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

Implied ±7.4%, either direction · provisional.

IDANYSEElectric Services

Idacorp Inc (IDA) earnings date, market-implied expected move, and options open interest by expiry

144.34

Closed16:06 ET

Open147.91Volume598,630Mkt cap$8.6BP/E24.22EPS5.96Div yield2.42%

Day144.34 – 147.910%52-wk121.82 – 153.9770%

IDA

Idacorp Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · straddle

134.67156.09

spot 145.38exp Feb 19ATM strike 145ATM straddle 12.60IV 20%

Oct 30 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 18

before open · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

+2.78%

vs ±3.8% implied · ×0.74

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+6.46%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

563 managers

Top fund weight

0.23%

IDA weight · MDY

N-PORTJun 30 '26

4 funds

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

Idacorp (IDA) is expected to report on Feb 18 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 30 '26confirmed—▼−1.73%—

Q3 FY26Oct 29 '26confirmed±3.8%▲+2.78%×0.74

quarterimplied−5%0+5%realized×

Q3 FY26±3.8%▲+2.78%×0.74

Q2 FY26—▼−1.73%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

1.12OI · 3 expiries · Oct 29 closeP/C open interest · Feb 19 · first expiry after the report

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

5640%Nov 2020d2.65213+1%2.65

10%Dec 1848d—0——

report · Feb 18 · before open · est.

470%Feb 19111d420%

ExpiryPutsCallsP/C

Nov 2020d5640%213+1%2.65

Dec 1848d10%0——

report · Feb 18 · before open · est.

Feb 19111d47

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

Positioning

Linked exposure

scenario · straddle±7.4%

Funds 4

MDY±0.0%

VIG±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

26.39%as filednet margin · revenue +29.42% QoQ · +15.95% YoY

Revenue

$608M+29.42% QoQ

Gross profit

$250M+15.20% QoQ

41.18% margin

Operating income

$179M+36.95% QoQ

29.39% margin

Pre-tax income

$163M+39.57% QoQ

Net income

$160M+55.96% QoQ

26.39% margin

Cost of revenue

$358M+41.67% QoQ

Operating expenses

$72M−17.49% QoQ

Depreciation $72M

SG&A $250,000

Other expense

$15M

Tax

$3M−78.87% QoQ

Revenue$608M+29.42%

Gross profit

$250M+15.20%

41.18% margin

Operating income

$179M+36.95%

29.39% margin

Pre-tax income

$163M+39.57%

Net income

$160M+55.96%

26.39% margin

Cost of revenue

$358M+41.67%

Operating expenses

$72M−17.49%

Depreciation $72M

SG&A $250,000

Other expense

$15M

Tax$3M−78.87%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 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

CPROF ×1.20· ±1.0% vs ±0.9% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±1.0%7 of 12×1.20

GDPgross domestic product±1.0%11 of 19×1.19

PCEpersonal income & outlays±1.0%15 of 19×1.17

FOMCrate decision±1.0%8 of 25×1.14

NFPjobs report±0.9%8 of 10×1.03

CPIconsumer prices±0.8%7 of 11×0.92

PPIproducer prices±0.7%4 of 11×0.84

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 2.73 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	2.73	—
Q2 FY26	Jul 30 '26 · confirmed	1.79	—
Q4 FY25	—	0.78	—
Q3 FY25	—	2.26	—

Methodology

ties · implied moves · holdersMethod