What move does the options market price into HawkEye 360's report?

Implied ±9.2%, either direction.

HAWKNYSEServices

HawkEye 360, Inc. (HAWK) earnings date, market-implied expected move, and options open interest by expiry

13.55

Closed16:00 ET

Open14.02Volume1.8MMkt cap$839.1M

Day13.51 – 14.027%52-wk11.25 – 35.739%

HAWK

HawkEye 360, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.2%implied · report alone

12.3114.79

straddle ±14.7%

spot 13.55exp Nov 20ATM strike 12.5ATM straddle 2.35IV 82%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

after close · in 11 days

confirmedQ3 FY26

Calendar

Next report

Last report

—

Largest filed tie

39.00%

of HAWK revenue · National Reconnaissance Office

customerHAWK S-1/A

Largest filed tie

13F top-10 QoQ

—

102 managers

Top fund weight

0.00%

HAWK weight · VTI

N-PORTJun 30 '26

1 fund

HawkEye 360 (HAWK) reports on Nov 12 after close (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 16 close

1.96OI · 2 expiries · Oct 16 closeP/C open interest · Nov 20 · first expiry after the report

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

6,3720%Nov 2019d3,252+7%

3,960+108%Feb 19110d2.551,552+1%2.55

ExpiryPutsCallsP/C

Nov 2019d6,3720%3,252+7%1.96

Feb 19110d3,960+108%1,552+1%2.55

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

Positioning

Linked exposure

scenario · straddle±14.7%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−30.67%as filednet margin · revenue +0.02% QoQ · +87.07% YoY

Revenue$50M+0.02%

Gross profit$30M60.94%+3.32%

Operating income−$12M−23.18%−105.55%

Pre-tax income−$15M−66.53%

Net income−$15M−30.67%−69.96%

Cost of revenue$19M−4.71%

Operating expenses$42M+19.73%

Tax$275,000+1475.00%

Other expense−$3M−1.92%

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

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 ×0.70· ±2.5% vs ±3.6% · 6 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%4 of 6×0.70

Bar = avg |move| to ±4% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.07	—
Q1 FY26	—	-1.14	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod