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

Implied ±8.4%, either direction.

How often does Murphy Oil move more than the options market prices?

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

MURNYSECrude Petroleum & Natural Gas

Murphy Oil Corp (MUR) earnings date, market-implied expected move, and options open interest by expiry

43.95

Closed16:00 ET

Open43.51Volume1.4MMkt cap$6.3BP/E21.44EPS2.05Div yield3.13%

Day43.50 – 43.95100%52-wk25.45 – 45.0394%

MUR

Murphy Oil Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.4%implied · report alone

8Q avg ±3.7%·×2.29·rich

40.2547.65

straddle ±10.2%

spot 43.95exp Nov 20ATM strike 45ATM straddle 5.25IV 61%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−8.32%

vs ±9.5% implied · ×0.88

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

1dCVX · customerChevron and Exxon hit all-time highs as refining profits soar in reaction to Iran and Ukraine wars
1dXOM · customerExxon Mobil posts third-quarter net income of $15.4 billion, EPS $3.72
2dPBR · customerPetrobras confirms oil discovery in Morpho well in ultra-deep waters off Amapá

News

Largest filed tie

13F top-10 QoQ

+3.83%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

432 managers

Top fund weight

0.14%

MUR weight · IWM

N-PORTJun 30 '26

6 funds

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

Murphy Oil (MUR) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±7.4%
avg realized: ±3.7%

Jan 30 '25Jan 30 '25confirmed±5.9%▼−5.86%×1.00

May 7 '25May 7 '25confirmed±8.4%▲+1.81%×0.22

Aug 6 '25Aug 6 '25confirmed±5.9%▼−3.26%×0.55

Q3 FY25Nov 5 '25confirmed±7.5%▲+5.31%×0.70

Jan 6 '26Jan 6 '26confirmed±5.4%▼−2.03%×0.37

Jan 28 '26Jan 28 '26confirmed±9.2%▼−1.08%×0.12

Q1 FY26May 6 '26confirmed±7.4%▼−1.70%×0.23

Q2 FY26Aug 5 '26confirmed±9.5%▼−8.32%×0.88

quarterimplied−10%0+10%realized×

Q2 FY26±9.5%▼−8.32%×0.88

Q1 FY26±7.4%▼−1.70%×0.23

Jan '26±9.2%▼−1.08%×0.12

Jan '26±5.4%▼−2.03%×0.37

Q3 FY25±7.5%▲+5.31%×0.70

Aug '25±5.9%▼−3.26%×0.55

2 older reports

May '25±8.4%▲+1.81%×0.22

Jan '25±5.9%▼−5.86%×1.00

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.19OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

482+24%Nov 2020d2,512−12%

49+69%Dec 1848d0.24207+314%0.24

1,3560%Jan 1576d0.324,178+8%0.32

82+1%Apr 16167d0.09874+77%0.09

ExpiryPutsCallsP/C

Nov 2020d482+24%2,512−12%0.19

Dec 1848d49+69%207+314%0.24

Jan 1576d1,3560%4,178+8%0.32

Apr 16167d82+1%874+77%0.09

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

Positioning

Linked exposure

scenario · straddle±10.2%

Funds 4

IWM±0.0%

MDY±0.0%

SCHD±0.0%

UWM±0.0%

Customers 3

PSX±4.3%×0.42

PBR±3.7%×0.36

CVX±3.6%×0.36

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

28.39%as filednet margin · revenue +26.76% QoQ · +33.79% YoY

Revenue

$928M+26.76% QoQ

Gross profit

$739M+7.88% QoQ

79.64% margin

Operating income

$355M+156.51% QoQ

38.21% margin

Pre-tax income

$341M+186.22% QoQ

Net income

$264M+283.86% QoQ

28.39% margin

Cost of revenue

$189M+301.59% QoQ

Operating expenses

$385M−29.68% QoQ

Depreciation $262M

Exploration $39M

SG&A $39M

Other operating $45M

Other expense

$14M

Tax

$77M+54.23% QoQ

Revenue$928M+26.76%

Gross profit

$739M+7.88%

79.64% margin

Operating income

$355M+156.51%

38.21% margin

Pre-tax income

$341M+186.22%

Net income

$264M+283.86%

28.39% margin

Cost of revenue

$189M+301.59%

Operating expenses

$385M−29.68%

Depreciation $262M

Exploration $39M

SG&A $39M

Other expense

$14M

Tax$77M+54.23%

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 · 16:00 ET

Intraday

Event sensitivity

PPI ×1.20· ±2.4% vs ±2.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.4%5 of 11×1.20

CPIconsumer prices±2.3%8 of 11×1.16

NFPjobs report±2.3%5 of 10×1.16

FOMCrate decision±2.1%9 of 25×1.04

GDPgross domestic product±1.8%10 of 20×0.90

PCEpersonal income & outlays±1.6%8 of 20×0.82

CPROFcorporate profits±1.3%9 of 12×0.64

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 1.59 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	1.59	—
Q1 FY26	May 6 '26 · confirmed	0.37	—
Q3 FY25	Nov 5 '25 · confirmed	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod