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

Implied ±14.0%, either direction.

How often does Methode Electronics move more than the options market prices?

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

MEINYSEElectronic Connectors

Methode Electronics Inc (MEI) earnings date, market-implied expected move, and options open interest by expiry

11.71

−1.56 · −11.78%

Regular session10:24 ET

Open12.52Volume708,969Mkt cap$535.7MEPS-1.04Div yield1.33%

Day11.71 – 12.520%52-wk4.81 – 20.2445%

MEI

Methode Electronics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.0%implied · report alone

8Q avg ±20.3%·×0.69·cheap

11.4215.12

straddle ±20.0%

spot 13.27exp Dec 18ATM strike 12.5ATM straddle 3.12IV 87%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Dec 2

after close · in 27 days

est.Q2 FY27

Calendar

Next report

Last report

−15.36%

vs ±15.0% implied · ×1.02

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.90%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

153 managers

Top fund weight

0.02%

MEI weight · IWM

N-PORTJun 30 '26

3 funds

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

Methode Electronics (MEI) is expected to report on Dec 2 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±15.3%
avg realized: ±20.3%

Dec 5 '24Dec 5 '24confirmed±14.9%▲+20.76%×1.39

Mar 5 '25Mar 5 '25confirmed±12.0%▼−28.92%×2.41

Jul 9 '25Jul 9 '25confirmed±11.7%▼−25.17%×2.16

Sep 9 '25Sep 9 '25confirmed±14.4%▲+12.16%×0.84

Q2 FY26Dec 3 '25confirmed±18.0%▼−10.93%×0.61

Q3 FY26Mar 5 '26confirmed±16.2%▼−11.79%×0.73

Jun 24 '26Jun 24 '26confirmed±20.6%▲+37.51%×1.82

Q1 FY27Sep 2 '26confirmed±15.0%▼−15.36%×1.02

quarterimplied−40%0+40%realized×

Q1 FY27±15.0%▼−15.36%×1.02

Jun '26±20.6%▲+37.51%×1.82

Q3 FY26±16.2%▼−11.79%×0.73

Q2 FY26±18.0%▼−10.93%×0.61

Sep '25±14.4%▲+12.16%×0.84

Jul '25±11.7%▼−25.17%×2.16

2 older reports

Mar '25±12.0%▼−28.92%×2.41

Dec '24±14.9%▲+20.76%×1.39

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.01OI · 4 expiries · Nov 4 closeP/C open interest · Dec 18 · first expiry after the report

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

246−1%Nov 2015d0.221,132+2%0.22

report · Dec 2 · after close · est.

2—Dec 1843d212—

4,707+3%Jan 1571d0.4710,016+1%0.47

3330%Apr 16162d2.41138−15%2.41

ExpiryPutsCallsP/C

Nov 2015d246−1%1,132+2%0.22

report · Dec 2 · after close · est.

Dec 1843d2—212—0.01

Jan 1571d4,707+3%10,016+1%0.47

Apr 16162d3330%138−15%2.41

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

Positioning

Linked exposure

scenario · straddle±20.0%

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 filedQ1 FY27

−4.30%as filednet margin · revenue −10.97% QoQ · +10.35% YoY

Revenue$265M−10.97%

Gross profit$48M17.97%−33.93%

Operating income−$4M−1.47%−135.78%

Pre-tax income−$7M−157.48%

Net income−$11M−4.30%−2950.00%

Cost of revenue$218M−3.63%

Operating expenses$52M−15.82%

Tax$4M−66.67%

Other expense−$3M−288.89%

Source: SEC filings · standardized · QE Aug 1 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:15 ET

Intraday

Event sensitivity

PPI ×2.61· ±8.0% vs ±3.1% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±8.0%6 of 10×2.61

NFPjobs report±6.0%4 of 10×1.97

CPROFcorporate profits±5.7%8 of 12×1.86

PCEpersonal income & outlays±4.9%10 of 19×1.61

GDPgross domestic product±4.6%11 of 19×1.52

CPIconsumer prices±3.3%7 of 10×1.09

FOMCrate decision±2.6%14 of 24×0.85

Bar = avg |move| to ±8% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS -0.32 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Sep 2 '26 · confirmed	-0.32	—
Q4 FY26	—	0.01	—
Q3 FY26	Mar 5 '26 · confirmed	-0.45	—
Q2 FY26	Dec 3 '25 · confirmed	-0.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod