What move does the options market price into International Flavors & Fragrances's report?

Implied ±11.2%, either direction · provisional.

How often does International Flavors & Fragrances move more than the options market prices?

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

IFFNYSEIndustrial Organic Chemicals

International Flavors & Fragrances Inc (IFF) earnings date, market-implied expected move, and options open interest by expiry

92.17

pre 92.18 0.00%

Pre-market07:20 ETdelayed

Open91.85Volume3.0MMkt cap$23.1BP/E129.83EPS0.71Div yield1.74%

Day91.83 – 92.4358%52-wk59.96 – 95.2791%

IFF

International Flavors & Fragrances Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.2%implied · straddle

81.89102.47

spot 92.18exp Feb 19ATM strike 92.5ATM straddle 12.10IV 30%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 10

after close · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedQ3 FY26Nov 2 close

Implied vs realized

Largest filed tie

32.00%

of IFF revenue · Large multinational customers

customerIFF 10-K

Largest filed tie

13F top-10 QoQ

+1.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

755 managers

Top fund weight

2.71%

IFF weight · XLB

N-PORTJun 30 '26

9 funds

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

International Flavors & Fragrances (IFF) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±6.6%
avg realized: ±8.3%

Nov 5 '24Nov 5 '24confirmed±6.1%▼−11.63%×1.91

Feb 18 '25Feb 18 '25confirmed±5.9%▼−5.16%×0.88

May 6 '25May 6 '25confirmed±6.4%▼−7.08%×1.11

Aug 5 '25Aug 5 '25confirmed±6.2%▼−6.32%×1.02

Nov 4 '25Nov 4 '25confirmed±8.4%▲+4.08%×0.48

Feb 11 '26Feb 11 '26confirmed±7.1%▲+5.89%×0.83

Q1 FY26May 5 '26confirmed±6.4%▲+17.18%×2.68

Q2 FY26Aug 4 '26confirmed±6.5%▲+8.88%×1.37

quarterimplied−20%0+20%realized×

Q2 FY26±6.5%▲+8.88%×1.37

Q1 FY26±6.4%▲+17.18%×2.68

Feb '26±7.1%▲+5.89%×0.83

Nov '25±8.4%▲+4.08%×0.48

Aug '25±6.2%▼−6.32%×1.02

May '25±6.4%▼−7.08%×1.11

2 older reports

Feb '25±5.9%▼−5.16%×0.88

Nov '24±6.1%▼−11.63%×1.91

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

1.72OI · 4 expiries · Nov 2 closeP/C open interest · Feb 19 · first expiry after the report

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

1,3650%Nov 2016d0.413,3670%0.41

2,0780%Dec 1844d1.231,6950%1.23

report · Feb 10 · after close · est.

302+2%Feb 19107d1760%

2560%Mar 19135d0.41622−1%0.41

ExpiryPutsCallsP/C

Nov 2016d1,3650%3,3670%0.41

Dec 1844d2,0780%1,6950%1.23

report · Feb 10 · after close · est.

Feb 19107d302+2%1760%1.72

Mar 19135d2560%622−1%0.41

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

Positioning

Linked exposure

scenario · straddle±11.2%

Funds 4

XLB±0.3%

RSP±0.0%

VTV±0.0%

SPY±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−2.83%as filednet margin · revenue −0.61% QoQ · −27.91% YoY

Revenue$1.9B−0.61%

Gross profit$825M42.48%−3.28%

Operating income$160M8.24%+1.27%

Pre-tax income−$134M−309.38%

Net income−$55M−2.83%−207.84%

Cost of revenue$1.1B+1.45%

Operating expenses$665M−4.32%

Tax−$7M−122.58%

Other expense−$294M−212.77%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 07:15 ET

Intraday

Event sensitivity

FOMC ×1.34· ±1.7% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%6 of 24×1.34

PPIproducer prices±1.5%7 of 10×1.18

CPIconsumer prices±1.4%2 of 10×1.12

NFPjobs report±1.4%6 of 10×1.05

GDPgross domestic product±1.2%9 of 19×0.94

CPROFcorporate profits±1.1%5 of 12×0.85

PCEpersonal income & outlays±1.0%10 of 19×0.74

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS -0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.22	—
Q2 FY26	Aug 4 '26 · confirmed	0.20	—
Q1 FY26	May 5 '26 · confirmed	0.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod