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

3 of the last 5 reports moved at least as far as the implied move.

MZTINasdaqCanned, Frozen & Preservd Fruit, Veg & Food Specialties

Marzetti Co (MZTI) earnings date, market-implied expected move, and options open interest by expiry

112.47

Closed16:00 ET

Open111.51Volume541,667Mkt cap$3.0BP/E17.71EPS6.35Div yield3.64%

Day111.27 – 113.3159%52-wk97.00 – 171.9021%

MZTI

Marzetti Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

before open · in 89 days

est.Q2 FY27

Calendar

Next report

Last report

−0.95%

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

30.00%

of MZTI revenue · Chick-fil-A

customerMZTI 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+16.83%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

335 managers

Top fund weight

0.07%

MZTI weight · IWM

N-PORTJun 30 '26

7 funds

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

Marzetti (MZTI) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

3 of 5≥ implied

avg implied: ±6.3%
avg realized: ±5.0%

Feb 4 '25Feb 4 '25confirmed—▲+8.68%—

Apr 30 '25Apr 30 '25confirmed—▼−15.61%—

Aug 21 '25Aug 21 '25confirmed±7.0%▼−0.22%×0.03

Nov 4 '25Nov 4 '25confirmed±6.1%▲+9.41%×1.55

Q2 FY26Feb 3 '26confirmed±5.7%▼−7.69%×1.34

Q3 FY26May 4 '26confirmed±5.9%▼−6.56%×1.12

Aug 25 '26Aug 25 '26confirmed±6.7%▲+1.37%×0.20

Q1 FY27Nov 3 '26confirmed—▼−0.95%—

quarterimplied−20%0+20%realized×

Q1 FY27—▼−0.95%—

Aug '26±6.7%▲+1.37%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.23OI · 3 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

82+12%Nov 2015d0.9983+1%0.99

88−2%Dec 1843d1.2670+6%1.26

report · Feb 2 · before open · est.

51−6%Mar 19134d219−1%

ExpiryPutsCallsP/C

Nov 2015d82+12%83+1%0.99

Dec 1843d88−2%70+6%1.26

report · Feb 2 · before open · est.

Mar 19134d51−6%

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 filedQ1 FY27

6.08%as filednet margin · revenue +3.55% QoQ · −2.42% YoY

Revenue

$482M+3.55% QoQ

Gross profit

$111M−2.82% QoQ

23.00% margin

Operating income

$41M−28.16% QoQ

8.61% margin

Pre-tax income

$39M−31.40% QoQ

Net income

$29M−39.32% QoQ

6.08% margin

Cost of revenue

$371M+5.62% QoQ

Operating expenses

$69M+23.14% QoQ

Other expense

$3M

Tax

$9M+15.13% QoQ

Revenue$482M+3.55%

Gross profit

$111M−2.82%

23.00% margin

Operating income

$41M−28.16%

8.61% margin

Pre-tax income

$39M−31.40%

Net income

$29M−39.32%

6.08% margin

Cost of revenue

$371M+5.62%

Operating expenses

$69M+23.14%

Other expense

$3M

Tax$9M+15.13%

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

CPI ×1.71· ±2.1% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.1%4 of 10×1.71

GDPgross domestic product±1.9%6 of 19×1.52

PCEpersonal income & outlays±1.8%7 of 19×1.49

FOMCrate decision±1.5%11 of 24×1.22

CPROFcorporate profits±1.1%5 of 12×0.88

NFPjobs report±1.1%4 of 10×0.87

PPIproducer prices±1.1%5 of 10×0.86

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.07 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Nov 3 '26 · confirmed	1.07	—
Q4 FY26	—	1.77	—
Q3 FY26	May 4 '26 · confirmed	1.35	—
Q2 FY26	Feb 3 '26 · confirmed	2.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod