How often does LyondellBasell Industries move more than the options market prices?

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

LYBNYSEIndustrial Organic Chemicals

LyondellBasell Industries N.V. (LYB) earnings date, market-implied expected move, and options open interest by expiry

62.94

−3.15 · −4.76%

post 62.42 −0.83%

Closed18:26 ET

Open66.01Volume7.4MMkt cap$20.4BP/E15.76EPS3.96Div yield5.46%

Day62.42 – 67.190%52-wk39.12 – 82.2254%

LYB

LyondellBasell Industries N.V.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 29

before open · in 86 days

est.Q4 FY26

Calendar

Next report

Last report

+5.00%

vs ±7.2% implied · ×0.70

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Linked news

89dASPN · supplierAspen Aerogels Q2 Earnings Call Highlights

News

Largest filed tie

13F top-10 QoQ

+16.00%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

881 managers

Top fund weight

1.82%

LYB weight · XLB

N-PORTJun 30 '26

9 funds

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

LyondellBasell Industries (LYB) is expected to report on Jan 29 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.9%
avg realized: ±2.7%

Jan 31 '25Jan 31 '25confirmed±4.4%▼−0.55%×0.12

Apr 25 '25Apr 25 '25confirmed±7.1%▲+0.32%×0.04

Aug 1 '25Aug 1 '25confirmed±6.1%▼−7.79%×1.28

Oct 31 '25Oct 31 '25confirmed±11.7%▲+2.70%×0.23

Jan 30 '26Jan 30 '26confirmed±10.1%▼−1.90%×0.19

Q1 FY26May 1 '26confirmed±8.1%▲+0.52%×0.06

Q2 FY26Jul 31 '26confirmed±8.2%▲+2.71%×0.33

Q3 FY26Oct 30 '26confirmed±7.2%▲+5.00%×0.70

quarterimplied−15%0+15%realized×

Q3 FY26±7.2%▲+5.00%×0.70

Q2 FY26±8.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

4.64OI · 4 expiries · Oct 29 closeP/C open interest · Mar 19 · first expiry after the report

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

6,4460%Nov 2016d1.135,689+2%1.13

4,441+1%Dec 1844d0.587,6970%0.58

23,889−3%Jan 1572d1.8512,887+1%1.85

report · Jan 29 · before open · est.

18,0460%Mar 19135d3,889+1%

ExpiryPutsCallsP/C

Nov 2016d6,4460%5,689+2%1.13

Dec 1844d4,441+1%7,6970%0.58

Jan 1572d23,889−3%12,887+1%1.85

report · Jan 29 · before open · est.

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

8.92%as filednet margin · revenue −7.39% QoQ · +9.99% YoY

Revenue

$8.5B−7.39% QoQ

Gross profit

$1.5B−26.59% QoQ

17.60% margin

Operating income

$1.1B−30.85% QoQ

12.55% margin

Pre-tax income

$963M+19.18% QoQ

Net income

$758M+35.60% QoQ

8.92% margin

Cost of revenue

$7.0B−1.91% QoQ

Operating expenses

$429M−13.33% QoQ

SG&A $394M

R&D $35M

Other expense

$104M

Tax

$187M−20.76% QoQ

Revenue$8.5B−7.39%

Gross profit

$1.5B−26.59%

17.60% margin

Operating income

$1.1B−30.85%

12.55% margin

Pre-tax income

$963M+19.18%

Net income

$758M+35.60%

8.92% margin

Cost of revenue

$7.0B−1.91%

Operating expenses

$429M−13.33%

SG&A $394M

R&D $35M

Other expense

$104M

Tax$187M−20.76%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:15 ET

Intraday

Event sensitivity

PPI ×1.59· ±2.5% vs ±1.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.5%4 of 11×1.59

FOMCrate decision±1.9%10 of 24×1.20

NFPjobs report±1.9%6 of 10×1.20

GDPgross domestic product±1.6%6 of 20×1.05

CPIconsumer prices±1.5%7 of 11×0.94

CPROFcorporate profits±1.4%4 of 12×0.87

PCEpersonal income & outlays±1.2%9 of 20×0.76

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 2.32 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	2.32	—
Q2 FY26	Jul 31 '26 · confirmed	1.71	—
Q1 FY26	May 1 '26 · confirmed	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod