What move does the options market price into Hewlett Packard Enterprise's report?

Implied ±14.1%, either direction.

How often does Hewlett Packard Enterprise move more than the options market prices?

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

HPENYSEComputer & office Equipment

Hewlett Packard Enterprise Co (HPE) earnings date, market-implied expected move, and options open interest by expiry

55.10

−3.77 · −6.41%

post 55.16 +0.11%

Closed19:49 ET

Open55.11Volume16.5MMkt cap$73.1BP/E27.31EPS2.02Div yield1.03%

Day53.70 – 55.5380%52-wk19.57 – 73.5666%

HPE

Hewlett Packard Enterprise Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.1%implied · report alone

8Q avg ±6.8%·×2.09·rich

47.3062.88

straddle ±18.4%

spot 55.09exp Dec 18ATM strike 55ATM straddle 11.90IV 74%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Dec 16

in 45 days

est.Q4 FY26

Calendar

Next report

Last report

+5.04%

vs ±10.0% implied · ×0.50

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Linked news

2dINGM · customerIngram Micro posts Q3 net income $131,080 thousands, EPS $0.57; YTD net $340,816 thousands
3dCNXN · customerPC Connection reports Q3 net income $31,458 thousand, net sales $874,313 thousand
4dSPHR · supplierSphere Entertainment discloses overlapping directors, adopts overlap policy after MSG Rangers distribution

News

Largest filed tie

13F top-10 QoQ

−4.59%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,454 managers

Top fund weight

0.73%

HPE weight · IGPT

N-PORTJul 31 '26

12 funds

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

Hewlett Packard Enterprise (HPE) is expected to report on Dec 16 (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±8.7%
avg realized: ±6.8%

Mar 6 '25Mar 6 '25confirmed±7.3%▼−11.97%×1.63

Jun 3 '25Jun 3 '25confirmed±6.9%▲+0.85%×0.12

Sep 3 '25Sep 3 '25confirmed±7.1%▲+1.49%×0.21

Oct 15 '25Oct 15 '25confirmed±4.6%▼−10.14%×2.20

Dec 4 '25Dec 4 '25confirmed±6.4%▲+1.88%×0.30

Q1 FY26Mar 9 '26confirmed±8.2%▼−3.26%×0.40

Q2 FY26Jun 1 '26confirmed±19.4%▲+19.47%×1.00

Q3 FY26Sep 2 '26confirmed±10.0%▲+5.04%×0.50

quarterimplied−20%0+20%realized×

Q3 FY26±10.0%▲+5.04%×0.50

Q2 FY26±19.4%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.54OI · 10 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

4 nearer expiries

5,294+11%Nov 65d0.648,299+6%0.64

4,290+2%Nov 1312d1.343,202+4%1.34

51,290+1%Nov 2019d0.8262,565+1%0.82

2,389+180%Nov 2726d0.604,008+100%0.60

111+208%Dec 433d0.15729+7%0.15

24—Dec 1140d2.679—2.67

ExpiryPutsCallsP/C

4 nearer expiries

Nov 65d5,294+11%8,299+6%0.64

Nov 1312d4,290+2%3,202+4%1.34

Nov 2019d51,290+1%62,565

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

Positioning

Linked exposure

scenario · straddle±18.4%

Funds 4

IGPT±0.1%

XLK±0.1%

REVS±0.0%

VTV±0.0%

Suppliers 2

SPHR±5.8%×0.32

NTNX±5.1%×0.28

Customers 4

HPQ±6.5%×0.36

SNX±6.3%×0.34

PLUS±3.8%×0.21

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

12.61%as filednet margin · revenue +14.38% QoQ · +33.68% YoY

Revenue

$12.2B+14.38% QoQ

Gross profit

$4.9B+25.62% QoQ

40.11% margin

Operating income

$1.4B+86.48% QoQ

11.41% margin

Pre-tax income

$1.8B+152.07% QoQ

Net income

$1.5B+146.79% QoQ

12.61% margin

Cost of revenue

$7.3B+7.91% QoQ

Operating expenses

$3.5B+11.20% QoQ

SG&A $2.0B

R&D $1.2B

Other operating $386M

Tax

$222M+196.00% QoQ

Other income

$369M+868.75% QoQ

Revenue$12.2B+14.38%

Gross profit

$4.9B+25.62%

40.11% margin

Operating income

$1.4B+86.48%

11.41% margin

Pre-tax income

$1.8B+152.07%

Net income

$1.5B+146.79%

12.61% margin

Cost of revenue

$7.3B+7.91%

Operating expenses

$3.5B+11.20%

SG&A $2.0B

R&D $1.2B

Other operating $386M

Other income$369M+868.75%

Tax$222M+196.00%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

CPI ×2.10· ±4.3% vs ±2.0% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.3%7 of 11×2.10

NFPjobs report±3.7%5 of 10×1.84

PPIproducer prices±3.3%4 of 11×1.64

GDPgross domestic product±1.8%8 of 20×0.90

PCEpersonal income & outlays±1.8%8 of 20×0.89

CPROFcorporate profits±1.8%5 of 12×0.88

FOMCrate decision±1.5%18 of 25×0.73

Bar = avg |move| to ±5% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 1.06 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 2 '26 · confirmed	1.06	—
Q2 FY26	Jun 1 '26 · confirmed	0.44	—
Q1 FY26	Mar 9 '26 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod