MSEX
MIDDLESEX WATER CO57.64post+$0.01 (+0.02%)at close +$0.00 (+0.00%)
as of 19:59:59 UTCnext report Nov 5 · 92d
Earnings Room‹ back to MSEX
The report
fiscal Q3 2026 · from the company's noticeNov 5after close92days out
Expected movement
market-implied · at the Aug 4 close±11.4%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 60straddle 7.70ATM IV 27%× 0.85 straddle-to-rangespot 57.64
Blast radius
3 linked · N-PORT + EDGARIf MSEX moves ±11.4% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Jul 30 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
17
Aug 21
22d
4
▲ +0%
▲ +0%
22
Sep 18
50d
177
▲ +0%
▲ +0%
83
Dec 18
141d
310
▲ +0%
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±5.5% realized vs ±7.8% priced
Jul 30 '26±7.9%→+2.7%×0.34
Apr 30 '26±9.0%→+0.1%×0.01
Feb 19 '26±8.5%→−0.6%×0.07
Oct 31 '25±5.9%→−13.1%×2.23
Jul 31 '25±8.7%→+1.5%×0.18
May 1 '25±7.0%→−3.9%×0.55
Feb 28 '25±8.5%→+15.8%×1.85
Oct 31 '24±7.3%→+6.7%×0.92
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 0.79 · rev $56M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.