What move does the options market price into Esco Technologies's report?

Implied ±4.6%, either direction.

How often does Esco Technologies move more than the options market prices?

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

ESENYSECommunications Equipment, NEC

Esco Technologies Inc (ESE) earnings date, market-implied expected move, and options open interest by expiry

252.66

+2.07 · +0.82%

post 239.32 −5.28%

After hours15:59 ETdelayed

Open251.15Volume314,712Mkt cap$6.5BP/E19.65EPS12.18Div yield0.13%

Day236.49 – 251.1519%52-wk193.44 – 361.9627%

ESE

Esco Technologies Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.6%implied · report alone

8Q avg ±6.9%·×0.67·cheap

228.85250.87

straddle ±6.7%

spot 239.86exp Nov 20ATM strike 240ATM straddle 18.80IV 47%

Nov 4 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 19

after close · in 15 days

est.Q4 FY26

Calendar

Next report

Last report

−6.80%

vs ±7.3% implied · ×0.93

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+8.71%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

447 managers

Top fund weight

0.29%

ESE weight · IWM

N-PORTJun 30 '26

4 funds

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

Esco Technologies (ESE) is expected to report on Nov 19 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±5.8%
avg realized: ±6.9%

Feb 6 '25Feb 6 '25confirmed±6.1%▲+19.75%×3.23

May 7 '25May 7 '25confirmed±7.2%▲+6.30%×0.88

Aug 7 '25Aug 7 '25confirmed±5.8%▲+1.79%×0.31

Nov 20 '25Nov 20 '25confirmed±5.5%▲+2.54%×0.46

Q1 FY26Feb 5 '26confirmed±6.3%▲+6.17%×0.98

Q2 FY26Apr 15 '26confirmed±1.7%▼−2.56%×1.47

May 7 '26May 7 '26confirmed±6.3%▼−8.91%×1.42

Q3 FY26Aug 6 '26confirmed±7.3%▼−6.80%×0.93

quarterimplied−20%0+20%realized×

Q3 FY26±7.3%▼−6.80%×0.93

May '26±6.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

2.40OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

240%Nov 2016d100%

300%Dec 1844d0.28108−3%0.28

40%Mar 19135d0.002,2370%0.00

ExpiryPutsCallsP/C

Nov 2016d240%100%2.40

Dec 1844d300%108−3%0.28

Mar 19135d40%2,2370%0.00

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

Positioning

Linked exposure

scenario · straddle±6.7%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

9.66%as filednet margin · revenue +9.60% QoQ · +14.40% YoY

Revenue

$339M+9.60% QoQ

Gross profit

$142M+7.77% QoQ

41.74% margin

Operating income

$50M+7.36% QoQ

14.65% margin

Pre-tax income

$41M−6.63% QoQ

Net income

$33M−5.75% QoQ

9.66% margin

Cost of revenue

$198M+10.94% QoQ

Operating expenses

$92M+8.00% QoQ

SG&A $71M

Other operating $508,000

Other operating $20M

Other expense

$9M

Tax

$8M−20.27% QoQ

Revenue$339M+9.60%

Gross profit

$142M+7.77%

41.74% margin

Operating income

$50M+7.36%

14.65% margin

Pre-tax income

$41M−6.63%

Net income

$33M−5.75%

9.66% margin

Cost of revenue

$198M+10.94%

Operating expenses

$92M+8.00%

SG&A $71M

Other operating $508,000

Other operating $20M

Other expense

$9M

Tax$8M−20.27%

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 · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.98· ±2.9% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.9%5 of 10×1.98

PCEpersonal income & outlays±1.7%9 of 19×1.15

GDPgross domestic product±1.6%11 of 19×1.08

CPROFcorporate profits±1.3%7 of 12×0.89

FOMCrate decision±1.3%13 of 24×0.89

PPIproducer prices±0.9%5 of 10×0.64

CPIconsumer prices±0.8%8 of 10×0.55

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 1.26 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 6 '26 · confirmed	1.26	—
Q2 FY26	Apr 15 '26 · confirmed	1.34	—
Q1 FY26	Feb 5 '26 · confirmed	1.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod