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

Implied ±36.9%, either direction.

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

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

GEVONasdaqIndustrial Organic Chemicals

Gevo, Inc. (GEVO) earnings date, market-implied expected move, and options open interest by expiry

1.29

+0.10 · +8.40%

Regular session14:14 ET

Open1.24Volume1.9MMkt cap$294.2MEPS-0.90

Day1.21 – 1.3089%52-wk1.09 – 2.9711%

GEVO

Gevo, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±36.9%implied · report alone

8Q avg ±15.8%·×2.34·rich

0.751.63

straddle ±41.1%

spot 1.19exp Nov 20ATM strike 1ATM straddle 0.57IV 300%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+9.03%

vs ±21.3% implied · ×0.42

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+14.32%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

147 managers

Top fund weight

0.01%

GEVO weight · IWM

N-PORTJun 30 '26

3 funds

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

Gevo (GEVO) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±20.0%
avg realized: ±15.8%

Nov 7 '24Nov 7 '24confirmed±11.8%▼−16.32%×1.38

Mar 27 '25Mar 27 '25confirmed±31.9%▼−9.92%×0.31

May 13 '25May 13 '25confirmed±20.4%▼−7.26%×0.36

Aug 11 '25Aug 11 '25confirmed±22.9%▲+59.20%×2.59

Q3 FY25Nov 10 '25confirmed±19.8%▼−1.42%×0.07

Q1 FY26Mar 5 '26confirmed±17.0%▲+13.23%×0.78

May 7 '26May 7 '26confirmed±14.9%▼−9.85%×0.66

Q2 FY26Aug 6 '26confirmed±21.3%▲+9.03%×0.42

quarterimplied−60%0+60%realized×

Q2 FY26±21.3%▲+9.03%×0.42

May '26±14.9%

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

0.09OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

583−1%Nov 2016d6,6370%

1,439+2%Jan 1572d0.0526,7970%0.05

1170%Feb 19107d0.17686−7%0.17

ExpiryPutsCallsP/C

Nov 2016d583−1%6,6370%0.09

Jan 1572d1,439+2%26,7970%0.05

Feb 19107d1170%686−7%0.17

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

Positioning

Linked exposure

scenario · straddle±41.1%

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 FY26

−379.05%as filednet margin · revenue +8.27% QoQ · +7.11% YoY

Revenue$47M+8.27%

Gross profit$20M42.58%−12.84%

Operating income−$172M−369.25%−3405.63%

Pre-tax income−$176M−725.54%

Net income−$176M−379.05%−725.54%

Cost of revenue$60M+195.08%

Operating expenses$159M+474.01%

Other expense−$5M+72.32%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

NFP ×1.18· ±4.7% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.7%3 of 10×1.18

FOMCrate decision±3.9%11 of 24×1.00

CPROFcorporate profits±3.5%5 of 12×0.89

GDPgross domestic product±3.2%7 of 19×0.82

PPIproducer prices±2.8%5 of 10×0.71

PCEpersonal income & outlays±2.7%6 of 19×0.70

CPIconsumer prices±2.2%3 of 10×0.56

Bar = avg |move| to ±5% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS -0.75 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.75	—
Q1 FY26	Mar 5 '26 · confirmed	-0.09	—
Q3 FY25	Nov 10 '25 · confirmed	-0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod