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

Implied ±11.6%, either direction · provisional.

How often does Insteel Industries move more than the options market prices?

3 of the last 7 reports moved at least as far as the implied move.

IIINNYSESteel Works, Blast Furnaces & Rolling & Finishing Mills

Insteel Industries Inc (IIIN) earnings date, market-implied expected move, and options open interest by expiry

28.82

+0.26 · +0.90%

post 28.80 −0.06%

After hours15:59 ETdelayed

Open28.92Volume95,644Mkt cap$552.7MP/E18.95EPS1.52Div yield0.42%

Day28.54 – 28.9269%52-wk24.30 – 38.3432%

IIIN

Insteel Industries Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.6%implied · straddle

26.3633.24

spot 29.80exp Jan 15ATM strike 30ATM straddle 4.05IV 38%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Jan 14

before open · in 71 days

est.Q1 FY27

Calendar

Next report

Last report

−0.30%

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−6.64%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

188 managers

Top fund weight

0.02%

IIIN weight · IWM

N-PORTJun 30 '26

3 funds

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

Insteel Industries (IIIN) is expected to report on Jan 14 before open (estimated date).

Implied vs realized

8 reports

3 of 7≥ implied

avg implied: ±8.1%
avg realized: ±10.1%

Jan 16 '25Jan 16 '25confirmed±9.3%▲+3.71%×0.40

Apr 17 '25Apr 17 '25confirmed±8.2%▲+13.81%×1.69

Jul 17 '25Jul 17 '25confirmed±6.5%▼−6.33%×0.98

Oct 16 '25Oct 16 '25confirmed±8.5%▼−19.23%×2.27

Jan 15 '26Jan 15 '26confirmed±6.7%▼−4.45%×0.67

Q2 FY26Apr 16 '26confirmed±9.4%▼−22.10%×2.35

Q3 FY26Jul 16 '26confirmed±7.9%▲+1.28%×0.16

Q4 FY26Oct 22 '26confirmed—▼−0.30%—

quarterimplied−25%0+25%realized×

Q4 FY26—▼−0.30%—

Q3 FY26±7.9%▲+1.28%

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

Implied vs realized

Positioning

OI · 1 expiry · Nov 3 close

0.82OI · 1 expiry · Nov 3 closeP/C open interest · Jan 15 · first expiry after the report

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

1,6010%Jan 1572d1,9590%

ExpiryPutsCallsP/C

Jan 1572d1,6010%1,9590%0.82

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

Positioning

Linked exposure

scenario · straddle±11.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

3.69%derived from FYnet margin · revenue +5.88% QoQ · +17.94% YoY

Revenue

$209M+5.88% QoQ

Gross profit

$21M+4.58% QoQ

10.05% margin

Operating income

$10M−14.14% QoQ

4.75% margin

Pre-tax income

$10M−12.84% QoQ

Net income

$8M−14.43% QoQ

3.69% margin

Cost of revenue

$188M+6.03% QoQ

Operating expenses

$11M+30.05% QoQ

SG&A $10M

Other operating $705,000

Tax

$2M−7.50% QoQ

Other income

$235,000+139.80% QoQ

Revenue$209M+5.88%

Gross profit

$21M+4.58%

10.05% margin

Operating income

$10M−14.14%

4.75% margin

Pre-tax income

$10M−12.84%

Net income

$8M−14.43%

3.69% margin

Cost of revenue

$188M+6.03%

Operating expenses

$11M+30.05%

SG&A $10M

Other operating $705,000

Other income$235,000+139.80%

Tax$2M−7.50%

flow · deduction · inflow · signed % = QoQDerived: FY − Q1–Q3 · QE Oct 3 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×0.93· ±1.5% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%13 of 24×0.93

PCEpersonal income & outlays±1.4%12 of 19×0.87

CPIconsumer prices±1.3%5 of 10×0.81

CPROFcorporate profits±1.2%7 of 12×0.75

PPIproducer prices±1.2%5 of 10×0.74

GDPgross domestic product±1.2%12 of 19×0.73

NFPjobs report±1.1%5 of 10×0.67

Bar = avg |move| to ±2% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Oct 22 '26 · confirmed	0.39	—
Q3 FY26	Jul 16 '26 · confirmed	0.46	—
Q2 FY26	Apr 16 '26 · confirmed	0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod