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

Implied ±47.9%, either direction · provisional.

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

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

EOSENasdaqMiscellaneous Electrical Machinery, Equipment & Supplies

Eos Energy Enterprises, Inc. (EOSE) earnings date, market-implied expected move, and options open interest by expiry

1.90

−0.08 · −4.04%

post 1.91 +0.53%

Closed19:34 ET

Open1.92Volume20.3MMkt cap$688.3M

Day1.81 – 1.9291%52-wk1.59 – 19.862%

EOSE

Eos Energy Enterprises, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±47.9%implied · straddle

0.982.80

spot 1.89exp Mar 19ATM strike 1.5ATM straddle 1.07IV 63%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Mar 1

before open · in 121 days

est.Q4 FY26

Calendar

Next report

Last report

−0.55%

vs ±13.7% implied · ×0.04

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Linked news

18dTLN · customerTalen Energy to Report Third Quarter 2026 Financial Results on November 3, 2026
31dTTI · supplierTETRA TECHNOLOGIES, INC. ANNOUNCES DATE FOR THIRD QUARTER 2026 EARNINGS CONFERENCE CALL

News

Largest filed tie

13F top-10 QoQ

+10.76%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

358 managers

Top fund weight

0.06%

EOSE weight · IWM

N-PORTJun 30 '26

3 funds

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

Eos Energy Enterprises (EOSE) is expected to report on Mar 1 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±12.7%
avg realized: ±11.6%

Jul 30 '25Jul 30 '25confirmed±16.0%▼−3.72%×0.23

Q3 FY25Nov 5 '25confirmed±12.8%▲+2.89%×0.23

Feb 26 '26Feb 26 '26confirmed±13.3%▼−39.44%×2.98

Q1 FY26Apr 9 '26confirmed±6.0%▲+29.63%×4.93

May 13 '26May 13 '26confirmed±14.0%▲+2.22%×0.16

Q2 FY26Jul 15 '26confirmed±9.2%▲+1.86%×0.20

Aug 5 '26Aug 5 '26confirmed±17.0%▼−12.18%×0.72

Oct 19 '26Oct 19 '26confirmed±13.7%▼−0.55%×0.04

quarterimplied−40%0+40%realized×

Oct '26±13.7%▼−0.55%×0.04

Aug '26±17.0%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 28 close

0.28OI · 10 expiries · Oct 28 closeP/C open interest · Mar 19 · first expiry after the report

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

6 nearer expiries

9,208+2%Nov 66d0.8011,447+8%0.80

1,577+1%Nov 1313d0.179,456+4%0.17

41,0580%Nov 2020d0.36113,1460%0.36

885+9%Nov 2727d0.481,862+4%0.48

16+167%Dec 434d0.06268+25%0.06

8,267+3%Dec 1848d0.7211,4890%0.72

196,771+3%Jan 1576d0.35559,0720%0.35

8,7400%Feb 19111d0.1752,5830%0.17

report · Mar 1 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d9,208+2%11,447+8%0.80

Nov 1313d1,577+1%9,456+4%0.17

Nov 2020d41,0580%113,146

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

Positioning

Linked exposure

scenario · straddle±47.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

TTI±8.7%×0.18

Customers 1

TLN±7.5%×0.16

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−400.89%as filednet margin · revenue +20.74% QoQ · +351.40% YoY

Revenue$69M+20.74%

Gross profit−$49M−70.96%−9.85%

Operating income−$84M−121.86%−5.67%

Pre-tax income−$276M−154.18%

Net income−$276M−400.89%−154.18%

Cost of revenue$118M+15.96%

Operating expenses$35M+0.36%

Tax$13,000+160.00%

Other expense−$192M−132.62%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.71· ±8.8% vs ±5.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±8.8%5 of 10×1.71

FOMCrate decision±7.7%12 of 24×1.50

CPROFcorporate profits±7.4%6 of 12×1.44

GDPgross domestic product±5.7%8 of 19×1.12

PPIproducer prices±4.8%5 of 10×0.94

PCEpersonal income & outlays±4.7%6 of 19×0.92

CPIconsumer prices±2.5%4 of 10×0.48

Bar = avg |move| to ±9% · tick = ±5.1% avg day · ×base = |move| ÷ ±5.1% · min 6 releases

Earnings history

EPS -1.20 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 15 '26 · confirmed	-1.20	—
Q1 FY26	Apr 9 '26 · confirmed	0.12	—
Q3 FY25	Nov 5 '25 · confirmed	-4.91	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod