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

Implied ±12.1%, either direction.

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

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

GRPNNasdaqServices-Advertising Agencies

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

17.30

+1.80 · +11.58%

post 17.30 0.00%

After hours16:00 ETdelayed

Open15.75Volume990,359Mkt cap$630.3M

Day15.21 – 17.5290%52-wk9.17 – 29.9039%

GRPN

Groupon, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.1%implied · report alone

8Q avg ±19.7%·×0.61·cheap

15.2219.40

straddle ±15.5%

spot 17.31exp Nov 20ATM strike 17ATM straddle 3.15IV 111%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−0.48%

vs ±18.6% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.24%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

165 managers

Top fund weight

0.02%

GRPN weight · IWM

N-PORTJun 30 '26

3 funds

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

Groupon (GRPN) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±18.2%
avg realized: ±19.7%

Nov 12 '24Nov 12 '24confirmed±20.5%▼−27.03%×1.32

Mar 11 '25Mar 11 '25confirmed±16.3%▲+43.09%×2.64

May 7 '25May 7 '25confirmed±13.6%▲+42.58%×3.12

Aug 6 '25Aug 6 '25confirmed±13.2%▲+20.28%×1.53

Nov 6 '25Nov 6 '25confirmed±23.8%▼−5.03%×0.21

Q1 FY26Mar 10 '26confirmed±20.9%▼−4.32%×0.21

May 7 '26May 7 '26confirmed±18.5%▲+15.01%×0.81

Q2 FY26Aug 6 '26confirmed±18.6%▼−0.48%×0.03

quarterimplied−45%0+45%realized×

Q2 FY26±18.6%▼−0.48%×0.03

May '26±18.5%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.39OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

7,144+3%Nov 2016d18,355+5%

1,321+1%Dec 1844d0.0526,913+11%0.05

23,1030%Jan 1572d0.5939,150+1%0.59

365+1%Apr 16163d0.351,056+16%0.35

ExpiryPutsCallsP/C

Nov 2016d7,144+3%18,355+5%0.39

Dec 1844d1,321+1%26,913+11%0.05

Jan 1572d23,1030%39,150+1%0.59

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

Positioning

Linked exposure

scenario · straddle±15.5%

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

−1.18%as filednet margin · revenue +6.38% QoQ · −0.82% YoY

Revenue$125M+6.38%

Gross profit$113M90.95%+6.92%

Operating income−$717,000−0.58%+78.40%

Pre-tax income−$4M+48.09%

Net income−$1M−1.18%+88.34%

Cost of revenue$11M+1.18%

Operating expenses$114M+4.33%

Tax−$3M−151.77%

Other expense−$3M+25.07%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.19· ±4.1% vs ±3.5% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.1%5 of 12×1.19

NFPjobs report±3.7%3 of 10×1.06

CPIconsumer prices±3.3%8 of 10×0.95

FOMCrate decision±3.0%11 of 24×0.86

GDPgross domestic product±3.0%9 of 19×0.86

PCEpersonal income & outlays±2.5%7 of 19×0.71

PPIproducer prices±2.4%4 of 10×0.69

Bar = avg |move| to ±5% · tick = ±3.5% avg day · ×base = |move| ÷ ±3.5% · min 6 releases

Earnings history

EPS -0.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.04	—
Q1 FY26	Mar 10 '26 · confirmed	-0.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod