What move does the options market price into Helen of Troy's report?

Implied ±21.4%, either direction · provisional.

How often does Helen of Troy move more than the options market prices?

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

HELENasdaqElectric Housewares & Fans

Helen of Troy Ltd (HELE) earnings date, market-implied expected move, and options open interest by expiry

28.88

−0.83 · −2.81%

post 28.88 0.00%

Closed16:00 ET

Open30.00Volume392,423Mkt cap$675.8MEPS-4.25

Day28.60 – 30.0020%52-wk13.85 – 31.9883%

HELE

Helen of Troy Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.4%implied · straddle

22.7135.07

spot 28.89exp Jan 15ATM strike 30ATM straddle 7.28IV 68%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 7

before open · in 68 days

est.Q3 FY27

Calendar

Next report

Last report

+3.91%

vs ±14.6% implied · ×0.27

shaded = implied · ▲▼ = realized

Oct 8 '26 · confirmed

Implied vs realized

Largest filed tie

50.00%

of HELE revenue · Top five customers

customerHELE 10-K

Largest filed tie

13F top-10 QoQ

+29.51%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

202 managers

Top fund weight

0.02%

HELE weight · IWM

N-PORTJun 30 '26

3 funds

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

Helen of Troy (HELE) is expected to report on Jan 7 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.0%
avg realized: ±12.2%

Jan 8 '25Jan 8 '25confirmed±12.2%▼−0.55%×0.05

Apr 24 '25Apr 24 '25confirmed±13.2%▼−11.96%×0.91

Jul 10 '25Jul 10 '25confirmed±11.9%▼−22.71%×1.91

Oct 9 '25Oct 9 '25confirmed±16.1%▼−24.99%×1.55

Q3 FY26Jan 8 '26confirmed±14.7%▼−2.40%×0.16

Apr 23 '26Apr 23 '26confirmed±15.2%▲+20.49%×1.34

Q1 FY27Jul 8 '26confirmed±14.4%▼−10.22%×0.71

Q2 FY27Oct 8 '26confirmed±14.6%▲+3.91%×0.27

quarterimplied−25%0+25%realized×

Q2 FY27±14.6%▲+3.91%×0.27

Q1 FY27±14.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.84OI · 3 expiries · Oct 26 closeP/C open interest · Jan 15 · first expiry after the report

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

1,0140%Nov 2020d1.158830%1.15

report · Jan 7 · before open · est.

6,3780%Jan 1576d7,6260%

57+2%Feb 19111d0.20284+6%0.20

ExpiryPutsCallsP/C

Nov 2020d1,0140%8830%1.15

report · Jan 7 · before open · est.

Jan 1576d6,3780%7,6260%0.84

Feb 19111d57+2%

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

Positioning

Linked exposure

scenario · straddle±21.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

TGT±4.2%×0.20

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

1.05%as filednet margin · revenue +9.65% QoQ · +2.12% YoY

Revenue

$441M+9.65% QoQ

Gross profit

$230M+24.49% QoQ

52.19% margin

Operating income

$23M−62.02% QoQ

5.20% margin

Pre-tax income

$14M−71.47% QoQ

Net income

$5M−87.05% QoQ

1.05% margin

Cost of revenue

$211M−2.97% QoQ

Operating expenses

$207M+66.42% QoQ

SG&A $205M

Other operating $3M

Other expense

$9M

Tax

$9M−27.11% QoQ

Revenue$441M+9.65%

Gross profit

$230M+24.49%

52.19% margin

Operating income

$23M−62.02%

5.20% margin

Pre-tax income

$14M−71.47%

Net income

$5M−87.05%

1.05% margin

Cost of revenue

$211M−2.97%

Operating expenses

$207M+66.42%

SG&A $205M

Other operating $3M

Other expense

$9M

Tax$9M−27.11%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Aug 31 '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

PPI ×1.27· ±3.1% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.1%5 of 10×1.27

Quarter	Reported	EPS	Consensus
Q2 FY27	Oct 8 '26 · confirmed	0.19	—
Q1 FY27	Jul 8 '26 · confirmed	1.51	—
Q3 FY26	Jan 8 '26 · confirmed	-3.65	—

Helen of Troy Ltd (HELE) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Positioning

Implied vs realized

Event sensitivity

Earnings history

Methodology

Intraday

Helen of Troy Ltd (HELE) earnings date, market-implied expected move, and options open interest by expiry

Linked exposure

Revenue flow