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

Implied ±12.7%, either direction.

KDNYSEServices-Computer Integrated Systems Design

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

13.82

−0.12 · −0.86%

post 13.82 0.00%

Closed16:05 ET

Open13.93Volume3.6MMkt cap$3.0BP/E36.37EPS0.38

Day13.48 – 13.9572%52-wk10.10 – 29.4519%

Kyndryl Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.7%implied · report alone

12.0715.59

straddle ±14.6%

spot 13.83exp Nov 20ATM strike 14ATM straddle 2.38IV 89%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

confirmedQ2 FY27

Calendar

Next report

Last report

−5.38%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

2dIBM · supplierSettleMint Integrates Its Digital Asset Lifecycle Platform with IBM Digital Asset Haven

News

Largest filed tie

13F top-10 QoQ

+7.74%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

678 managers

Top fund weight

0.07%

KD weight · MDY

N-PORTJun 30 '26

3 funds

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

Kyndryl (KD) reports on Nov 4 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q1 FY27Aug 5 '26confirmed—▼−5.38%—

quarterimplied−10%0+10%realized×

Q1 FY27—▼−5.38%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

1.22OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

3,424+59%Nov 2020d2,809+70%

2,819+10%Dec 1848d0.426,704+7%0.42

6,789−5%Jan 1576d0.4415,3350%0.44

583+29%Mar 19139d0.371,558+11%0.37

ExpiryPutsCallsP/C

Nov 2020d3,424+59%2,809+70%1.22

Dec 1848d2,819+10%6,704+7%0.42

Jan 1576d6,789−5%15,3350%0.44

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

Positioning

Linked exposure

scenario · straddle±14.6%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

−1.52%as filednet margin · revenue −3.34% YoY

Revenue$3.6B—

Gross profit$776M21.45%—

Operating income$118M3.26%—

Pre-tax income−$69M—

Net income−$55M−1.52%—

Cost of revenue$2.8B—

Operating expenses$658M—

Tax−$14M—

Other expense−$186M—

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

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

CPI ×1.55· ±3.2% vs ±2.0% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.2%3 of 11×1.55

PPIproducer prices±2.8%7 of 11×1.37

NFPjobs report±2.7%3 of 10×1.33

FOMCrate decision±2.3%11 of 24×1.11

GDPgross domestic product±1.6%4 of 19×0.80

CPROFcorporate profits±1.5%4 of 12×0.75

PCEpersonal income & outlays±1.5%5 of 19×0.73

Bar = avg |move| to ±4% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS -0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 5 '26 · confirmed	-0.25	—
Q4 FY25	—	0.46	—
Q3 FY25	—	0.89	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod