What move does the options market price into Six Flags Entertainment's report?

Implied ±13.4%, either direction.

How often does Six Flags Entertainment move more than the options market prices?

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

FUNNYSEServices-Amusement & Recreation Services

Six Flags Entertainment Corporation (FUN) earnings date, market-implied expected move, and options open interest by expiry

7.48

Closed19:32 ET

Open7.68Volume4.2MMkt cap$765.3M

Day7.33 – 7.6844%52-wk6.60 – 26.284%

FUN

Six Flags Entertainment Corporation

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.4%implied · report alone

8Q avg ±10.0%·×1.34·rich

6.478.49

straddle ±17.6%

spot 7.48exp Nov 20ATM strike 7.5ATM straddle 1.55IV 109%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−16.00%

vs ±14.2% implied · ×1.13

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

3dCBRE · supplierCBRE Group sets $500,000,000 5.650% 2032 and $500,000,000 5.900% 2037 notes
22dMAR · supplierMarriott International Announces Release Date For Third Quarter 2026 Earnings

News

Largest filed tie

13F top-10 QoQ

−7.08%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

312 managers

Top fund weight

0.06%

FUN weight · IWM

N-PORTJun 30 '26

4 funds

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

Six Flags Entertainment (FUN) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.5%
avg realized: ±10.0%

Nov 6 '24Nov 6 '24confirmed±7.7%▲+7.26%×0.95

Feb 27 '25Feb 27 '25confirmed±7.9%▼−5.72%×0.73

May 8 '25May 8 '25confirmed±8.0%▼−4.62%×0.58

Aug 6 '25Aug 6 '25confirmed±10.5%▼−20.78%×1.98

Q3 FY25Nov 7 '25confirmed±14.3%▼−1.96%×0.14

Q1 FY26Feb 19 '26confirmed±10.0%▲+8.38%×0.84

May 7 '26May 7 '26confirmed±11.8%▲+15.59%×1.32

Q2 FY26Aug 6 '26confirmed±14.2%▼−16.00%×1.13

quarterimplied−25%0+25%realized×

Q2 FY26±14.2%▼−16.00%×1.13

May '26±11.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

0.93OI · 4 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

2,343+25%Nov 2020d2,507+101%

22,598+2%Dec 1848d0.8427,012+3%0.84

4,241−3%Jan 1576d0.449,537+25%0.44

2,771+70%Mar 19139d1.102,518+114%1.10

ExpiryPutsCallsP/C

Nov 2020d2,343+25%2,507+101%0.93

Dec 1848d22,598+2%27,012+3%0.84

Jan 1576d4,241−3%9,537+25%0.44

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

Positioning

Linked exposure

scenario · straddle±17.6%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 2

CBRE±3.1%×0.18

MAR±2.8%×0.16

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−20.53%as filednet margin · revenue +283.34% QoQ · −7.04% YoY

Revenue$865M+283.34%

Gross profit$790M91.30%+286.44%

Operating income$89M10.24%+128.38%

Pre-tax income−$20M+95.17%

Net income−$178M−20.53%+33.90%

Cost of revenue$75M+253.61%

Operating expenses$701M+35.71%

Tax$157M+206.10%

Other expense−$109M−3.83%

Source: SEC filings · standardized · QE Jun 28 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.31· ±3.6% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.6%6 of 10×1.31

CPIconsumer prices±3.0%3 of 10×1.09

PCEpersonal income & outlays±2.6%8 of 19×0.97

CPROFcorporate profits±2.6%5 of 12×0.96

PPIproducer prices±2.6%6 of 10×0.96

GDPgross domestic product±2.4%7 of 19×0.89

FOMCrate decision±2.0%6 of 18×0.74

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -1.99 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-1.99	—
Q1 FY26	Feb 19 '26 · confirmed	-2.65	—
Q3 FY25	Nov 7 '25 · confirmed	-11.77	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod