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

Implied ±19.1%, either direction · provisional.

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

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

MGPINasdaqWholesale-Beer, Wine & Distilled Alcoholic Beverages

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

17.01

pre 16.74 −5.64%

Pre-market18:53 ETdelayed

Open17.01Volume188,011Mkt cap$363.7MEPS-11.66Div yield2.83%

Day16.74 – 17.010%52-wk12.42 – 26.1032%

MGPI

MGP Ingredients Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±19.1%implied · straddle

13.7320.23

spot 16.98exp Mar 19ATM strike 17.5ATM straddle 3.82IV 46%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 24

before open · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

+9.20%

vs ±10.1% implied · ×0.91

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

25.00%

of MGPI revenue · Five largest Branded Spirits customers

customerMGPI 10-K

Largest filed tie

13F top-10 QoQ

+0.13%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

151 managers

Top fund weight

0.01%

MGPI weight · IWM

N-PORTJun 30 '26

3 funds

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

Sempreon (MGPI) is expected to report on Feb 24 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±10.6%
avg realized: ±6.3%

Feb 26 '25Feb 26 '25confirmed±12.9%▼−1.14%×0.09

May 1 '25May 1 '25confirmed±9.9%▲+4.75%×0.48

Jul 31 '25Jul 31 '25confirmed±9.9%▼−3.71%×0.37

Oct 29 '25Oct 29 '25confirmed±12.0%▲+4.31%×0.36

Feb 25 '26Feb 25 '26confirmed±9.6%▼−21.19%×2.22

Q1 FY26Apr 29 '26confirmed±8.2%▼−5.20%×0.63

Q2 FY26Jul 29 '26confirmed±12.5%▲+0.91%×0.07

Q3 FY26Oct 28 '26confirmed±10.1%thin chain▲+9.20%×0.91

quarterimplied−25%0+25%realized×

Q3 FY26±10.1%▲+9.20%×0.91

Q2 FY26±12.5%▲+0.91%×0.07

Q1 FY26±8.2%▼−5.20%×0.63

Feb '26±9.6%▼−21.19%×2.22

Oct '25±12.0%▲+4.31%×0.36

Jul '25±9.9%▼−3.71%×0.37

2 older reports

May '25±9.9%▲+4.75%×0.48

Feb '25±12.9%▼−1.14%×0.09

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

2.20OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

87+1%Nov 2016d0.771130%0.77

2,8560%Dec 1844d3.089270%3.08

report · Feb 24 · before open · est.

3230%Mar 19135d1470%

ExpiryPutsCallsP/C

Nov 2016d87+1%1130%0.77

Dec 1844d2,8560%9270%3.08

report · Feb 24 · before open · est.

Mar 19135d3230%1470%2.20

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

Positioning

Linked exposure

scenario · straddle±19.1%

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

5.84%as filednet margin · revenue −5.18% QoQ · −9.93% YoY

Revenue

$118M−5.18% QoQ

Gross profit

$40M−12.94% QoQ

34.31% margin

Operating income

$12M−31.92% QoQ

10.19% margin

Pre-tax income

$9M−40.72% QoQ

Net income

$7M−42.64% QoQ

5.84% margin

Cost of revenue

$77M−3.23% QoQ

Operating expenses

$28M+6.64% QoQ

SG&A $22M

Marketing $6M

Other operating $514,000

Other expense

$3M

Tax

$2M−33.17% QoQ

Revenue$118M−5.18%

Gross profit

$40M−12.94%

34.31% margin

Operating income

$12M−31.92%

10.19% margin

Pre-tax income

$9M−40.72%

Net income

$7M−42.64%

5.84% margin

Cost of revenue

$77M−3.23%

Operating expenses

$28M+6.64%

SG&A $22M

Marketing $6M

Other operating $514,000

Other expense

$3M

Tax$2M−33.17%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

FOMC ×1.30· ±2.4% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%9 of 24×1.30

GDPgross domestic product±2.0%8 of 19×1.06

PCEpersonal income & outlays±1.9%8 of 19×1.02

PPIproducer prices±1.7%5 of 10×0.91

CPROFcorporate profits±1.6%5 of 12×0.85

CPIconsumer prices±1.4%1 of 10×0.76

NFPjobs report±1.1%6 of 10×0.58

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

Earnings history

EPS 6,803,000.32 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	6,803,000.32	—
Q2 FY26	Jul 29 '26 · confirmed	11,854,000.55	—
Q1 FY26	Apr 29 '26 · confirmed	-6.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod