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

Implied ±7.1%, either direction.

FIVENasdaqRetail-Variety Stores

Five Below, Inc (FIVE) earnings date, market-implied expected move, and options open interest by expiry

255.83

+19.64 · +8.32%

Regular session12:13 ET

Open235.04Volume663,035Mkt cap$13.0BP/E22.78EPS11.23

Day235.04 – 255.83100%52-wk143.02 – 263.8893%

FIVE

Five Below, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.1%implied · report alone

219.32253.06

straddle ±11.9%

spot 236.19exp Dec 18ATM strike 240ATM straddle 33.20IV 50%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 2

after close · in 28 days

est.Q3 FY26

Calendar

Next report

Last report

−1.28%

vs ±8.9% implied · ×0.14

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Linked news

22hMETA · supplierMeta seeks to raise up to $25 billion in debt sale as AI spending jumps
1dORCL · supplierOracle Announces Pricing of $20 Billion of Common Stock and Senior Notes
1dSITC · supplierSITE Centers posts Q3 net loss of $5,394 thousand, rental income $4,471 thousand

News

Largest filed tie

13F top-10 QoQ

+6.18%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

610 managers

Top fund weight

0.27%

FIVE weight · MDY

N-PORTJun 30 '26

4 funds

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

Five Below (FIVE) is expected to report on Dec 2 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Sep 2 '26confirmed±8.9%▼−1.28%×0.14

quarterimplied−10%0+10%realized×

Q2 FY26±8.9%▼−1.28%×0.14

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

1.24OI · 4 expiries · Nov 2 closeP/C open interest · Dec 18 · first expiry after the report

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

2,547+10%Nov 2016d1.631,5610%1.63

report · Dec 2 · after close · est.

151+1%Dec 1844d1220%

3,5400%Jan 1572d1.552,2900%1.55

873+7%Feb 19107d1.08806+7%1.08

ExpiryPutsCallsP/C

Nov 2016d2,547+10%1,5610%1.63

report · Dec 2 · after close · est.

Dec 1844d151+1%1220%1.24

Jan 1572d3,5400%

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

Positioning

Linked exposure

scenario · straddle±11.9%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

17.55%as filednet margin · revenue −1.88% QoQ · +22.85% YoY

Revenue

$1.3B−1.88% QoQ

Gross profit

$612M+27.95% QoQ

48.55% margin

Operating income

$275M+78.52% QoQ

21.83% margin

Pre-tax income

$291M+78.94% QoQ

Net income

$221M+79.91% QoQ

17.55% margin

Cost of revenue

$649M−19.57% QoQ

Operating expenses

$337M+3.91% QoQ

SG&A $286M

Depreciation $51M

Tax

$69M+75.89% QoQ

Other income

$15M+86.77% QoQ

Revenue$1.3B−1.88%

Gross profit

$612M+27.95%

48.55% margin

Operating income

$275M+78.52%

21.83% margin

Pre-tax income

$291M+78.94%

Net income

$221M+79.91%

17.55% margin

Cost of revenue

$649M−19.57%

Operating expenses

$337M+3.91%

SG&A $286M

Depreciation $51M

Other income$15M+86.77%

Tax$69M+75.89%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

PCE ×1.15· ±2.4% vs ±2.1% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±2.4%7 of 19×1.15

GDPgross domestic product±2.1%10 of 19×1.01

NFPjobs report±2.0%4 of 10×0.95

CPROFcorporate profits±1.9%6 of 12×0.90

CPIconsumer prices±1.7%7 of 10×0.82

FOMCrate decision±1.6%13 of 24×0.76

PPIproducer prices±1.3%4 of 10×0.64

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 3.99 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 2 '26 · confirmed	3.99	—
Q1 FY26	—	2.21	—
Q3 FY25	—	0.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod