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

Implied ±15.3%, either direction.

How often does Hyliion move more than the options market prices?

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

HYLNNYSETruck & Bus Bodies

Hyliion Holdings Corp. (HYLN) earnings date, market-implied expected move, and options open interest by expiry

3.14

Pre-market16:00 ETdelayed

Open3.01Volume1.3MMkt cap$551.9MEPS-0.30

Day3.01 – 3.3441%52-wk1.56 – 8.4923%

HYLN

Hyliion Holdings Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.3%implied · report alone

8Q avg ±9.3%·×1.64·rich

2.673.63

straddle ±19.6%

spot 3.15exp Nov 20ATM strike 3ATM straddle 0.72IV 141%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

before open · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

−0.77%

vs ±14.4% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

100.00%

of HYLN revenue · ONR

customerHYLN 10-K

Largest filed tie

13F top-10 QoQ

+9.84%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

168 managers

Top fund weight

0.02%

HYLN weight · IWM

N-PORTJun 30 '26

3 funds

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

Hyliion (HYLN) is expected to report on Nov 11 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±15.2%
avg realized: ±9.3%

Nov 14 '24Nov 14 '24confirmed±14.4%▼−2.68%×0.19

Feb 25 '25Feb 25 '25confirmed±19.8%▲+1.09%×0.06

May 13 '25May 13 '25confirmed±9.2%▼−17.80%×1.94

Aug 12 '25Aug 12 '25confirmed±21.6%▼−1.78%×0.08

Q3 FY25Nov 12 '25confirmed±13.8%▼−12.84%×0.93

Q1 FY26Feb 24 '26confirmed±15.7%▼−3.52%×0.22

May 12 '26May 12 '26confirmed±12.4%▲+33.96%×2.75

Q2 FY26Aug 11 '26confirmed±14.4%▼−0.77%×0.05

quarterimplied−35%0+35%realized×

Q2 FY26±14.4%▼−0.77%×0.05

May '26±12.4%▲+33.96%×2.75

Q1 FY26±15.7%▼−3.52%×0.22

Q3 FY25±13.8%▼−12.84%×0.93

Aug '25±21.6%▼−1.78%×0.08

May '25±9.2%▼−17.80%×1.94

2 older reports

Feb '25±19.8%▲+1.09%×0.06

Nov '24±14.4%▼−2.68%×0.19

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.86OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1,941+5%Nov 2016d2,253+42%

178+24%Dec 1844d0.45393+289%0.45

3,401+2%Jan 1572d0.1325,368+1%0.13

519+3%Apr 16163d0.173,072+3%0.17

ExpiryPutsCallsP/C

Nov 2016d1,941+5%2,253+42%0.86

Dec 1844d178+24%393+289%0.45

Jan 1572d3,401+2%25,368+1%0.13

Apr 16163d519+3%3,072+3%0.17

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

Positioning

Linked exposure

scenario · straddle±19.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−220.59%as filednet margin · revenue +46.09% QoQ · +69.55% YoY

Revenue$6M+46.09%

Pre-tax income−$14M−18.67%

Net income−$14M−220.59%−18.67%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.49· ±6.6% vs ±4.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±6.6%5 of 10×1.49

GDPgross domestic product±4.4%11 of 19×0.99

PCEpersonal income & outlays±4.3%7 of 19×0.96

FOMCrate decision±4.0%12 of 24×0.89

CPIconsumer prices±3.7%8 of 10×0.83

NFPjobs report±3.3%2 of 10×0.74

CPROFcorporate profits±3.0%8 of 12×0.67

Bar = avg |move| to ±7% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.08	—
Q1 FY26	Feb 24 '26 · confirmed	-0.07	—
Q3 FY25	Nov 12 '25 · confirmed	-0.08	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod