What move does the options market price into DTE Energy's report?

Implied ±0.3%, either direction.

How often does DTE Energy move more than the options market prices?

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

DTENYSEElectric Services

DTE Energy Co (DTE) earnings date, market-implied expected move, and options open interest by expiry

134.15

−0.11 · −0.08%

Regular session11:03 ET

Open134.35Volume1.3MMkt cap$27.9BP/E21.16EPS6.34Div yield3.47%

Day133.71 – 134.7044%52-wk119.68 – 154.3342%

DTE

DTE Energy Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±0.3%implied · report alone

8Q avg ±1.0%·×0.28·cheap

133.89134.63

straddle ±3.4%

spot 134.26exp Nov 20ATM strike 135ATM straddle 5.42IV 23%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

confirmed

Calendar

Next report

Last report

−0.11%

vs ±3.7% implied · ×0.03

shaded = implied · ▲▼ = realized

Jul 31 '26 · confirmed

Implied vs realized

Linked news

5dCNX · supplierCNX Resources posts Q3 net income $165,239 thousand, diluted EPS $1.12

News

Largest filed tie

13F top-10 QoQ

+3.20%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,031 managers

Top fund weight

2.23%

DTE weight · XLU

N-PORTJun 30 '26

10 funds

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

DTE Energy (DTE) reports on Nov 5 before open (confirmed date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±3.5%
avg realized: ±1.0%

Oct 30 '25Oct 30 '25confirmed±4.2%▼−0.58%×0.14

Oct 31 '25Oct 31 '25confirmed±3.1%▼−1.23%×0.39

Feb 17 '26Feb 17 '26confirmed±2.0%▼−0.17%×0.08

Feb 27 '26Feb 27 '26confirmed±3.9%▼−0.40%×0.10

Q1 FY26Apr 30 '26confirmed±3.2%▲+3.17%×0.98

May 1 '26May 1 '26confirmed±2.7%▼−1.38%×0.52

Q2 FY26Jul 28 '26confirmed±4.8%▼−0.78%×0.16

Jul 31 '26Jul 31 '26confirmed±3.7%▼−0.11%×0.03

quarterimplied−5%0+5%realized×

Jul '26±3.7%▼−0.11%×0.03

Q2 FY26±4.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.03OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

560%Nov 2016d1,871+5%

200%Dec 1844d0.044990%0.04

3130%Jan 1572d0.329670%0.32

1220%Apr 16163d0.333740%0.33

ExpiryPutsCallsP/C

Nov 2016d560%1,871+5%0.03

Dec 1844d200%4990%0.04

Jan 1572d3130%9670%0.32

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

Positioning

Linked exposure

scenario · straddle±3.4%

Funds 4

XLU±0.1%

RSP±0.0%

VIG±0.0%

VTV±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

8.37%as filednet margin · revenue −34.47% QoQ · −1.46% YoY

Revenue

$3.4B−34.47% QoQ

Gross profit

$1.7B−1.69% QoQ

51.91% margin

Operating income

$458M+11.17% QoQ

13.59% margin

Pre-tax income

$241M+27.51% QoQ

Net income

$282M+14.17% QoQ

8.37% margin

Cost of revenue

$1.6B−51.81% QoQ

Operating expenses

$1.3B−5.56% QoQ

Other operating $792M

Depreciation $498M

Other expense

$217M

Tax benefit

$41M

Revenue$3.4B−34.47%

Gross profit

$1.7B−1.69%

51.91% margin

Operating income

$458M+11.17%

13.59% margin

Pre-tax income

$241M+27.51%

Net income

$282M+14.17%

8.37% margin

Cost of revenue

$1.6B−51.81%

Operating expenses

$1.3B−5.56%

Other operating $792M

Depreciation $498M

Other expense

$217M

Tax benefit$41M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 11:00 ET

Intraday

Event sensitivity

FOMC ×1.20· ±1.0% vs ±0.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.0%8 of 24×1.20

CPIconsumer prices±1.0%6 of 10×1.17

GDPgross domestic product±1.0%9 of 19×1.15

PCEpersonal income & outlays±1.0%13 of 19×1.15

NFPjobs report±1.0%6 of 10×1.14

CPROFcorporate profits±0.9%6 of 12×1.07

PPIproducer prices±0.8%4 of 10×0.94

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 1.35 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	1.35	—
Q1 FY26	Apr 30 '26 · confirmed	1.19	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod