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

Implied ±13.3%, either direction · provisional.

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

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

GCONYSERetail-Shoe Stores

Genesco Inc (GCO) earnings date, market-implied expected move, and options open interest by expiry

37.55

−0.21 · −0.55%

post 37.55 0.00%

Closed16:00 ET

Open37.32Volume143,009Mkt cap$407.4MP/E9.39EPS4.00

Day37.05 – 37.55100%52-wk21.93 – 43.6072%

GCO

Genesco Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.3%implied · straddle

32.6342.67

spot 37.65exp Dec 18ATM strike 40ATM straddle 5.90IV 50%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Dec 3

before open · in 32 days

est.Q3 FY27

Calendar

Next report

Last report

+2.74%

vs ±13.2% implied · ×0.21

shaded = implied · ▲▼ = realized

Sep 3 '26 · confirmed

Implied vs realized

Linked news

3dLEVI · supplierCNBC TEC Summit live updates: Cisco, Levi's executives discuss AI risks and costs

News

Largest filed tie

13F top-10 QoQ

+5.39%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

142 managers

Top fund weight

0.01%

GCO weight · IWM

N-PORTJun 30 '26

3 funds

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

Genesco (GCO) is expected to report on Dec 3 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±13.7%
avg realized: ±9.1%

Dec 6 '24Dec 6 '24confirmed±13.4%▲+9.46%×0.71

Mar 7 '25Mar 7 '25confirmed±14.2%▼−16.33%×1.15

Jun 4 '25Jun 4 '25confirmed±13.0%▼−0.27%×0.02

Aug 28 '25Aug 28 '25confirmed±15.3%▼−5.91%×0.39

Q3 FY26Dec 4 '25confirmed±11.1%▼−30.84%×2.79

Mar 6 '26Mar 6 '26confirmed±15.3%▲+1.57%×0.10

Q1 FY27May 29 '26confirmed±14.3%▲+5.47%×0.38

Q2 FY27Sep 3 '26confirmed±13.2%▲+2.74%×0.21

quarterimplied−35%0+35%realized×

Q2 FY27±13.2%▲+2.74%×0.21

Q1 FY27±14.3%▲+5.47%×0.38

Mar '26±15.3%▲+1.57%×0.10

Q3 FY26±11.1%▼−30.84%×2.79

Aug '25±15.3%▼−5.91%×0.39

Jun '25±13.0%▼−0.27%×0.02

2 older reports

Mar '25±14.2%▼−16.33%×1.15

Dec '24±13.4%▲+9.46%×0.71

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.86OI · 3 expiries · Oct 28 closeP/C open interest · Dec 18 · first expiry after the report

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

30%Nov 2019d0.021630%0.02

report · Dec 3 · before open · est.

2,6790%Dec 1847d3,1000%

3,2020%Mar 19138d3.81840+1%3.81

ExpiryPutsCallsP/C

Nov 2019d30%1630%0.02

report · Dec 3 · before open · est.

Dec 1847d2,6790%3,1000%0.86

Mar 19138d3,2020%840+1%3.81

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

Positioning

Linked exposure

scenario · straddle±13.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY27

0.66%as filednet margin · revenue +8.79% QoQ · −2.95% YoY

Revenue

$530M+8.79% QoQ

Gross profit

$272M+18.87% QoQ

51.36% margin

Operating income

$4M+123.52% QoQ

0.68% margin

Pre-tax income

$3M+121.40% QoQ

Net income

$3M+123.48% QoQ

0.66% margin

Cost of revenue

$258M−0.14% QoQ

Operating expenses

$269M+9.91% QoQ

SG&A $260M

Other operating $9M

Other expense

$219,000

Tax benefit

$84,000

Revenue$530M+8.79%

Gross profit

$272M+18.87%

51.36% margin

Operating income

$4M+123.52%

0.68% margin

Pre-tax income

$3M+121.40%

Net income

$3M+123.48%

0.66% margin

Cost of revenue

$258M−0.14%

Operating expenses

$269M+9.91%

SG&A $260M

Other operating $9M

Other expense

$219,000

Tax benefit$84,000

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.09· ±3.1% vs ±2.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%11 of 24×1.09

PPIproducer prices±3.0%6 of 10×1.06

CPIconsumer prices±2.7%4 of 10×0.97

CPROFcorporate profits±2.6%2 of 12×0.94

PCEpersonal income & outlays±2.6%8 of 19×0.93

GDPgross domestic product±2.4%4 of 19×0.87

NFPjobs report±2.2%5 of 10×0.80

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 0.32 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 3 '26 · confirmed	0.32	—
Q1 FY27	May 29 '26 · confirmed	-1.42	—
Q3 FY26	Dec 4 '25 · confirmed	0.50	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod