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

Implied ±7.4%, either direction.

LOARNYSEAircraft Parts & Auxiliary Equipment, NEC

Loar Holdings Inc. (LOAR) earnings date, market-implied expected move, and options open interest by expiry

65.39

Closed18:21 ET

Open63.56Volume757,330Mkt cap$5.8BP/E89.58EPS0.73

Day61.51 – 65.39100%52-wk53.15 – 82.4942%

LOAR

Loar Holdings Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · report alone

57.5466.68

straddle ±10.2%

spot 62.11exp Nov 20ATM strike 60ATM straddle 7.45IV 59%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 11

before open · in 10 days

est.Q3 FY26

Calendar

Next report

Last report

−4.12%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.32%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

281 managers

Top fund weight

0.01%

LOAR weight · VTI

N-PORTJun 30 '26

2 funds

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

Loar (LOAR) is expected to report on Nov 11 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−4.12%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−4.12%—

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

0.19OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

21+133%Nov 2019d108+200%

3370%Dec 1847d2.98113−3%2.98

463−1%Jan 1575d0.421,090+1%0.42

560%Mar 19138d0.41136+3%0.41

ExpiryPutsCallsP/C

Nov 2019d21+133%108+200%0.19

Dec 1847d3370%113−3%2.98

Jan 1575d463−1%1,090+1%0.42

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

Positioning

Linked exposure

scenario · straddle±10.2%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

9.76%as filednet margin · revenue +9.92% QoQ · +39.36% YoY

Revenue

$172M+9.92% QoQ

Gross profit

$91M+15.09% QoQ

53.15% margin

Operating income

$42M+24.87% QoQ

24.39% margin

Pre-tax income

$22M+47.48% QoQ

Net income

$17M+50.25% QoQ

9.76% margin

Cost of revenue

$80M+4.59% QoQ

Operating expenses

$49M+7.93% QoQ

SG&A $47M

Other operating $3M

Other expense

$20M

Tax

$5M+39.08% QoQ

Revenue$172M+9.92%

Gross profit

$91M+15.09%

53.15% margin

Operating income

$42M+24.87%

24.39% margin

Pre-tax income

$22M+47.48%

Net income

$17M+50.25%

9.76% margin

Cost of revenue

$80M+4.59%

Operating expenses

$49M+7.93%

SG&A $47M

Other operating $3M

Other expense

$20M

Tax$5M+39.08%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

FOMC ×1.19· ±2.6% vs ±2.2% · 20 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.6%12 of 20×1.19

PCEpersonal income & outlays±2.4%11 of 19×1.12

GDPgross domestic product±2.0%11 of 19×0.91

CPROFcorporate profits±2.0%7 of 12×0.90

PPIproducer prices±1.7%7 of 11×0.79

NFPjobs report±1.6%1 of 10×0.74

CPIconsumer prices±0.8%6 of 11×0.36

Bar = avg |move| to ±3% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.18	—
Q1 FY26	—	0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod