LWAYNasdaqDairy Products

Lifeway Foods, Inc. (LWAY) earnings date, market-implied expected move, and options open interest by expiry

22.06

−0.21 · −0.94%

Regular session14:34 ET

Open22.00Volume71,418Mkt cap$336.5MP/E30.65EPS0.72

Day22.00 – 22.06100%52-wk17.31 – 32.7131%

LWAY

Lifeway Foods, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 12

after close · in 9 days

confirmedQ3 FY26

Calendar

Next report

Last report

−15.47%

vs ±11.5% implied · ×1.34

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+53.69%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

96 managers

Top fund weight

0.01%

LWAY weight · IWM

N-PORTJun 30 '26

3 funds

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

Lifeway Foods (LWAY) reports on Nov 12 after close (confirmed date).

Implied vs realized

8 reports

—≥ implied

Mar 5 '25Mar 5 '25confirmed—▼−1.18%—

Aug 12 '25Aug 12 '25confirmed—▲+6.81%—

Q3 FY25Oct 6 '25confirmed—▲+1.34%—

Nov 12 '25Nov 12 '25confirmed—▼−2.49%—

Jan 8 '26Jan 8 '26confirmed—▲+0.44%—

Q1 FY26Mar 17 '26confirmed—▼−7.19%—

May 14 '26May 14 '26confirmed—▼−4.59%—

Q2 FY26Aug 13 '26confirmed±11.5%▼−15.47%×1.34

quarterimplied−20%0+20%realized×

Q2 FY26±11.5%▼−15.47%×1.34

May '26—▼−4.59%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 23 close

0.01OI · 1 expiry · Oct 23 closeP/C open interest · Feb 19 · first expiry after the report

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

150%Feb 19108d2,9450%

ExpiryPutsCallsP/C

Feb 19108d150%2,9450%0.01

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 filedQ2 FY26

0.19%as filednet margin · revenue +6.16% QoQ · +24.10% YoY

Revenue

$67M+6.16% QoQ

Gross profit

$13M−24.93% QoQ

19.47% margin

Operating income

$600,000−90.51% QoQ

0.90% margin

Pre-tax income

$407,000−93.50% QoQ

Net income

$127,000−97.28% QoQ

0.19% margin

Cost of revenue

$54M+17.97% QoQ

Operating expenses

$12M+12.70% QoQ

SG&A $12M

Other operating $135,000

Other expense

$193,000

Tax

$280,000−82.31% QoQ

Revenue$67M+6.16%

Gross profit

$13M−24.93%

19.47% margin

Operating income

$600,000−90.51%

0.90% margin

Pre-tax income

$407,000−93.50%

Net income

$127,000−97.28%

0.19% margin

Cost of revenue

$54M+17.97%

Operating expenses

$12M+12.70%

SG&A $12M

Other operating $135,000

Other expense

$193,000

Tax$280,000−82.31%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

PPI ×1.61· ±4.0% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.0%5 of 10×1.61

FOMCrate decision±3.0%11 of 24×1.20

NFPjobs report±1.7%6 of 10×0.68

CPROFcorporate profits±1.2%7 of 12×0.48

CPIconsumer prices±1.1%5 of 10×0.45

GDPgross domestic product±1.0%8 of 19×0.41

PCEpersonal income & outlays±1.0%9 of 19×0.39

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.01	—
Q1 FY26	Mar 17 '26 · confirmed	0.30	—
Q3 FY25	Oct 6 '25 · confirmed	0.23	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod