How often does Middlesex Water move more than the options market prices?

2 of the last 7 reports moved at least as far as the implied move.

MSEXNasdaqWater Supply

Middlesex Water Co (MSEX) earnings date, market-implied expected move, and options open interest by expiry

57.80

−0.53 · −0.91%

post 57.79 −0.02%

After hours16:00 ETdelayed

Open58.25Volume220,131Mkt cap$1.1BP/E20.86EPS2.77Div yield2.47%

Day57.79 – 58.250%52-wk43.01 – 59.8088%

MSEX

Middlesex Water Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 18

after close · in 107 days

est.Q4 FY26

Calendar

Next report

Last report

+2.60%

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+2.71%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

223 managers

Top fund weight

0.03%

MSEX weight · IWM

N-PORTJun 30 '26

4 funds

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

Middlesex Water (MSEX) is expected to report on Feb 18 after close (estimated date).

Implied vs realized

8 reports

2 of 7≥ implied

avg implied: ±7.9%
avg realized: ±5.4%

Feb 28 '25Feb 28 '25confirmed±8.5%▲+15.76%×1.85

May 1 '25May 1 '25confirmed±7.0%▼−3.87%×0.55

Jul 31 '25Jul 31 '25confirmed±8.7%▲+1.53%×0.18

Oct 31 '25Oct 31 '25confirmed±5.9%▼−13.14%×2.23

Feb 19 '26Feb 19 '26confirmed±8.5%▼−0.62%×0.07

Q1 FY26Apr 30 '26confirmed±9.0%▲+0.10%×0.01

Q2 FY26Jul 30 '26confirmed±7.9%▲+2.67%×0.34

Q3 FY26Oct 29 '26confirmed—▲+2.60%—

quarterimplied−20%0+20%realized×

Q3 FY26—▲+2.60%—

Q2 FY26±7.9%▲+2.67%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.10OI · 3 expiries · Oct 28 closeP/C open interest · Mar 19 · first expiry after the report

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

3—Nov 2017d1.003+50%1.00

930%Dec 1845d0.293170%0.29

report · Feb 18 · after close · est.

130%Mar 19136d133+1%

ExpiryPutsCallsP/C

Nov 2017d3—3+50%1.00

Dec 1845d930%3170%0.29

report · Feb 18 · after close · est.

Mar 19136d130%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

29.94%as filednet margin · revenue +6.83% QoQ · +11.30% YoY

Revenue

$60M+6.83% QoQ

Gross profit

$35M+14.14% QoQ

58.69% margin

Operating income

$22M+22.15% QoQ

36.99% margin

Pre-tax income

$20M+23.59% QoQ

Net income

$18M+22.04% QoQ

29.94% margin

Cost of revenue

$25M−2.08% QoQ

Operating expenses

$13M+2.66% QoQ

Depreciation $7M

Other operating $6M

Other expense

$2M

Tax

$2M+36.39% QoQ

Revenue$60M+6.83%

Gross profit

$35M+14.14%

58.69% margin

Operating income

$22M+22.15%

36.99% margin

Pre-tax income

$20M+23.59%

Net income

$18M+22.04%

29.94% margin

Cost of revenue

$25M−2.08%

Operating expenses

$13M+2.66%

Depreciation $7M

Other operating $6M

Other expense

$2M

Tax$2M+36.39%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.22· ±1.7% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%11 of 24×1.22

PPIproducer prices±1.2%5 of 10×0.85

NFPjobs report±1.2%8 of 10×0.84

PCEpersonal income & outlays±1.0%8 of 19×0.70

CPROFcorporate profits±0.8%5 of 12×0.57

GDPgross domestic product±0.8%6 of 19×0.56

CPIconsumer prices±0.8%4 of 10×0.54

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.95 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	0.95	—
Q2 FY26	Jul 30 '26 · confirmed	0.79	—
Q1 FY26	Apr 30 '26 · confirmed	0.57	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod