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

Implied ±55.6%, either direction · provisional.

LCIDNasdaqMotor Vehicles & Passenger Car Bodies

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

3.29

+0.31 · +10.23%

post 3.27 −0.46%

After hours16:01 ETdelayed

Open3.05Volume19.0MMkt cap$1.2B

Day3.03 – 3.2994%52-wk2.37 – 18.106%

LCID

Lucid Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±55.6%implied · straddle

1.324.64

spot 2.98exp Mar 19ATM strike 3ATM straddle 1.95IV 139%

Nov 5 closeprovisional

Expected move

Inputs

Next report

Feb 26

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

−0.24%

vs ±5.8% implied · ×0.04

shaded = implied · ▲▼ = realized

Oct 5 '26 · confirmed

Implied vs realized

Linked news

4hTSLA · supplierCybertruck’s run comes to an end as Musk kills off pricey pet project
2dUBER · customerUber posts Q3 revenue $14,766 million, net income $569 million, diluted EPS $0.25
8dSIRI · supplierSirius XM Q3 net income $317 million, EPS $0.94; nine months net $801 million

News

Largest filed tie

13F top-10 QoQ

+19.81%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

396 managers

Top fund weight

0.03%

LCID weight · IWM

N-PORTJun 30 '26

4 funds

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

Lucid (LCID) is expected to report on Feb 26 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 4 '26confirmed±18.7%▼−13.88%×0.74

Oct 5 '26Oct 5 '26confirmed±5.8%▼−0.24%×0.04

quarterimplied−20%0+20%realized×

Oct '26±5.8%▼−0.24%×0.04

Q2 FY26±18.7%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 4 close

1.11OI · 10 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

7 nearer expiries

4,899+14%Nov 60d0.2817,403+30%0.28

1,779+40%Nov 137d0.1810,163+29%0.18

106,784−1%Nov 2014d1.4772,5170%1.47

2,959+2%Nov 2721d2.171,364+7%2.17

46—Dec 428d0.8753—0.87

27+42%Dec 1135d0.7536+414%0.75

258,630+19%Dec 1842d1.97131,590+2%1.97

260,2030%Jan 1570d0.98265,0390%0.98

21,157+4%Feb 19105d1.1718,0540%1.17

report · Feb 26 · after close · est.

ExpiryPutsCallsP/C

7 nearer expiries

Nov 60d4,899+14%17,403+30%0.28

Nov 137d1,779+40%10,163+29%0.18

Nov 2014d106,784−1%72,517

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

Positioning

Linked exposure

scenario · straddle±55.6%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−255.30%as filednet margin · revenue +43.50% QoQ · +56.24% YoY

Revenue$405M+43.50%

Gross profit−$427M−105.27%−36.90%

Operating income−$1.1B−266.97%−9.37%

Pre-tax income−$1.0B−0.55%

Net income−$1.0B−255.30%−0.63%

Cost of revenue$832M+40.04%

Operating expenses$655M−3.30%

Tax$1M+493.22%

Other income$48M+225.04%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.82· ±6.6% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±6.6%3 of 10×1.82

CPIconsumer prices±4.4%4 of 10×1.23

NFPjobs report±3.9%4 of 10×1.08

PCEpersonal income & outlays±3.1%6 of 19×0.86

FOMCrate decision±2.9%11 of 24×0.81

GDPgross domestic product±2.8%8 of 19×0.76

CPROFcorporate profits±2.5%4 of 12×0.70

Bar = avg |move| to ±7% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -3.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-3.30	—
Q1 FY26	—	-3.46	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod