How often does FOX Factory move more than the options market prices?

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

FOXFNasdaqMotorcycles, Bicycles & Parts

FOX Factory Holding Corp (FOXF) earnings date, market-implied expected move, and options open interest by expiry

16.35

+0.36 · +2.25%

Regular session15:13 ET

Open16.87Volume1.3MMkt cap$672.1MEPS-7.13

Day16.35 – 16.870%52-wk13.08 – 23.0733%

FOXF

FOX Factory Holding Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

+12.04%

vs ±15.9% implied · ×0.76

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

12.00%

of FOXF revenue · Ford Motor

customerFOXF 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−2.19%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

207 managers

Top fund weight

0.02%

FOXF weight · IWM

N-PORTJun 30 '26

3 funds

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

FOX Factory (FOXF) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±13.5%
avg realized: ±10.3%

Oct 31 '24Oct 31 '24confirmed±13.2%▼−5.47%×0.41

Feb 27 '25Feb 27 '25confirmed±14.6%▲+8.83%×0.61

May 8 '25May 8 '25confirmed±12.3%▲+11.38%×0.92

Aug 7 '25Aug 7 '25confirmed±11.9%▼−6.74%×0.57

Q3 FY25Nov 6 '25confirmed±10.5%▼−25.46%×2.42

Feb 26 '26Feb 26 '26confirmed±17.8%▼−8.28%×0.47

Q1 FY26May 7 '26confirmed±12.2%▼−4.15%×0.34

Q2 FY26Aug 6 '26confirmed±15.9%▲+12.04%×0.76

quarterimplied−30%0+30%realized×

Q2 FY26±15.9%▲+12.04%×0.76

Q1 FY26±12.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

3.89OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

136+616%Nov 2018d35+59%

93+288%Dec 1846d0.60155+24%0.60

0—Jan 1574d—0——

ExpiryPutsCallsP/C

Nov 2018d136+616%35+59%3.89

Dec 1846d93+288%155+24%0.60

Jan 1574d0—0——

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 filedQ2 FY26

1.13%as filednet margin · revenue −2.86% QoQ · −4.47% YoY

Revenue

$358M−2.86% QoQ

Gross profit

$110M+3.11% QoQ

30.63% margin

Operating income

$18M+194.19% QoQ

4.89% margin

Pre-tax income

$6M+140.35% QoQ

Net income

$4M+126.86% QoQ

1.13% margin

Cost of revenue

$248M−5.28% QoQ

Operating expenses

$92M−8.22% QoQ

SG&A $34M

Marketing $29M

R&D $19M

Other operating $10M

Other expense

$11M

Tax

$2M+470.36% QoQ

Revenue$358M−2.86%

Gross profit

$110M+3.11%

30.63% margin

Operating income

$18M+194.19%

4.89% margin

Pre-tax income

$6M+140.35%

Net income

$4M+126.86%

1.13% margin

Cost of revenue

$248M−5.28%

Operating expenses

$92M−8.22%

SG&A $34M

Marketing $29M

R&D $19M

Other expense

$11M

Tax$2M+470.36%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

NFP ×1.70· ±3.9% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.9%6 of 10×1.70

PPIproducer prices±2.8%5 of 10×1.23

PCEpersonal income & outlays±2.5%11 of 19×1.09

GDPgross domestic product±2.0%9 of 19×0.85

FOMCrate decision±1.8%8 of 24×0.78

CPROFcorporate profits±1.6%7 of 12×0.69

CPIconsumer prices±1.3%5 of 10×0.56

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.10	—
Q1 FY26	May 7 '26 · confirmed	-0.36	—
Q3 FY25	Nov 6 '25 · confirmed	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod