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

Implied ±12.3%, either direction.

KVYONYSEServices-Prepackaged Software

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

20.13

−0.30 · −1.48%

post 20.00 −0.63%

Closed16:03 ET

Open20.43Volume3.4MMkt cap$5.7BP/E844.41

Day19.93 – 20.6310%52-wk12.53 – 33.3636%

KVYO

Klaviyo, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.3%implied · report alone

17.6622.62

straddle ±15.5%

spot 20.14exp Nov 20ATM strike 20ATM straddle 3.67IV 96%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−13.32%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

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News

Largest filed tie

13F top-10 QoQ

−2.27%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

277 managers

Top fund weight

0.01%

KVYO weight · REVS

N-PORTJul 31 '26

2 funds

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

Klaviyo (KVYO) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▼−13.32%—

quarterimplied−15%0+15%realized×

Q2 FY26—▼−13.32%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.20OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

2,036+11%Nov 2021d10,406+1%

45+5%Dec 1849d0.015,294+2%0.01

14,012−1%Jan 1577d0.6322,194−3%0.63

450+5%Apr 16168d0.301,525+1%0.30

ExpiryPutsCallsP/C

Nov 2021d2,036+11%10,406+1%0.20

Dec 1849d45+5%5,294+2%0.01

Jan 1577d14,012−1%22,194−3%0.63

Apr 16168d450+5%1,525+1%0.30

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

Positioning

Linked exposure

scenario · straddle±15.5%

Funds 2

REVS±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−2.39%as filednet margin · revenue +3.51% QoQ · +26.43% YoY

Revenue$371M+3.51%

Gross profit$269M72.62%+0.08%

Operating income−$15M−4.04%−957.48%

Pre-tax income−$7M−166.29%

Net income−$9M−2.39%−197.91%

Cost of revenue$101M+13.87%

Operating expenses$284M+6.33%

Tax$2M+3.63%

Other income$8M−12.46%

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

PPI ×1.24· ±3.3% vs ±2.7% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.3%3 of 11×1.24

CPIconsumer prices±3.3%5 of 11×1.22

GDPgross domestic product±2.7%9 of 19×1.02

NFPjobs report±2.6%3 of 10×0.98

FOMCrate decision±2.5%12 of 24×0.94

CPROFcorporate profits±2.5%6 of 12×0.93

PCEpersonal income & outlays±2.3%7 of 19×0.86

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.03	—
Q1 FY26	—	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod