How often does Ford Motor move more than the options market prices?

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

FNYSEMotor Vehicles & Passenger Car Bodies

Ford Motor Co (F) earnings date, market-implied expected move, and options open interest by expiry

12.23

−0.13 · −1.05%

post 12.22 −0.08%

Closed19:39 ET

Open12.35Volume45.1MMkt cap$48.9BEPS-1.96Div yield4.90%

Day12.15 – 12.3633%52-wk10.85 – 17.5920%

Ford Motor Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

after close · in 100 days

est.Q4 FY26

Calendar

Next report

Last report

+3.43%

vs ±4.9% implied · ×0.69

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

15.00%

of Dauch revenue

supplierDCH 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+5.93%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,763 managers

Top fund weight

1.35%

F weight · XLY

N-PORTJun 30 '26

12 funds

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

Ford Motor (F) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±5.7%
avg realized: ±4.1%

Feb 5 '25Feb 5 '25confirmed±6.5%▼−7.49%×1.14

May 5 '25May 5 '25confirmed±6.1%▲+2.65%×0.43

Jul 30 '25Jul 30 '25confirmed±5.4%▲+1.84%×0.34

Oct 23 '25Oct 23 '25confirmed±5.1%▲+12.16%×2.37

Feb 10 '26Feb 10 '26confirmed±5.0%▲+2.06%×0.41

Q1 FY26Apr 29 '26confirmed±5.3%▼−1.31%×0.25

Q2 FY26Jul 28 '26confirmed±7.0%▲+2.14%×0.31

Q3 FY26Oct 28 '26confirmed±4.9%▲+3.43%×0.69

quarterimplied−15%0+15%realized×

Q3 FY26±4.9%▲+3.43%×0.69

Q2 FY26±7.0%

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.84OI · 8 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

5 nearer expiries

23,310+12%Nov 65d1.0023,254+35%1.00

5,637+13%Nov 1312d0.4512,649+85%0.45

49,637+24%Nov 2019d0.44112,940+6%0.44

3,318+25%Nov 2726d0.734,539+41%0.73

657—Dec 433d0.561,166—0.56

194,336+1%Dec 1847d1.14169,845+1%1.14

243,3230%Jan 1575d0.84290,485+2%0.84

report · Feb 9 · after close · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 65d23,310+12%23,254+35%1.00

Nov 1312d5,637+13%12,649+85%0.45

Nov 2019d49,637+24%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

4.14%as filednet margin · revenue +2.55% QoQ · −1.99% YoY

Revenue

$49.5B+2.55% QoQ

Gross profit

$7.4B+21.35% QoQ

14.90% margin

Operating income

$1.5B+127.90% QoQ

2.94% margin

Pre-tax income

$2.1B+205.56% QoQ

Net income

$2.0B+254.99% QoQ

4.14% margin

Cost of revenue

$42.1B−0.16% QoQ

Operating expenses

$5.9B+8.86% QoQ

Tax

$97M+113.64% QoQ

Other income

$692M+125.91% QoQ

Revenue$49.5B+2.55%

Gross profit

$7.4B+21.35%

14.90% margin

Operating income

$1.5B+127.90%

2.94% margin

Pre-tax income

$2.1B+205.56%

Net income

$2.0B+254.99%

4.14% margin

Cost of revenue

$42.1B−0.16%

Operating expenses

$5.9B+8.86%

Other income$692M+125.91%

Tax$97M+113.64%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.96· ±3.1% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.1%6 of 10×1.96

PCEpersonal income & outlays±1.8%9 of 19×1.15

GDPgross domestic product±1.7%5 of 19×1.08

CPROFcorporate profits±1.6%5 of 12×0.99

NFPjobs report±1.5%5 of 10×0.97

FOMCrate decision±1.4%12 of 24×0.87

CPIconsumer prices±1.2%5 of 10×0.74

Bar = avg |move| to ±4% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.50 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.50	—
Q2 FY26	Jul 28 '26 · confirmed	-0.33	—
Q1 FY26	Apr 29 '26 · confirmed	0.63	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod