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

Implied ±16.3%, either direction.

How often does Mama's Creations move more than the options market prices?

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

MAMANasdaqSausages & Other Prepared Meat Products

Mama's Creations, Inc. (MAMA) earnings date, market-implied expected move, and options open interest by expiry

12.86

−0.02 · −0.16%

post 13.39 +4.08%

Closed15:59 ET

Open13.00Volume373,026Mkt cap$607.3MP/E70.45EPS0.19

Day13.00 – 13.6659%52-wk9.91 – 21.0031%

MAMA

Mama's Creations, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.3%implied · report alone

8Q avg ±8.1%·×2.01·rich

11.1715.53

straddle ±16.6%

spot 13.35exp Dec 18ATM strike 12.5ATM straddle 2.60IV 70%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Dec 14

after close · in 39 days

est.Q3 FY27

Calendar

Next report

Last report

−5.01%

vs ±12.6% implied · ×0.40

shaded = implied · ▲▼ = realized

Sep 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+24.47%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

186 managers

Top fund weight

0.02%

MAMA weight · IWM

N-PORTJun 30 '26

3 funds

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

Mama's Creations (MAMA) is expected to report on Dec 14 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.2%
avg realized: ±8.1%

Apr 8 '25Apr 8 '25confirmed±14.2%▼−0.29%×0.02

Jun 3 '25Jun 3 '25confirmed±12.5%▲+0.72%×0.06

Sep 2 '25Sep 2 '25confirmed±11.2%▲+14.41%×1.29

Sep 8 '25Sep 8 '25confirmed±10.6%▼−4.93%×0.46

Q3 FY26Dec 8 '25confirmed±11.4%▲+28.09%×2.47

Q1 FY27Apr 14 '26confirmed±8.4%▼−0.32%×0.04

Jun 8 '26Jun 8 '26confirmed±8.7%▼−11.12%×1.28

Q2 FY27Sep 3 '26confirmed±12.6%▼−5.01%×0.40

quarterimplied−30%0+30%realized×

Q2 FY27±12.6%▼−5.01%×0.40

Jun '26±8.7%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 28 close

0.11OI · 5 expiries · Oct 28 closeP/C open interest · Dec 18 · first expiry after the report

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

315+63%Nov 2015d0.56567+8%0.56

report · Dec 14 · after close · est.

50−7%Dec 1843d445+13%

100−10%Jan 1571d0.061,577+2%0.06

750%Mar 19134d1.39540%1.39

38+6%Apr 16162d0.4879+3%0.48

ExpiryPutsCallsP/C

Nov 2015d315+63%567+8%0.56

report · Dec 14 · after close · est.

Dec 1843d50−7%445+13%0.11

Jan 1571d100−10%

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

Positioning

Linked exposure

scenario · straddle±16.6%

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 filedQ2 FY27

4.70%as filednet margin · revenue +3.44% QoQ · +55.05% YoY

Revenue

$55M+3.44% QoQ

Gross profit

$13M+5.23% QoQ

23.96% margin

Operating income

$3M+12.31% QoQ

5.48% margin

Pre-tax income

$3M+25.44% QoQ

Net income

$3M+24.70% QoQ

4.70% margin

Cost of revenue

$42M+2.89% QoQ

Operating expenses

$10M+3.30% QoQ

SG&A $10M

R&D $94,000

Tax

$739,000+28.08% QoQ

Other income

$312,000+1140.00% QoQ

Revenue$55M+3.44%

Gross profit

$13M+5.23%

23.96% margin

Operating income

$3M+12.31%

5.48% margin

Pre-tax income

$3M+25.44%

Net income

$3M+24.70%

4.70% margin

Cost of revenue

$42M+2.89%

Operating expenses

$10M+3.30%

SG&A $10M

R&D $94,000

Other income$312,000+1140.00%

Tax$739,000+28.08%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

PPI ×1.39· ±3.2% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.2%3 of 10×1.39

FOMCrate decision±2.7%13 of 24×1.18

GDPgross domestic product±2.3%13 of 19×1.01

NFPjobs report±2.0%6 of 10×0.87

CPIconsumer prices±1.9%4 of 10×0.83

PCEpersonal income & outlays±1.8%11 of 19×0.80

CPROFcorporate profits±1.6%8 of 12×0.71

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 3 '26 · confirmed	0.06	—
Q1 FY27	Apr 14 '26 · confirmed	0.05	—
Q3 FY26	Dec 8 '25 · confirmed	0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod