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

Implied ±3.3%, either direction.

How often does Evergy move more than the options market prices?

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

EVRGNasdaqElectric & Other Services Combined

Evergy, Inc. (EVRG) earnings date, market-implied expected move, and options open interest by expiry

86.22

+0.77 · +0.90%

post 86.20 −0.02%

Closed16:07 ET

Open85.90Volume2.3MMkt cap$19.7BP/E21.44EPS4.02Div yield3.25%

Day83.33 – 86.2299%52-wk69.64 – 87.8991%

EVRG

Evergy, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.3%implied · straddle

82.6088.30

spot 85.45exp Nov 20ATM strike 85ATM straddle 3.35IV 23%

Nov 3 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−0.05%

vs ±3.3% implied · ×0.01

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

60dATEX · supplierWhy Anterix (ATEX) Surged 169.6% in Q2, According to Gabelli

News

Largest filed tie

13F top-10 QoQ

+1.07%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

942 managers

Top fund weight

1.40%

EVRG weight · XLU

N-PORTJun 30 '26

9 funds

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

Evergy (EVRG) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±3.2%
avg realized: ±1.4%

Nov 7 '24Nov 7 '24confirmed±2.7%▲+0.59%×0.22

Feb 27 '25Feb 27 '25confirmed±4.0%▼−0.78%×0.19

May 8 '25May 8 '25confirmed±2.7%▼−4.42%×1.63

Aug 7 '25Aug 7 '25confirmed±2.4%▼−0.52%×0.22

Nov 6 '25Nov 6 '25confirmed±3.1%▼−1.58%×0.51

Feb 19 '26Feb 19 '26confirmed±3.7%▼−1.08%×0.29

Q1 FY26May 7 '26confirmed±3.9%▲+2.15%×0.55

Q2 FY26Aug 6 '26confirmed±3.3%▼−0.05%×0.01

quarterimplied−5%0+5%realized×

Q2 FY26±3.3%▼−0.05%×0.01

Q1 FY26±3.9%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.79OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

1,0210%Nov 2015d1,2890%

9310%Dec 1843d0.611,5200%0.61

4230%Mar 19134d1.812340%1.81

ExpiryPutsCallsP/C

Nov 2015d1,0210%1,2890%0.79

Dec 1843d9310%1,5200%0.61

Mar 19134d4230%2340%1.81

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

Positioning

Linked exposure

scenario · straddle±3.3%

Funds 4

XLU±0.0%

RSP±0.0%

REVS±0.0%

SPY±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

14.54%as filednet margin · revenue +3.91% QoQ · +4.39% YoY

Revenue

$1.5B+3.91% QoQ

Gross profit

$1.2B+3.22% QoQ

82.61% margin

Operating income

$381M+19.54% QoQ

25.37% margin

Pre-tax income

$233M+49.74% QoQ

Net income

$218M+41.07% QoQ

14.54% margin

Cost of revenue

$261M+7.28% QoQ

Operating expenses

$859M−2.66% QoQ

Other operating $554M

Depreciation $304M

Other expense

$147M

Tax

$16M+382.35% QoQ

Revenue$1.5B+3.91%

Gross profit

$1.2B+3.22%

82.61% margin

Operating income

$381M+19.54%

25.37% margin

Pre-tax income

$233M+49.74%

Net income

$218M+41.07%

14.54% margin

Cost of revenue

$261M+7.28%

Operating expenses

$859M−2.66%

Other operating $554M

Depreciation $304M

Other expense

$147M

Tax$16M+382.35%

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 · 16:00 ET

Intraday

Event sensitivity

NFP ×1.09· ±0.9% vs ±0.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±0.9%6 of 10×1.09

FOMCrate decision±0.9%12 of 24×1.05

GDPgross domestic product±0.9%12 of 20×1.04

PPIproducer prices±0.8%5 of 11×1.00

CPIconsumer prices±0.8%6 of 11×1.00

PCEpersonal income & outlays±0.8%13 of 20×0.94

CPROFcorporate profits±0.7%6 of 12×0.87

Bar = avg |move| to ±1% · tick = ±0.8% avg day · ×base = |move| ÷ ±0.8% · min 6 releases

Earnings history

EPS 0.91 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.91	—
Q1 FY26	May 7 '26 · confirmed	0.64	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod