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

Implied ±4.7%, either direction.

GXONYSETransportation Services

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

50.25

+0.32 · +0.64%

post 50.25 0.00%

Closed16:00 ET

Open49.28Volume1.2MMkt cap$5.8BP/E45.27EPS1.11

Day49.28 – 50.25100%52-wk43.61 – 66.8529%

GXO

GXO Logistics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.7%implied · report alone

47.8852.66

straddle ±7.3%

spot 50.27exp Nov 20ATM strike 50ATM straddle 4.30IV 45%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

−9.07%

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

74dBODI · customerBeachbody (BODI) Q2 2026 Earnings Call Transcript

News

Largest filed tie

13F top-10 QoQ

+6.93%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

480 managers

Top fund weight

0.16%

GXO weight · MDY

N-PORTJun 30 '26

3 funds

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

GXO Logistics (GXO) reports on Nov 3 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 4 '26confirmed—▼−9.07%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−9.07%—

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.76OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

25,097+2%Nov 2020d32,938+30%

430%Dec 1848d1.9522+5%1.95

4,7460%Jan 1576d0.3712,676−2%0.37

244+2%Feb 19111d0.112,1560%0.11

156+1%Apr 16167d0.93167−1%0.93

ExpiryPutsCallsP/C

Nov 2020d25,097+2%32,938+30%0.76

Dec 1848d430%22+5%1.95

Jan 1576d4,7460%12,676−2%0.37

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

Positioning

Linked exposure

scenario · straddle±7.3%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

0.78%as filednet margin · revenue +4.34% QoQ · +4.30% YoY

Revenue

$3.4B+4.34% QoQ

Gross profit

$3.4B+4.34% QoQ

100.00% margin

Operating income

$77M+97.44% QoQ

2.24% margin

Pre-tax income

$48M+182.35% QoQ

Net income

$27M+440.00% QoQ

0.78% margin

Operating expenses

$3.4B+3.83% QoQ

Other operating $2.9B

SG&A $295M

Depreciation $117M

Other operating $17M

Other expense

$31M

Tax

$21M+75.00% QoQ

Revenue$3.4B+4.34%

Gross profit

$3.4B+4.34%

100.00% margin

Operating income

$77M+97.44%

2.24% margin

Pre-tax income

$48M+182.35%

Net income

$27M+440.00%

0.78% margin

Cost of revenue

Operating expenses

$3.4B+3.83%

Other operating $2.9B

SG&A $295M

Depreciation $117M

Other expense

$31M

Tax$21M+75.00%

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 · 16:00 ET

Intraday

Event sensitivity

NFP ×1.66· ±2.8% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%7 of 10×1.66

PPIproducer prices±1.8%5 of 11×1.07

GDPgross domestic product±1.5%13 of 19×0.92

CPIconsumer prices±1.5%6 of 11×0.87

FOMCrate decision±1.4%10 of 25×0.85

PCEpersonal income & outlays±1.3%11 of 19×0.79

CPROFcorporate profits±1.3%9 of 12×0.76

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.22	—
Q1 FY26	—	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod