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

Implied ±14.8%, either direction.

How often does Modine Manufacturing move more than the options market prices?

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

MODNYSEMotor Vehicle Parts & Accessories

Modine Manufacturing Co (MOD) earnings date, market-implied expected move, and options open interest by expiry

132.13

+2.37 · +1.83%

Regular session15:56 ET

Open131.73Volume1.3MMkt cap$6.9BP/E48.58EPS2.72Div yield10.85%

Day127.12 – 133.5778%52-wk102.91 – 299.2115%

MOD

Modine Manufacturing Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.8%implied · report alone

8Q avg ±8.2%·×1.80·rich

110.62148.90

straddle ±18.8%

spot 129.76exp Nov 20ATM strike 130ATM straddle 28.65IV 111%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 1 day

confirmedQ2 FY27

Calendar

Next report

Last report

+8.91%

vs ±18.1% implied · ×0.49

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−5.36%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

643 managers

Top fund weight

0.02%

MOD weight · VTI

N-PORTJun 30 '26

2 funds

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

Modine Manufacturing (MOD) reports on Nov 3 after close (confirmed date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±14.3%
avg realized: ±8.2%

Oct 29 '24Oct 29 '24confirmed±13.4%▼−7.23%×0.54

Feb 4 '25Feb 4 '25confirmed±13.8%▲+6.73%×0.49

May 20 '25May 20 '25confirmed±13.3%▼−11.66%×0.88

Jul 30 '25Jul 30 '25confirmed±11.4%▲+18.43%×1.62

Oct 28 '25Oct 28 '25confirmed±14.2%▼−4.17%×0.29

Q3 FY26Feb 4 '26confirmed±13.9%▲+2.90%×0.21

May 26 '26May 26 '26confirmed±16.4%▼−5.39%×0.33

Q1 FY27Jul 29 '26confirmed±18.1%▲+8.91%×0.49

quarterimplied−20%0+20%realized×

Q1 FY27±18.1%▲+8.91%×0.49

May '26±16.4%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.41OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

6,340+14%Nov 2018d15,638+16%

211+13%Dec 1846d0.64332+11%0.64

3,144+1%Jan 1574d0.486,5650%0.48

1,4140%Feb 19109d5.55255+2%5.55

6550%Mar 19137d1.06617+7%1.06

ExpiryPutsCallsP/C

Nov 2018d6,340+14%15,638+16%0.41

Dec 1846d211+13%332+11%0.64

Jan 1574d3,144+1%6,5650%0.48

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

Positioning

Linked exposure

scenario · straddle±18.8%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

8.50%as filednet margin · revenue −8.41% QoQ · +28.02% YoY

Revenue

$874M−8.41% QoQ

Gross profit

$182M−15.23% QoQ

20.82% margin

Operating income

$75M+1001.20% QoQ

8.56% margin

Pre-tax income

$69M−28.24% QoQ

Net income

$74M+0.95% QoQ

8.50% margin

Cost of revenue

$692M−6.44% QoQ

Operating expenses

$107M+0.28% QoQ

SG&A $103M

Other operating $4M

Other expense

$6M

Tax benefit

$6M

Revenue$874M−8.41%

Gross profit

$182M−15.23%

20.82% margin

Operating income

$75M+1001.20%

8.56% margin

Pre-tax income

$69M−28.24%

Net income

$74M+0.95%

8.50% margin

Cost of revenue

$692M−6.44%

Operating expenses

$107M+0.28%

SG&A $103M

Other operating $4M

Other expense

$6M

Tax benefit$6M

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.43· ±4.2% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.2%4 of 10×1.43

FOMCrate decision±3.8%16 of 24×1.30

PCEpersonal income & outlays±3.7%10 of 19×1.26

GDPgross domestic product±3.3%11 of 19×1.13

CPIconsumer prices±2.4%4 of 10×0.80

CPROFcorporate profits±2.4%7 of 12×0.80

PPIproducer prices±2.3%6 of 10×0.78

Bar = avg |move| to ±5% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS 1.37 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Jul 29 '26 · confirmed	1.37	—
Q4 FY26	—	1.38	—
Q3 FY26	Feb 4 '26 · confirmed	-0.90	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod