What move does the options market price into Element Solutions's report?

Implied ±16.6%, either direction · provisional.

ESINYSEMiscellaneous Chemical Products

Element Solutions Inc (ESI) earnings date, market-implied expected move, and options open interest by expiry

34.24

Closed16:00 ET

Open34.03Volume5.1MMkt cap$8.3BP/E40.28EPS0.85Div yield0.93%

Day33.60 – 34.3584%52-wk22.64 – 49.1444%

ESI

Element Solutions Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.6%implied · straddle

28.6039.94

spot 34.27exp Feb 19ATM strike 35ATM straddle 6.67IV 44%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 16

after close · in 108 days

est.Q4 FY26

Calendar

Next report

Last report

−8.89%

vs ±8.8% implied · ×1.01

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−6.87%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

501 managers

Top fund weight

2.17%

ESI weight · EVNT

N-PORTAug 31 '26

3 funds

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

Element Solutions (ESI) is expected to report on Feb 16 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 27 '26confirmed—▼−3.54%—

Q3 FY26Oct 21 '26confirmed±8.8%▼−8.89%×1.01

quarterimplied−10%0+10%realized×

Q3 FY26±8.8%▼−8.89%×1.01

Q2 FY26—▼−3.54%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.01OI · 3 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

15,620+2%Nov 2020d0.4931,7000%0.49

4,4210%Dec 1848d0.607,4080%0.60

report · Feb 16 · after close · est.

78+1%Feb 19111d6,3360%

ExpiryPutsCallsP/C

Nov 2020d15,620+2%31,7000%0.49

Dec 1848d4,4210%7,4080%0.60

report · Feb 16 · after close · est.

Feb 19111d78+1%6,3360%0.01

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

Positioning

Linked exposure

scenario · straddle±16.6%

Funds 3

EVNT±0.4%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

6.60%as filednet margin · revenue +1.78% QoQ · +51.70% YoY

Revenue

$995M+1.78% QoQ

Gross profit

$342M+2.51% QoQ

34.40% margin

Operating income

$114M+0.18% QoQ

11.44% margin

Pre-tax income

$93M−12.89% QoQ

Net income

$66M−15.01% QoQ

6.60% margin

Cost of revenue

$653M+1.40% QoQ

Operating expenses

$229M+3.72% QoQ

SG&A $206M

R&D $23M

Other expense

$21M

Tax

$28M−7.38% QoQ

Revenue$995M+1.78%

Gross profit

$342M+2.51%

34.40% margin

Operating income

$114M+0.18%

11.44% margin

Pre-tax income

$93M−12.89%

Net income

$66M−15.01%

6.60% margin

Cost of revenue

$653M+1.40%

Operating expenses

$229M+3.72%

SG&A $206M

R&D $23M

Other expense

$21M

Tax$28M−7.38%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.02· ±3.4% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.4%5 of 10×2.02

FOMCrate decision±2.7%12 of 24×1.58

PPIproducer prices±2.5%4 of 11×1.49

CPROFcorporate profits±1.7%7 of 12×1.03

CPIconsumer prices±1.7%5 of 11×1.01

GDPgross domestic product±1.7%11 of 19×0.99

PCEpersonal income & outlays±1.3%12 of 19×0.80

Bar = avg |move| to ±4% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	0.27	—
Q2 FY26	Jul 27 '26 · confirmed	0.32	—
Q1 FY26	—	0.23	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod