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

Implied ±22.0%, either direction · provisional.

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

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

MGNINasdaqServices-Computer Programming, Data Processing, Etc.

Magnite, Inc. (MGNI) earnings date, market-implied expected move, and options open interest by expiry

27.41

−0.11 · −0.42%

post 27.34 −0.24%

After hours16:10 ETdelayed

Open27.50Volume9.7MMkt cap$4.0BP/E21.53EPS1.27

Day27.34 – 27.900%52-wk10.82 – 28.1795%

MGNI

Magnite, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±22.0%implied · straddle

21.5833.77

spot 27.67exp Mar 19ATM strike 28ATM straddle 7.17IV 54%

Nov 6 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

+20.75%

vs ±14.2% implied · ×1.46

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Linked news

7dDV · customerDoubleVerify Q3 net income $15,929 thousand, revenue $205,638 thousand

News

Largest filed tie

13F top-10 QoQ

+3.74%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

311 managers

Top fund weight

0.08%

MGNI weight · IWM

N-PORTJun 30 '26

4 funds

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

Magnite (MGNI) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±15.9%
avg realized: ±11.7%

Feb 26 '25Feb 26 '25confirmed±17.5%▼−1.84%×0.11

May 7 '25May 7 '25confirmed±12.1%▲+19.79%×1.64

Aug 6 '25Aug 6 '25confirmed±9.9%▼−3.25%×0.33

Q3 FY25Nov 5 '25confirmed±21.8%▼−13.07%×0.60

Q1 FY26Feb 25 '26confirmed±16.5%▲+12.61%×0.76

May 6 '26May 6 '26confirmed±22.2%▲+4.56%×0.21

Q2 FY26Aug 5 '26confirmed±13.4%▲+17.66%×1.32

Q3 FY26Nov 4 '26confirmed±14.2%▲+20.75%×1.46

quarterimplied−25%0+25%realized×

Q3 FY26±14.2%▲+20.75%×1.46

Q2 FY26±13.4%

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

Implied vs realized

Positioning

OI · 6 expiries · Nov 3 close

0.50OI · 6 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

2 nearer expiries

4,527+121%Nov 2014d0.2716,719+1%0.27

3,364+1%Dec 1842d0.2414,204+1%0.24

9,372+1%Jan 1570d0.4520,883+21%0.45

5590%Feb 19105d0.192,9150%0.19

report · Feb 24 · after close · est.

ExpiryPutsCallsP/C

2 nearer expiries

Nov 2014d4,527+121%16,719+1%0.27

Dec 1842d3,364+1%14,204+1%0.24

Jan 1570d9,372+1%20,883

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

Positioning

Linked exposure

scenario · straddle±22.0%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

16.65%as filednet margin · revenue +5.90% QoQ · +13.76% YoY

Revenue

$204M+5.90% QoQ

Gross profit

$140M+7.18% QoQ

68.65% margin

Operating income

$51M+61.87% QoQ

24.75% margin

Pre-tax income

$46M+78.40% QoQ

Net income

$34M+75.56% QoQ

16.65% margin

Cost of revenue

$64M+3.19% QoQ

Operating expenses

$90M−9.97% QoQ

Marketing $42M

SG&A $26M

R&D $21M

Other expense

$5M

Tax

$12M+87.29% QoQ

Revenue$204M+5.90%

Gross profit

$140M+7.18%

68.65% margin

Operating income

$51M+61.87%

24.75% margin

Pre-tax income

$46M+78.40%

Net income

$34M+75.56%

16.65% margin

Cost of revenue

$64M+3.19%

Operating expenses

$90M−9.97%

Marketing $42M

SG&A $26M

R&D $21M

Other expense

$5M

Tax$12M+87.29%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 6 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.19· ±3.1% vs ±2.6% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±3.1%5 of 12×1.19

PPIproducer prices±2.8%7 of 11×1.07

FOMCrate decision±2.8%15 of 24×1.05

PCEpersonal income & outlays±2.7%8 of 20×1.04

GDPgross domestic product±2.6%8 of 20×0.97

NFPjobs report±1.9%4 of 10×0.71

CPIconsumer prices±1.8%6 of 11×0.70

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.23 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	0.23	—
Q2 FY26	Aug 5 '26 · confirmed	0.13	—
Q1 FY26	Feb 25 '26 · confirmed	0.03	—
Q3 FY25	Nov 5 '25 · confirmed	0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod