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

Implied ±11.3%, either direction.

How often does Lionsgate Studios move more than the options market prices?

1 of the last 6 reports moved at least as far as the implied move.

LIONServices-Motion Picture & Video Tape Production

Lionsgate Studios Holding Corp. (LION) earnings date, market-implied expected move, and options open interest by expiry

12.45

+0.31 · +2.55%

post 12.45 0.00%

Closed16:00 ET

Open12.89Volume3.1MMkt cap$3.5BEPS-0.70

Day12.14 – 12.8941%52-wk6.25 – 16.7059%

LION

Lionsgate Studios Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.3%implied · report alone

8Q avg ±4.9%·×2.29·rich

11.0513.85

straddle ±12.5%

spot 12.45exp Nov 20ATM strike 12ATM straddle 1.82IV 86%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

confirmedQ2 FY27

Calendar

Next report

Last report

+0.31%

vs ±9.7% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

18.00%

of LION revenue · Amazon.com

customerLION 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+2.61%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

294 managers

Top fund weight

0.10%

LION weight · IWM

N-PORTJun 30 '26

3 funds

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

Lionsgate Studios (LION) reports on Nov 5 after close (confirmed date).

Implied vs realized

6 reports

1 of 6≥ implied

avg implied: ±14.9%
avg realized: ±4.9%

May 22 '25May 22 '25confirmed±24.7%▼−1.49%×0.06

Aug 7 '25Aug 7 '25confirmed±16.9%▲+7.11%×0.42

Nov 6 '25Nov 6 '25confirmed±13.0%▼−2.28%×0.18

Q3 FY26Feb 5 '26confirmed±12.1%▲+2.49%×0.21

May 21 '26May 21 '26confirmed±13.0%▲+15.80%×1.22

Q1 FY27Aug 6 '26confirmed±9.7%▲+0.31%×0.03

quarterimplied−25%0+25%realized×

Q1 FY27±9.7%▲+0.31%×0.03

May '26±13.0%▲+15.80%×1.22

Q3 FY26±12.1%▲+2.49%×0.21

Nov '25±13.0%▼−2.28%×0.18

Aug '25±16.9%▲+7.11%×0.42

May '25±24.7%▼−1.49%×0.06

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.04OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1,154+294%Nov 2016d27,447+17%

7,479+37%Dec 1844d0.2629,079−7%0.26

389+11%Jan 1572d0.0221,460+4%0.02

67+6%Mar 19135d0.061,167+140%0.06

ExpiryPutsCallsP/C

Nov 2016d1,154+294%27,447+17%0.04

Dec 1844d7,479+37%29,079−7%0.26

Jan 1572d389+11%21,460+4%0.02

Mar 19135d67+6%1,167+140%0.06

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

Positioning

Linked exposure

scenario · straddle±12.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

−3.77%as filednet margin · revenue +47.67% YoY

Revenue$777M—

Gross profit$777M100.00%—

Operating income$26M3.30%—

Pre-tax income−$22M—

Net income−$29M−3.77%—

Cost of revenue$0—

Operating expenses$751M—

Tax$8M—

Other expense−$47M—

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.50· ±3.7% vs ±2.4% · 12 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.7%5 of 12×1.50

PPIproducer prices±2.4%6 of 10×0.98

GDPgross domestic product±2.2%9 of 16×0.92

CPROFcorporate profits±2.1%7 of 11×0.88

NFPjobs report±1.8%4 of 10×0.76

PCEpersonal income & outlays±1.8%10 of 16×0.73

CPIconsumer prices±1.6%6 of 10×0.64

Bar = avg |move| to ±4% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 6 '26 · confirmed	-0.10	—
Q3 FY26	Feb 5 '26 · confirmed	-0.16	—
Q1 FY19	—	0.22	—
Q3 FY18	—	0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod