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

Implied ±12.6%, either direction.

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

3.49

+0.21 · +6.57%

Regular session12:13 ET

Open3.47Volume6.1MMkt cap$588.2MEPS-0.55

Day3.46 – 3.4983%52-wk2.81 – 4.7535%

DNUT

Krispy Kreme, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.6%implied · report alone

8Q avg ±11.9%·×1.06·fair

2.863.68

straddle ±13.0%

spot 3.27exp Nov 6ATM strike 3.5ATM straddle 0.50IV 190%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+4.19%

vs ±11.0% implied · ×0.38

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+10.54%

shares held · 10 largest managers

13F · Jun 30 '26127d 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 Nov 5 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%▼−1.09%×0.09

Q1 FY26±18.3%▲+27.76%×1.52

Q3 FY25±11.7%▲+3.71%×0.32

Aug '25±10.5%▼−7.02%×0.67

May '25±16.8%▼−24.71%×1.47

2 older reports

Feb '25±13.0%▼−21.91%×1.68

Nov '24±9.0%▼−4.55%×0.51

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

Implied vs realized

Positioning

OI · 6 expiries · Oct 28 close

0.95OI · 6 expiries · Oct 28 closeP/C open interest · Nov 6 · first expiry after the report

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

745+23%Nov 62d781+84%

520%Nov 139d0.22241+34%0.22

2,4960%Nov 2016d0.2410,248+2%0.24

8,9260%Jan 1572d0.3823,2800%0.38

5330%Feb 19107d0.589190%0.58

1510%Mar 19135d0.091,659+1%0.09

ExpiryPutsCallsP/C

Nov 62d745+23%781+84%0.95

Nov 139d520%241+34%0.22

Nov 2016d2,4960%10,248+2%0.24

Jan 1572d8,9260%23,2800%0.38

Feb 19107d5330%9190%0.58

Mar 19135d1510%1,659+1%0.09

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

Positioning

Linked exposure

scenario · straddle±13.0%

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 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 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