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

Implied ±17.0%, either direction · provisional.

KGCNYSEGold and Silver Ores

Kinross Gold Corp (KGC) earnings date, market-implied expected move, and options open interest by expiry

20.15

Closed19:16 ET

Open21.14Volume13.0MMkt cap$24.2BP/E10.28EPS1.96Div yield0.77%

Day19.73 – 21.2528%52-wk19.70 – 38.962%

KGC

Kinross Gold Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.0%implied · straddle

16.7223.54

spot 20.13exp Feb 19ATM strike 20ATM straddle 4.02IV 46%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 17

after close · in 109 days

est.

Calendar

Next report

Last report

−6.01%

vs ±4.5% implied · ×1.35

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−17.22%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

640 managers

Top fund weight

1.15%

KGC weight · EWC

N-PORTAug 31 '26

2 funds

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

Kinross Gold (KGC) is expected to report on Feb 17 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Jul 29 '26Jul 29 '26confirmed—▲+1.77%—

Oct 28 '26Oct 28 '26confirmed±4.5%▼−6.01%×1.35

quarterimplied−10%0+10%realized×

Oct '26±4.5%▼−6.01%×1.35

Jul '26—▲+1.77%

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

Implied vs realized

Positioning

OI · 9 expiries · Oct 29 close

2.46OI · 9 expiries · Oct 29 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

587+11%Nov 66d0.81721+32%0.81

267+1%Nov 1313d0.241,095+1%0.24

16,821−2%Nov 2020d0.5828,762+5%0.58

36+9%Nov 2727d0.231570%0.23

15—Dec 434d0.2269—0.22

0—Dec 1141d—0——

4,694+1%Dec 1848d0.716,616+2%0.71

35,5730%Jan 1576d0.6356,329+3%0.63

report · Feb 17 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d587+11%721+32%0.81

Nov 1313d267+1%1,095+1%0.24

Nov 2020d16,821−2%28,762

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

Positioning

Linked exposure

scenario · straddle±17.0%

Funds 2

EWC±0.2%

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

PPI ×1.70· ±3.7% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.7%3 of 10×1.70

NFPjobs report±3.5%5 of 9×1.63

FOMCrate decision±2.5%12 of 24×1.18

GDPgross domestic product±2.2%12 of 19×1.03

PCEpersonal income & outlays±2.2%11 of 19×1.01

CPIconsumer prices±2.1%7 of 10×0.98

CPROFcorporate profits±1.8%8 of 12×0.84

Bar = avg |move| to ±4% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod