How often does Limoneira move more than the options market prices?

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

LMNRNasdaqAgricultural Production-Crops

Limoneira Co (LMNR) earnings date, market-implied expected move, and options open interest by expiry

10.08

pre 10.48 +4.17%

Pre-market04:00 ETdelayed

Open10.48Volume226,619Mkt cap$182.4MEPS-2.39Div yield2.98%

Day10.48 – 10.4850%52-wk10.05 – 15.348%

LMNR

Limoneira Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Dec 22

after close · in 48 days

est.Q4 FY26

Calendar

Next report

Last report

−10.91%

vs ±6.6% implied · ×1.64

shaded = implied · ▲▼ = realized

Sep 9 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.01%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

111 managers

Top fund weight

0.01%

LMNR weight · IWM

N-PORTJun 30 '26

3 funds

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

Limoneira (LMNR) is expected to report on Dec 22 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±9.8%
avg realized: ±7.4%

Dec 23 '24Dec 23 '24confirmed±13.2%▼−6.99%×0.53

Mar 12 '25Mar 12 '25confirmed±9.8%▼−13.34%×1.36

Jun 9 '25Jun 9 '25confirmed±10.4%▲+2.35%×0.23

Sep 9 '25Sep 9 '25confirmed±10.4%▼−5.28%×0.51

Q1 FY26Dec 23 '25confirmed±11.0%▼−6.93%×0.63

Mar 12 '26Mar 12 '26confirmed±8.7%▼−4.21%×0.48

Q2 FY26Jun 9 '26confirmed±8.0%▲+8.93%×1.11

Q3 FY26Sep 9 '26confirmed±6.6%▼−10.91%×1.64

quarterimplied−15%0+15%realized×

Q3 FY26±6.6%▼−10.91%×1.64

Q2 FY26±8.0%▲+8.93%×1.11

Mar '26±8.7%▼−4.21%×0.48

Q1 FY26±11.0%▼−6.93%×0.63

Sep '25±10.4%▼−5.28%×0.51

Jun '25±10.4%▲+2.35%×0.23

2 older reports

Mar '25±9.8%▼−13.34%×1.36

Dec '24±13.2%▼−6.99%×0.53

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 27 close

0.14OI · 2 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

66+3%Dec 1844d0.11597+3%0.11

report · Dec 22 · after close · est.

320%Mar 19135d230+5%

ExpiryPutsCallsP/C

Dec 1844d66+3%597+3%0.11

report · Dec 22 · after close · est.

Mar 19135d320%230+5%0.14

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

−6.74%as filednet margin · revenue +83.10% QoQ · −7.73% YoY

Revenue$44M+83.10%

Gross profit$7M14.97%+753.78%

Operating income−$3M−6.76%+86.36%

Pre-tax income−$4M+85.60%

Net income−$3M−6.74%+86.78%

Cost of revenue$37M+60.86%

Operating expenses$10M−57.63%

Tax−$1M+80.59%

Other expense−$1M+82.81%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.40· ±2.1% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.1%6 of 10×1.40

CPIconsumer prices±1.9%4 of 10×1.24

FOMCrate decision±1.7%9 of 24×1.09

GDPgross domestic product±1.6%8 of 19×1.08

CPROFcorporate profits±1.6%6 of 12×1.06

PCEpersonal income & outlays±1.2%7 of 19×0.77

NFPjobs report±1.0%4 of 10×0.64

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -0.17 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 9 '26 · confirmed	-0.17	—
Q2 FY26	Jun 9 '26 · confirmed	-1.20	—
Q1 FY26	Dec 23 '25 · confirmed	-0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod