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

Implied ±5.8%, either direction.

ITTNYSEPumps & Pumping Equipment

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

198.63

−3.93 · −1.94%

post 198.62 −0.01%

Closed16:00 ET

Open200.00Volume838,084Mkt cap$17.7BP/E38.72EPS5.13Div yield0.76%

Day197.75 – 201.1526%52-wk165.97 – 229.8851%

ITT

ITT Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.8%implied · report alone

186.94210.06

straddle ±7.5%

spot 198.50exp Nov 20ATM strike 200ATM straddle 17.50IV 46%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+5.06%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

6.00%

of ITT revenue · Aumovio

customerITT 10-K

Largest filed tie

13F top-10 QoQ

+8.14%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

721 managers

Top fund weight

0.48%

ITT weight · MDY

N-PORTJun 30 '26

5 funds

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

ITT (ITT) is expected to report on Nov 2 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+5.06%—

quarterimplied−10%0+10%realized×

Q2 FY26—▲+5.06%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

17.60OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

5,1230%Nov 2020d291+3%

400%Dec 1848d0.69580%0.69

2680%Jan 1576d0.693890%0.69

810%Apr 16167d0.74109+4%0.74

ExpiryPutsCallsP/C

Nov 2020d5,1230%291+3%17.60

Dec 1848d400%580%0.69

Jan 1576d2680%3890%0.69

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

Positioning

Linked exposure

scenario · straddle±7.5%

Funds 4

MDY±0.0%

FTC±0.0%

VIG±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

5.87%as filednet margin · revenue +21.55% QoQ · +51.49% YoY

Revenue

$1.5B+21.55% QoQ

Gross profit

$510M+18.96% QoQ

34.63% margin

Operating income

$180M+27.69% QoQ

12.24% margin

Pre-tax income

$135M+4.97% QoQ

Net income

$87M+8.81% QoQ

5.87% margin

Cost of revenue

$963M+22.97% QoQ

Operating expenses

$330M+14.67% QoQ

SG&A $144M

Marketing $88M

R&D $36M

Other operating $63M

Other expense

$45M

Tax

$49M−1.22% QoQ

Revenue$1.5B+21.55%

Gross profit

$510M+18.96%

34.63% margin

Operating income

$180M+27.69%

12.24% margin

Pre-tax income

$135M+4.97%

Net income

$87M+8.81%

5.87% margin

Cost of revenue

$963M+22.97%

Operating expenses

$330M+14.67%

SG&A $144M

Marketing $88M

R&D $36M

Other expense

$45M

Tax$49M−1.22%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 4 '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

FOMC ×1.31· ±1.7% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%9 of 24×1.31

PCEpersonal income & outlays±1.5%11 of 19×1.13

CPROFcorporate profits±1.4%6 of 12×1.08

CPIconsumer prices±1.3%6 of 11×1.02

GDPgross domestic product±1.2%11 of 19×0.95

NFPjobs report±1.1%5 of 10×0.81

PPIproducer prices±0.9%4 of 11×0.70

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

Earnings history

EPS 0.95 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.95	—
Q1 FY26	—	0.89	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod