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

Implied ±5.1%, either direction.

How often does Gulfport Energy move more than the options market prices?

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

GPORNYSECrude Petroleum & Natural Gas

Gulfport Energy Corp (GPOR) earnings date, market-implied expected move, and options open interest by expiry

157.72

−8.84 · −5.31%

Regular session12:49 ET

Open166.90Volume384,510Mkt cap$3.0BP/E5.97EPS26.41

Day157.72 – 167.730%52-wk149.18 – 225.7811%

GPOR

Gulfport Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.1%implied · straddle

158.00175.12

spot 166.56exp Nov 20ATM strike 165ATM straddle 10.08IV 35%

Nov 3 close

Expected move

Inputs

Next report

Nov 10

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−4.94%

vs ±5.7% implied · ×0.86

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+14.25%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

292 managers

Top fund weight

0.08%

GPOR weight · IWM

N-PORTJun 30 '26

3 funds

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

Gulfport Energy (GPOR) is expected to report on Nov 10 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.1%
avg realized: ±4.2%

Nov 5 '24Nov 5 '24confirmed±6.1%▲+9.91%×1.63

Feb 25 '25Feb 25 '25confirmed±6.9%▼−3.31%×0.48

May 6 '25May 6 '25confirmed±5.5%▲+3.98%×0.73

Aug 5 '25Aug 5 '25confirmed±5.5%▲+1.63%×0.30

Nov 4 '25Nov 4 '25confirmed±6.1%▲+0.19%×0.03

Feb 24 '26Feb 24 '26confirmed±7.7%▲+1.68%×0.22

Q1 FY26May 5 '26confirmed±5.7%▼−7.58%×1.32

Q2 FY26Aug 3 '26confirmed±5.7%▼−4.94%×0.86

quarterimplied−10%0+10%realized×

Q2 FY26±5.7%▼−4.94%×0.86

Q1 FY26±5.7%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.03OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

180%Nov 2016d5450%

1510%Dec 1844d1.171290%1.17

26−4%Jan 1572d0.35750%0.35

20%Apr 16163d0.1316+14%0.13

ExpiryPutsCallsP/C

Nov 2016d180%5450%0.03

Dec 1844d1510%1290%1.17

Jan 1572d26−4%750%0.35

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

Positioning

Linked exposure

scenario · straddle±5.1%

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

26.95%as filednet margin · revenue −26.12% QoQ · −27.79% YoY

Revenue

$323M−26.12% QoQ

Gross profit

$239M−31.23% QoQ

73.82% margin

Operating income

$127M−44.17% QoQ

39.31% margin

Pre-tax income

$111M−47.21% QoQ

Net income

$87M−47.47% QoQ

26.95% margin

Cost of revenue

$85M−6.56% QoQ

Operating expenses

$112M−6.57% QoQ

Depreciation $73M

Other operating $28M

SG&A $11M

Other expense

$16M

Tax

$24M−46.25% QoQ

Revenue$323M−26.12%

Gross profit

$239M−31.23%

73.82% margin

Operating income

$127M−44.17%

39.31% margin

Pre-tax income

$111M−47.21%

Net income

$87M−47.47%

26.95% margin

Cost of revenue

$85M−6.56%

Operating expenses

$112M−6.57%

Depreciation $73M

Other operating $28M

SG&A $11M

Other expense

$16M

Tax$24M−46.25%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:45 ET

Intraday

Event sensitivity

FOMC ×1.58· ±2.4% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%12 of 24×1.58

NFPjobs report±1.6%4 of 10×1.08

PPIproducer prices±1.5%4 of 10×0.99

GDPgross domestic product±1.3%10 of 19×0.84

CPROFcorporate profits±1.2%7 of 12×0.81

CPIconsumer prices±1.2%5 of 10×0.77

PCEpersonal income & outlays±1.0%7 of 19×0.65

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 4.85 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	4.85	—
Q1 FY26	May 5 '26 · confirmed	8.87	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod