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

Implied ±6.9%, either direction.

GTENYSEMining

Gran Tierra Energy Inc. (GTE) earnings date, market-implied expected move, and options open interest by expiry

11.32

+0.01 · +0.12%

post 11.34 +0.12%

Closed15:59 ET

Open11.40Volume287,582Mkt cap$400.9MEPS-7.23

Day11.31 – 11.4127%52-wk3.09 – 11.9493%

GTE

Gran Tierra Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.9%implied · report alone

10.5412.12

straddle ±14.4%

spot 11.33exp Nov 20ATM strike 12.5ATM straddle 1.93IV 74%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+8.72%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

70 managers

Top fund weight

—

Gran Tierra Energy (GTE) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

1.58OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

5,1700%Nov 2020d3,2740%

1,0780%Feb 19111d0.771,4020%0.77

ExpiryPutsCallsP/C

Nov 2020d5,1700%3,2740%1.58

Feb 19111d1,0780%1,4020%0.77

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

13.28%as filednet margin · revenue +8.79% QoQ · +25.32% YoY

Revenue

$187M+8.79% QoQ

Gross profit

$183M+9.91% QoQ

97.91% margin

Operating income

$68M+169.47% QoQ

36.16% margin

Pre-tax income

$45M+131.11% QoQ

Net income

$25M+120.86% QoQ

13.28% margin

Cost of revenue

$4M−26.32% QoQ

Operating expenses

$116M−56.25% QoQ

Depreciation $62M

SG&A $61M

Other expense

$22M

Tax

$20M+177.04% QoQ

Revenue$187M+8.79%

Gross profit

$183M+9.91%

97.91% margin

Operating income

$68M+169.47%

36.16% margin

Pre-tax income

$45M+131.11%

Net income

$25M+120.86%

13.28% margin

Cost of revenue

$4M−26.32%

Operating expenses

$116M−56.25%

Depreciation $62M

SG&A $61M

Other expense

$22M

Tax$20M+177.04%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.36· ±3.8% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.8%5 of 10×1.36

PPIproducer prices±3.6%5 of 11×1.26

FOMCrate decision±2.8%12 of 24×0.99

CPIconsumer prices±2.6%5 of 11×0.90

GDPgross domestic product±2.2%11 of 19×0.76

CPROFcorporate profits±2.1%7 of 12×0.73

PCEpersonal income & outlays±1.9%9 of 19×0.68

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

Earnings history

EPS 0.70 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.70	—
Q1 FY26	—	-3.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod