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

Implied ±10.3%, either direction · provisional.

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

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

MCONYSEServices-Consumer Credit Reporting, Collection Agencies

Moodys Corp (MCO) earnings date, market-implied expected move, and options open interest by expiry

493.03

+4.20 · +0.86%

post 493.91 +0.18%

Closed17:49 ET

Open492.00Volume1.6MMkt cap$85.2BP/E30.01EPS16.46Div yield0.82%

Day491.75 – 496.1349%52-wk399.61 – 543.2566%

MCO

Moodys Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.3%implied · straddle

443.21544.61

spot 493.91exp Feb 19ATM strike 490ATM straddle 59.65IV 28%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 17

before open · in 108 days

est.Q4 FY26

Calendar

Next report

Last report

+1.20%

vs ±6.5% implied · ×0.18

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Linked news

1dOMF · customerOneMain reports Q3 net income $185 million, diluted EPS $1.60
1dCNOB · customerConnectOne Bancorp Q3 net income to common $29,890; diluted EPS $0.59
1dCP · customerCanadian Pacific Kansas City declares quarterly dividend of $0.268 per share

News

Largest filed tie

13F top-10 QoQ

−1.22%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,412 managers

Top fund weight

0.90%

MCO weight · XLF

N-PORTJun 30 '26

10 funds

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

Moodys (MCO) is expected to report on Feb 17 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±5.7%
avg realized: ±2.8%

Feb 13 '25Feb 13 '25confirmed±3.9%▲+4.36%×1.11

Apr 22 '25Apr 22 '25confirmed±7.2%▲+4.01%×0.56

Jul 23 '25Jul 23 '25confirmed±4.6%▲+1.76%×0.38

Oct 22 '25Oct 22 '25confirmed±5.7%▼−2.50%×0.44

Feb 18 '26Feb 18 '26confirmed±5.4%▲+6.51%×1.21

Q1 FY26Apr 22 '26confirmed±6.0%▲+1.55%×0.26

Q2 FY26Jul 22 '26confirmed±6.3%▼−0.22%×0.04

Q3 FY26Oct 21 '26confirmed±6.5%▲+1.20%×0.18

quarterimplied−10%0+10%realized×

Q3 FY26±6.5%▲+1.20%×0.18

Q2 FY26±6.3%

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

0.49OI · 4 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

2,129−5%Nov 2019d0.425,1240%0.42

280+56%Dec 1847d1.90147+58%1.90

958+1%Jan 1575d0.881,086+2%0.88

report · Feb 17 · before open · est.

4270%Feb 19110d866+1%

ExpiryPutsCallsP/C

Nov 2019d2,129−5%5,1240%0.42

Dec 1847d280+56%147+58%1.90

Jan 1575d958+1%1,086+2%0.88

report · Feb 17 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±10.3%

Funds 4

XLF±0.1%

VIG±0.0%

RSP±0.0%

VUG±0.0%

Customers 4

DKS±4.7%×0.45

CNO±4.6%×0.44

ASB±4.4%×0.43

Dashed = straddle · × = co-movement · max 499dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

36.38%as filednet margin · revenue −7.41% QoQ · +0.80% YoY

Revenue

$2.0B−7.41% QoQ

Gross profit

$1.5B−10.08% QoQ

74.10% margin

Operating income

$906M−13.38% QoQ

44.78% margin

Pre-tax income

$968M−17.34% QoQ

Net income

$736M−16.27% QoQ

36.38% margin

Cost of revenue

$524M+1.16% QoQ

Operating expenses

$593M−4.51% QoQ

SG&A $442M

Depreciation $124M

Other operating $27M

Tax

$232M−20.55% QoQ

Other income

$62M−50.40% QoQ

Revenue$2.0B−7.41%

Gross profit

$1.5B−10.08%

74.10% margin

Operating income

$906M−13.38%

44.78% margin

Pre-tax income

$968M−17.34%

Net income

$736M−16.27%

36.38% margin

Cost of revenue

$524M+1.16%

Operating expenses

$593M−4.51%

SG&A $442M

Depreciation $124M

Other operating $27M

Other income$62M−50.40%

Tax$232M−20.55%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:45 ET

Intraday

Event sensitivity

NFP ×1.27· ±1.4% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.4%6 of 10×1.27

PPIproducer prices±1.2%4 of 10×1.09

FOMCrate decision±1.2%12 of 24×1.08

CPIconsumer prices±1.0%5 of 10×0.89

PCEpersonal income & outlays±0.8%12 of 19×0.75

CPROFcorporate profits±0.7%4 of 12×0.66

GDPgross domestic product±0.7%9 of 19×0.62

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 4.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	4.24	—
Q2 FY26	Jul 22 '26 · confirmed	5.03	—
Q1 FY26	Apr 22 '26 · confirmed	3.73	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod