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

Implied ±2.1%, either direction.

How often does Mayville Engineering move more than the options market prices?

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

MECNYSEMetal Forgings & Stampings

Mayville Engineering Company, Inc. (MEC) earnings date, market-implied expected move, and options open interest by expiry

14.98

Closed16:00 ET

Open14.90Volume468,162Mkt cap$383.0MEPS-0.84

Day14.69 – 14.98100%52-wk12.42 – 38.7610%

MEC

Mayville Engineering Company, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.1%implied · report alone

8Q avg ±7.9%·×0.26·cheap

14.7115.33

straddle ±13.3%

spot 15.02exp Nov 20ATM strike 15ATM straddle 2.35IV 82%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−8.04%

vs ±16.8% implied · ×0.48

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

13.60%

of MEC revenue · Paccar

customerMEC 10-K

Largest filed tie

13F top-10 QoQ

+18.94%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

157 managers

Top fund weight

0.02%

MEC weight · IWM

N-PORTJun 30 '26

3 funds

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

Mayville Engineering (MEC) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±15.2%
avg realized: ±7.9%

Nov 5 '24Nov 5 '24confirmed±9.7%▼−19.62%×2.02

Mar 4 '25Mar 4 '25confirmed±11.5%▼−0.15%×0.01

May 6 '25May 6 '25confirmed±10.2%▼−2.36%×0.23

Aug 5 '25Aug 5 '25confirmed±16.7%▼−12.32%×0.74

Q3 FY25Nov 4 '25confirmed±18.5%▼−10.34%×0.56

Q1 FY26Mar 3 '26confirmed±19.6%▼−7.34%×0.37

May 5 '26May 5 '26confirmed±18.7%▲+2.64%×0.14

Q2 FY26Aug 4 '26confirmed±16.8%▼−8.04%×0.48

quarterimplied−20%0+20%realized×

Q2 FY26±16.8%▼−8.04%×0.48

May '26±18.7%▲+2.64%×0.14

Q1 FY26±19.6%▼−7.34%×0.37

Q3 FY25±18.5%▼−10.34%×0.56

Aug '25±16.7%▼−12.32%×0.74

May '25±10.2%▼−2.36%×0.23

2 older reports

Mar '25±11.5%▼−0.15%×0.01

Nov '24±9.7%▼−19.62%×2.02

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

0.73OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

95+121%Nov 2019d131+555%

10—Dec 1847d10.001—10.00

1,724+1%Jan 1575d0.354,8570%0.35

159+19%Apr 16166d7.2322−29%7.23

ExpiryPutsCallsP/C

Nov 2019d95+121%131+555%0.73

Dec 1847d10—1—10.00

Jan 1575d1,724+1%4,8570%0.35

Apr 16166d159+19%22−29%7.23

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

Positioning

Linked exposure

scenario · straddle±13.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 2

DE±2.2%×0.17

PCAR±2.0%×0.15

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−1.29%as filednet margin · revenue +12.57% QoQ · +23.16% YoY

Revenue$163M+12.57%

Gross profit$18M10.86%+61.45%

Operating income$388,0000.24%+105.05%

Pre-tax income−$3M+73.12%

Net income−$2M−1.29%+74.37%

Cost of revenue$145M+8.57%

Operating expenses$17M−7.19%

Tax−$992,000+70.01%

Other expense−$3M+8.43%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.35· ±2.9% vs ±2.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.9%9 of 24×1.35

CPIconsumer prices±2.7%4 of 10×1.24

NFPjobs report±2.6%7 of 10×1.21

GDPgross domestic product±2.4%12 of 19×1.10

PCEpersonal income & outlays±2.4%11 of 19×1.09

CPROFcorporate profits±2.3%8 of 12×1.08

PPIproducer prices±1.8%2 of 10×0.85

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

Earnings history

EPS -0.09 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.09	—
Q1 FY26	Mar 3 '26 · confirmed	-0.40	—
Q3 FY25	Nov 4 '25 · confirmed	-0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod