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

Implied ±14.5%, either direction · provisional.

DMCNYSEAgriculture, Forestry, And Fishing

DEL Monte Corp (DMC) earnings date, market-implied expected move, and options open interest by expiry

27.33

Closed16:00 ET

Open28.14Volume634,135Mkt cap$1.3BP/E15.89EPS1.72Div yield4.39%

Day27.29 – 28.145%52-wk26.21 – 42.467%

DMC

DEL Monte Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.5%implied · straddle

23.4031.30

spot 27.35exp Mar 19ATM strike 25ATM straddle 4.65IV 34%

Oct 30 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 17

before open · in 109 days

est.Q4 FY26

Calendar

Next report

Last report

+1.29%

vs ±8.4% implied · ×0.15

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+4.26%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

223 managers

Top fund weight

0.03%

DMC weight · IWM

N-PORTJun 30 '26

4 funds

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

DEL Monte (DMC) is expected to report on Feb 17 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Oct 28 '26confirmed±8.4%thin chain▲+1.29%×0.15

quarterimplied−10%0+10%realized×

Q3 FY26±8.4%▲+1.29%×0.15

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 28 close

0.70OI · 1 expiry · Oct 28 closeP/C open interest · Dec 18 · nearest expiry

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

4060%Dec 1848d5820%

ExpiryPutsCallsP/C

Dec 1848d4060%5820%0.70

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%

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

Linked exposure

Revenue flow

as filedQ3 FY26

1.71%as filednet margin · revenue −10.16% QoQ · +7.18% YoY

Revenue

$1.1B−10.16% QoQ

Gross profit

$103M−15.42% QoQ

9.37% margin

Operating income

$29M−13.13% QoQ

2.66% margin

Pre-tax income

$26M−6.52% QoQ

Net income

$19M−13.02% QoQ

1.71% margin

Cost of revenue

$993M−9.57% QoQ

Operating expenses

$74M−16.29% QoQ

SG&A $67M

Other operating $6M

Other expense

$3M

Tax

$7M+16.39% QoQ

Revenue$1.1B−10.16%

Gross profit

$103M−15.42%

9.37% margin

Operating income

$29M−13.13%

2.66% margin

Pre-tax income

$26M−6.52%

Net income

$19M−13.02%

1.71% margin

Cost of revenue

$993M−9.57%

Operating expenses

$74M−16.29%

SG&A $67M

Other operating $6M

Other expense

$3M

Tax$7M+16.39%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 25 '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

FOMC ×1.70· ±2.1% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%11 of 24×1.70

GDPgross domestic product±1.9%8 of 19×1.56

CPROFcorporate profits±1.6%6 of 12×1.32

PCEpersonal income & outlays±1.6%8 of 19×1.29

PPIproducer prices±1.5%6 of 11×1.21

NFPjobs report±1.4%8 of 10×1.15

CPIconsumer prices±1.0%4 of 11×0.83

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.39	—
Q2 FY26	—	0.44	—
Q1 FY26	—	0.21	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod