How often does Liberty Energy move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

LBRTNYSEOil & Gas Field Services, NEC

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

16.82

Closed16:00 ET

Open17.28Volume4.0MMkt cap$2.8BP/E70.08EPS0.24Div yield2.13%

Day16.50 – 17.2841%52-wk14.54 – 34.2312%

LBRT

Liberty Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

after close · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

−7.85%

vs ±14.8% implied · ×0.53

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Linked news

3dSLB · supplierSLB third-quarter net income $780 million, revenue $9,449 million
30dOXY · customerOccidental to Announce Third Quarter Results Monday, November 9, 2026; Hold Conference Call Tuesday, November 10, 2026

News

Largest filed tie

13F top-10 QoQ

+5.69%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

405 managers

Top fund weight

0.13%

LBRT weight · IWM

N-PORTJun 30 '26

4 funds

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

Liberty Energy (LBRT) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.1%
avg realized: ±12.3%

Jan 29 '25Jan 29 '25confirmed±10.1%▼−7.11%×0.71

Apr 16 '25Apr 16 '25confirmed±7.1%▲+5.69%×0.81

Jul 24 '25Jul 24 '25confirmed±12.8%▲+1.39%×0.11

Oct 16 '25Oct 16 '25confirmed±9.7%▲+28.31%×2.92

Jan 28 '26Jan 28 '26confirmed±9.4%▲+16.24%×1.73

Q1 FY26Apr 22 '26confirmed±11.9%▲+9.86%×0.83

Q2 FY26Jul 22 '26confirmed±13.6%▼−21.96%×1.62

Q3 FY26Oct 21 '26confirmed±14.8%▼−7.85%×0.53

quarterimplied−30%0+30%realized×

Q3 FY26±14.8%▼−7.85%×0.53

Q2 FY26±13.6%

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

1.49OI · 4 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

6,565+284%Nov 2020d0.1545,124+8%0.15

738+15%Dec 1848d0.174,336+75%0.17

11,543+9%Jan 1576d0.6019,3740%0.60

report · Jan 27 · after close · est.

759+7%Mar 19139d509+90%

ExpiryPutsCallsP/C

Nov 2020d6,565+284%45,124+8%0.15

Dec 1848d738+15%4,336+75%0.17

Jan 1576d11,543+9%19,3740%0.60

report · Jan 27 · after close · est.

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

−3.27%as filednet margin · revenue +0.64% QoQ · +26.26% YoY

Revenue$1.2B+0.64%

Gross profit$201M16.81%−3.47%

Operating income$19M1.61%+51.81%

Pre-tax income−$49M−194.66%

Net income−$39M−3.27%−190.59%

Cost of revenue$995M+1.51%

Operating expenses$182M−7.07%

Tax−$10M−213.86%

Other expense−$69M−273.89%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.55· ±3.6% vs ±2.3% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±3.6%4 of 9×1.55

FOMCrate decision±2.6%10 of 24×1.13

GDPgross domestic product±2.5%10 of 19×1.05

CPROFcorporate profits±2.2%8 of 12×0.92

CPIconsumer prices±2.1%9 of 10×0.89

PCEpersonal income & outlays±2.1%7 of 19×0.88

PPIproducer prices±1.9%3 of 10×0.80

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	-0.24	—
Q2 FY26	Jul 22 '26 · confirmed	0.26	—
Q1 FY26	Apr 22 '26 · confirmed	0.14	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod