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

Implied ±1.4%, either direction.

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

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

DUKNYSEElectric & Other Services Combined

Duke Energy Corp (DUK) earnings date, market-implied expected move, and options open interest by expiry

129.63

+3.12 · +2.47%

post 129.26 −0.29%

After hours16:05 ETdelayed

Open126.97Volume3.4MMkt cap$98.6BP/E19.44EPS6.65Div yield3.38%

Day126.97 – 130.1073%52-wk110.99 – 132.1886%

DUK

Duke Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.4%implied · report alone

8Q avg ±1.0%·×1.36·rich

127.54131.16

straddle ±2.7%

spot 129.35exp Nov 20ATM strike 130ATM straddle 4.15IV 19%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

−0.01%

vs ±3.4% implied · ×0.00

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

23hPRIM · supplierPrimoris Services earns net income of $51.3 million on revenue of $1,952.4 million in Q3
30dENB · supplierEnbridge Inc. to Host Webcast to Discuss 2026 Third Quarter Results on November 6
42dHNRG · supplierHallador Energy (HNRG) Closes $600M Loan. Can it Fund its New Power Plant?

News

Largest filed tie

13F top-10 QoQ

+0.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

2,492 managers

Top fund weight

6.95%

DUK weight · XLU

N-PORTJun 30 '26

9 funds

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

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

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±3.0%
avg realized: ±1.0%

Nov 7 '24Nov 7 '24confirmed±3.3%▼−2.24%×0.68

Feb 13 '25Feb 13 '25confirmed±2.7%▼−2.08%×0.76

May 6 '25May 6 '25confirmed±3.1%▲+1.81%×0.59

Aug 5 '25Aug 5 '25confirmed±2.6%▼−0.14%×0.05

Nov 7 '25Nov 7 '25confirmed±3.1%▼−0.27%×0.09

Feb 10 '26Feb 10 '26confirmed±2.7%▲+1.58%×0.58

Q1 FY26May 5 '26confirmed±3.2%▲+0.10%×0.03

Q2 FY26Aug 4 '26confirmed±3.4%▼−0.01%×0.00

quarterimplied−5%0+5%realized×

Q2 FY26±3.4%▼−0.01%×0.00

Q1 FY26±3.2%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

0.34OI · 5 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

2,952+1%Nov 2016d8,807+5%

6,222+1%Dec 1844d0.5311,798+2%0.53

9,340+1%Jan 1572d0.5816,088+1%0.58

2,970+2%Mar 19135d0.604,952+75%0.60

924+1%Apr 16163d0.342,686+8%0.34

ExpiryPutsCallsP/C

Nov 2016d2,952+1%8,807+5%0.34

Dec 1844d6,222+1%11,798+2%0.53

Jan 1572d9,340+1%16,088+1%0.58

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

Positioning

Linked exposure

scenario · straddle±2.7%

Funds 4

XLU±0.2%

VTV±0.0%

RSP±0.0%

SPY±0.0%

Suppliers 1

ENB±1.3%×0.47

Dashed = straddle · × = co-movement · max 499dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

15.08%as filednet margin · revenue −17.28% QoQ · +1.12% YoY

Revenue

$7.6B−17.28% QoQ

Gross profit

$4.2B−7.14% QoQ

54.82% margin

Operating income

$2.0B−24.81% QoQ

26.99% margin

Pre-tax income

$1.3B−31.21% QoQ

Net income

$1.1B−27.39% QoQ

15.08% margin

Cost of revenue

$3.4B−26.96% QoQ

Operating expenses

$2.1B+20.26% QoQ

Depreciation $1.7B

Other operating $374M

Other operating $39M

Other expense

$744M

Tax

$160M−51.95% QoQ

Revenue$7.6B−17.28%

Gross profit

$4.2B−7.14%

54.82% margin

Operating income

$2.0B−24.81%

26.99% margin

Pre-tax income

$1.3B−31.21%

Net income

$1.1B−27.39%

15.08% margin

Cost of revenue

$3.4B−26.96%

Operating expenses

$2.1B+20.26%

Depreciation $1.7B

Other operating $374M

Other operating $39M

Other expense

$744M

Tax$160M−51.95%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.34· ±1.1% vs ±0.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.1%6 of 10×1.34

PPIproducer prices±1.0%4 of 10×1.19

PCEpersonal income & outlays±1.0%13 of 19×1.17

FOMCrate decision±1.0%7 of 24×1.16

GDPgross domestic product±0.9%12 of 19×1.06

CPROFcorporate profits±0.7%7 of 12×0.89

CPIconsumer prices±0.6%8 of 10×0.75

Bar = avg |move| to ±2% · tick = ±0.8% avg day · ×base = |move| ÷ ±0.8% · min 6 releases

Earnings history

EPS 1.38 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	1.38	—
Q1 FY26	May 5 '26 · confirmed	1.97	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod