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

Implied ±1.4%, either direction.

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

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

MGNYSEServices-Engineering Services

Mistras Group, Inc. (MG) earnings date, market-implied expected move, and options open interest by expiry

20.19

+0.01 · +0.05%

post 20.23 +0.17%

Closed15:59 ET

Open20.41Volume290,918Mkt cap$644.7MP/E30.64EPS0.66

Day20.18 – 20.4120%52-wk10.78 – 21.9285%

Mistras Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.4%implied · straddle

19.9520.51

spot 20.23exp Nov 20ATM strike 20ATM straddle 0.33IV 5%

Nov 4 close

Expected move

Inputs

Next report

Nov 8

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+17.73%

vs ±10.0% implied · ×1.77

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.89%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

138 managers

Top fund weight

0.01%

MG weight · IWM

N-PORTJun 30 '26

3 funds

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

Mistras (MG) is expected to report on Nov 8 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±13.3%
avg realized: ±14.1%

Oct 30 '24Oct 30 '24confirmed±13.0%▼−23.87%×1.84

Mar 5 '25Mar 5 '25confirmed±10.7%▲+12.19%×1.14

May 7 '25May 7 '25confirmed±14.9%▼−17.48%×1.17

Aug 6 '25Aug 6 '25confirmed±15.3%▲+10.41%×0.68

Q3 FY25Nov 4 '25confirmed±17.1%▲+23.20%×1.36

Q1 FY26Mar 4 '26confirmed±14.0%▼−5.74%×0.41

May 5 '26May 5 '26confirmed±11.1%▼−2.01%×0.18

Q2 FY26Aug 10 '26confirmed±10.0%▲+17.73%×1.77

quarterimplied−25%0+25%realized×

Q2 FY26±10.0%▲+17.73%×1.77

May '26±11.1%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

1.61OI · 5 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

6,8720%Nov 2016d4,2570%

1820%Dec 1844d0.384830%0.38

980%Jan 1572d0.081,1760%0.08

630%Feb 19107d0.0112,3900%0.01

1000%Mar 19135d0.128240%0.12

ExpiryPutsCallsP/C

Nov 2016d6,8720%4,2570%1.61

Dec 1844d1820%4830%0.38

Jan 1572d980%1,1760%0.08

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

Positioning

Linked exposure

scenario · straddle±1.4%

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 filedQ3 FY26

3.38%as filednet margin · revenue +5.95% QoQ · +4.64% YoY

Revenue

$205M+5.95% QoQ

Gross profit

$62M+9.91% QoQ

30.32% margin

Operating income

$15M+16.24% QoQ

7.35% margin

Pre-tax income

$11M+12.83% QoQ

Net income

$7M−8.51% QoQ

3.38% margin

Cost of revenue

$143M+4.31% QoQ

Operating expenses

$47M+8.02% QoQ

SG&A $38M

Depreciation $3M

R&D $247,000

Other operating $6M

Other expense

$4M

Tax

$4M+83.87% QoQ

Revenue$205M+5.95%

Gross profit

$62M+9.91%

30.32% margin

Operating income

$15M+16.24%

7.35% margin

Pre-tax income

$11M+12.83%

Net income

$7M−8.51%

3.38% margin

Cost of revenue

$143M+4.31%

Operating expenses

$47M+8.02%

SG&A $38M

Depreciation $3M

R&D $247,000

Other expense

$4M

Tax$4M+83.87%

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

NFP ×1.44· ±2.6% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.6%6 of 10×1.44

CPIconsumer prices±2.6%6 of 10×1.42

PPIproducer prices±2.1%5 of 10×1.16

FOMCrate decision±1.9%8 of 24×1.02

CPROFcorporate profits±1.6%5 of 12×0.86

GDPgross domestic product±1.2%7 of 19×0.68

PCEpersonal income & outlays±1.2%6 of 19×0.67

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.21	—
Q2 FY26	Aug 10 '26 · confirmed	0.23	—
Q1 FY26	Mar 4 '26 · confirmed	0.07	—
Q3 FY25	Nov 4 '25 · confirmed	0.41	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod