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

Implied ±27.2%, either direction · provisional.

How often does Krispy Kreme move more than the options market prices?

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

DNUTNasdaqRetail-Food Stores

Krispy Kreme, Inc. (DNUT) earnings date, market-implied expected move, and options open interest by expiry

3.50

pre 3.63 +3.12%

Pre-market08:18 ETdelayed

Open3.57Volume3.4MMkt cap$567.3MEPS-0.55

Day3.57 – 3.6486%52-wk2.81 – 4.7542%

DNUT

Krispy Kreme, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.2%implied · straddle

2.564.48

spot 3.52exp Mar 19ATM strike 3.5ATM straddle 1.12IV 67%

Nov 4 closeprovisional

Expected move

Inputs

News

Next report

Last report

Nov 5

before open

confirmedNov 4 close

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+10.54%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

180 managers

Top fund weight

0.01%

DNUT weight · IWM

N-PORTJun 30 '26

3 funds

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

Krispy Kreme (DNUT) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±12.8%
avg realized: ±11.9%

Nov 7 '24Nov 7 '24confirmed±9.0%▼−4.55%×0.51

Feb 25 '25Feb 25 '25confirmed±13.0%▼−21.91%×1.68

May 8 '25May 8 '25confirmed±16.8%▼−24.71%×1.47

Aug 7 '25Aug 7 '25confirmed±10.5%▼−7.02%×0.67

Q3 FY25Nov 6 '25confirmed±11.7%▲+3.71%×0.32

Q1 FY26Feb 26 '26confirmed±18.3%▲+27.76%×1.52

May 7 '26May 7 '26confirmed±12.1%▼−1.09%×0.09

Q2 FY26Aug 6 '26confirmed±11.0%▲+4.19%×0.38

quarterimplied−30%0+30%realized×

Q2 FY26±11.0%▲+4.19%×0.38

May '26±12.1%

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

Implied vs realized

Positioning

OI · 8 expiries · Nov 4 close

0.09OI · 8 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

5 nearer expiries

958+19%Nov 61d0.263,737+10%0.26

86+32%Nov 138d0.16548+5%0.16

2,3230%Nov 2015d0.2210,4360%0.22

380%Nov 2722d0.321170%0.32

340%Dec 1843d0.201740%0.20

8,9260%Jan 1571d0.3823,2800%0.38

5320%Feb 19106d0.491,081−3%0.49

report · Feb 25 · before open · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 61d958+19%3,737+10%0.26

Nov 138d86+32%548+5%0.16

Nov 2015d2,3230%10,436

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

Positioning

Linked exposure

scenario · straddle±27.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−5.99%as filednet margin · revenue −9.82% QoQ · −12.84% YoY

Revenue$331M−9.82%

Gross profit$331M100.00%−9.82%

Operating income−$11M−3.32%−202.79%

Pre-tax income−$24M−26.19%

Net income−$20M−5.99%+12.53%

Cost of revenue$0—

Operating expenses$342M−7.74%

Tax−$4M−218.87%

Other expense−$13M+15.20%

Source: SEC filings · standardized · QE Jun 28 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 08:15 ET

Intraday

Event sensitivity

CPI ×1.28· ±3.3% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.3%4 of 10×1.28

PCEpersonal income & outlays±2.6%7 of 19×1.00

NFPjobs report±2.4%4 of 10×0.95

PPIproducer prices±2.4%5 of 10×0.95

FOMCrate decision±2.3%9 of 24×0.92

GDPgross domestic product±2.2%9 of 19×0.87

CPROFcorporate profits±2.0%5 of 12×0.80

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS -0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.12	—
Q1 FY26	Feb 26 '26 · confirmed	-0.16	—
Q3 FY25	Nov 6 '25 · confirmed	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod