Next report

Last report

−3.92%

vs ±7.4% implied · ×0.53

shaded = implied · ▲▼ = realized

Aug 27 '26 · confirmed

Implied vs realized

Linked news

5dWHLR · supplierWHLR trading halt (T3) · resumed 09:00 ET
6dUBER · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters
6dUE · supplierUrban Edge Properties Q3 net income $53,801; FFO $50,435

News

Largest filed tie

13F top-10 QoQ

+17.26%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

867 managers

Top fund weight

1.42%

DLTR weight · XLP

N-PORTJun 30 '26

9 funds

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

Dollar Tree (DLTR) is expected to report on Dec 2 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±8.7%
avg realized: ±6.7%

Dec 4 '24Dec 4 '24confirmed±12.4%▲+1.86%×0.15

Mar 26 '25Mar 26 '25confirmed±10.7%▲+3.08%×0.29

Jun 4 '25Jun 4 '25confirmed±7.9%▼−8.37%×1.06

Sep 3 '25Sep 3 '25confirmed±7.2%▼−8.37%×1.16

Q3 FY25Dec 3 '25confirmed±7.2%▲+3.61%×0.50

Mar 16 '26Mar 16 '26confirmed±8.5%▲+6.42%×0.76

Q1 FY26May 28 '26confirmed±8.3%▲+17.87%×2.15

Q2 FY26Aug 27 '26confirmed±7.4%▼−3.92%×0.53

quarterimplied−20%0+20%realized×

Q2 FY26±7.4%▼−3.92%×0.53

Q1 FY26±8.3%▲+17.87%×2.15

Mar '26±8.5%▲+6.42%×0.76

Q3 FY25±7.2%▲+3.61%×0.50

Sep '25±7.2%▼−8.37%×1.16

Jun '25±7.9%▼−8.37%×1.06

2 older reports

Mar '25±10.7%▲+3.08%×0.29

Dec '24±12.4%▲+1.86%×0.15

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 2 close

5.97OI · 10 expiries · Nov 2 closeP/C open interest · Dec 4 · first expiry after the report

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

2 nearer expiries

629+15%Nov 62d0.80787+28%0.80

4300%Nov 139d0.61707+15%0.61

4,5500%Nov 2016d1.064,312+1%1.06

117+2%Nov 2723d0.27438+119%0.27

report · Dec 2 · before open · est.

221+3%Dec 430d37+16%

2—Dec 1137d—0——

4,072+2%Dec 1844d0.626,567+28%0.62

3 later expiries

11,7220%Jan 1572d0.5620,9920%0.56

4980%Feb 19107d1.03482−1%1.03

1,7500%Mar 19135d1.411,239+1%1.41

ExpiryPutsCallsP/C

2 nearer expiries

Nov 62d629+15%787+28%0.80

Nov 139d4300%707+15%0.61

Nov 2016d4,5500%4,312+1%1.06

Nov 2723d117+2%438+119%0.27

report · Dec 2 · before open · est.

Dec 430d221+3%37+16%5.97

Dec 1137d2—0——

Dec 1844d4,072+2%6,567+28%0.62

3 later expiries

Jan 1572d11,7220%20,9920%0.56

Feb 19107d4980%482−1%1.03

Mar 19135d1,7500%1,239+1%1.41

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

Positioning

Linked exposure

scenario · straddle±10.0%

Funds 4

XLP±0.1%

RSP±0.0%

VTV±0.0%

SPY±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

10.52%as filednet margin · revenue −1.70% QoQ · +7.02% YoY

Revenue

$4.9B−1.70% QoQ

Gross profit

$2.1B+14.40% QoQ

42.91% margin

Operating income

$690M+45.81% QoQ

14.11% margin

Pre-tax income

$686M+48.44% QoQ

Net income

$515M+48.14% QoQ

10.52% margin

Cost of revenue

$2.8B−11.10% QoQ

Operating expenses

$1.4B+3.48% QoQ

Other expense

$4M

Tax

$172M+49.35% QoQ

Revenue$4.9B−1.70%

Gross profit

$2.1B+14.40%

42.91% margin

Operating income

$690M+45.81%

14.11% margin

Pre-tax income

$686M+48.44%

Net income

$515M+48.14%

10.52% margin

Cost of revenue

$2.8B−11.10%

Operating expenses

$1.4B+3.48%

Other expense

$4M

Tax$172M+49.35%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 04:30 ET

Intraday

Event sensitivity

CPROF ×2.16· ±3.8% vs ±1.8% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±3.8%4 of 12×2.16

GDPgross domestic product±2.8%8 of 19×1.57

PCEpersonal income & outlays±2.7%7 of 19×1.54

PPIproducer prices±1.8%6 of 10×1.00

FOMCrate decision±1.6%9 of 24×0.90

CPIconsumer prices±1.4%2 of 10×0.79

NFPjobs report±1.2%5 of 10×0.67

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 2.70 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 27 '26 · confirmed	2.70	—
Q1 FY26	May 28 '26 · confirmed	1.76	—
Q3 FY25	Dec 3 '25 · confirmed	1.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod