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

Implied ±10.4%, either direction.

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

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

GEONYSEGeneral Bldg Contractors - Residential Bldgs

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

27.94

+0.05 · +0.18%

Regular session12:05 ET

Open27.95Volume2.3MMkt cap$3.7BP/E13.00EPS2.15

Day27.85 – 28.3518%52-wk12.51 – 33.1775%

GEO

GEO Group Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.4%implied · report alone

8Q avg ±9.8%·×1.06·fair

24.9930.79

straddle ±12.5%

spot 27.89exp Nov 20ATM strike 28ATM straddle 4.10IV 83%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−4.07%

vs ±10.6% implied · ×0.38

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

9.00%

of GEO revenue · ISAP contract customer

customerGEO 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−0.44%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

291 managers

Top fund weight

0.12%

GEO weight · IWM

N-PORTJun 30 '26

4 funds

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

GEO (GEO) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±8.0%
avg realized: ±9.8%

Nov 13 '24Nov 13 '24confirmed±3.7%▲+2.47%×0.67

Feb 27 '25Feb 27 '25confirmed±8.4%▲+6.05%×0.72

May 7 '25May 7 '25confirmed±7.8%▼−10.04%×1.29

Aug 6 '25Aug 6 '25confirmed±9.1%▼−11.46%×1.26

Nov 6 '25Nov 6 '25confirmed±6.8%▼−8.33%×1.23

Feb 12 '26Feb 12 '26confirmed±9.2%▼−14.91%×1.62

Q1 FY26May 6 '26confirmed±8.6%▲+20.92%×2.44

Q2 FY26Aug 6 '26confirmed±10.6%▼−4.07%×0.38

quarterimplied−25%0+25%realized×

Q2 FY26±10.6%▼−4.07%×0.38

Q1 FY26±8.6%▲+20.92%×2.44

Feb '26±9.2%▼−14.91%×1.62

Nov '25±6.8%▼−8.33%×1.23

Aug '25±9.1%▼−11.46%×1.26

May '25±7.8%▼−10.04%×1.29

2 older reports

Feb '25±8.4%▲+6.05%×0.72

Nov '24±3.7%▲+2.47%×0.67

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.22OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

20,158+4%Nov 2017d91,338+1%

2,604+3%Dec 1845d0.1123,2800%0.11

24,591+1%Jan 1573d0.4159,6080%0.41

1,691+1%Mar 19136d1.081,5730%1.08

ExpiryPutsCallsP/C

Nov 2017d20,158+4%91,338+1%0.22

Dec 1845d2,604+3%23,2800%0.11

Jan 1573d24,591+1%59,6080%0.41

Mar 19136d1,691+1%1,5730%1.08

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

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

6.82%as filednet margin · revenue +4.11% QoQ · +15.69% YoY

Revenue$696M+4.11%

Pre-tax income$66M+24.74%

Net income$47M6.82%+23.90%

Tax$19M+25.64%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

FOMC ×1.38· ±3.1% vs ±2.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%12 of 24×1.38

GDPgross domestic product±2.7%9 of 19×1.20

PCEpersonal income & outlays±2.2%11 of 19×0.99

PPIproducer prices±2.2%7 of 10×0.99

NFPjobs report±2.1%6 of 10×0.92

CPROFcorporate profits±1.8%6 of 12×0.81

CPIconsumer prices±1.6%4 of 10×0.72

Bar = avg |move| to ±4% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.36	—
Q1 FY26	May 6 '26 · confirmed	0.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod