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

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

NGVTNYSEChemicals & Allied Products

Ingevity Corp (NGVT) earnings date, market-implied expected move, and options open interest by expiry

74.59

+0.88 · +1.20%

Regular session14:24 ET

Open74.00Volume469,888Mkt cap$2.5BP/E47.51EPS1.57

Day74.00 – 74.7184%52-wk45.85 – 79.2986%

NGVT

Ingevity Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−0.61%

vs ±8.4% implied · ×0.07

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−2.65%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

310 managers

Top fund weight

0.08%

NGVT weight · IWM

N-PORTJun 30 '26

4 funds

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

Ingevity (NGVT) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±9.0%
avg realized: ±8.7%

Jan 16 '25Jan 16 '25confirmed±10.0%▲+10.96%×1.10

Feb 18 '25Feb 18 '25confirmed±5.9%▲+5.28%×0.89

May 5 '25May 5 '25confirmed±13.6%▲+10.36%×0.76

Aug 4 '25Aug 4 '25confirmed±10.7%▲+21.32%×2.00

Nov 5 '25Nov 5 '25confirmed±8.6%▼−15.17%×1.77

Q1 FY26Feb 25 '26confirmed±7.9%▲+1.32%×0.17

May 6 '26May 6 '26confirmed±7.3%▼−4.88%×0.67

Q2 FY26Jul 29 '26confirmed±8.4%▼−0.61%×0.07

quarterimplied−25%0+25%realized×

Q2 FY26±8.4%▼−0.61%×0.07

May '26±7.3%▼−4.88%×0.67

Q1 FY26±7.9%▲+1.32%×0.17

Nov '25±8.6%▼−15.17%×1.77

Aug '25±10.7%▲+21.32%×2.00

May '25±13.6%▲+10.36%×0.76

2 older reports

Feb '25±5.9%▲+5.28%×0.89

Jan '25±10.0%▲+10.96%×1.10

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

—OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

0—Nov 2017d0—

0—Dec 1845d—0——

30%Jan 1573d0.021540%0.02

60%Apr 16164d0.6790%0.67

ExpiryPutsCallsP/C

Nov 2017d0—0——

Dec 1845d0—0——

Jan 1573d30%1540%0.02

Apr 16164d60%90%0.67

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 filedQ2 FY26

11.24%as filednet margin · revenue +21.74% QoQ · −5.25% YoY

Revenue

$314M+21.74% QoQ

Gross profit

$139M+19.42% QoQ

44.25% margin

Operating income

$60M−12.26% QoQ

19.13% margin

Pre-tax income

$51M+67.88% QoQ

Net income

$35M−40.97% QoQ

11.24% margin

Cost of revenue

$175M+23.66% QoQ

Operating expenses

$79M+64.72% QoQ

SG&A $39M

R&D $6M

Other operating $34M

Other expense

$9M

Tax

$11M+60.29% QoQ

Revenue$314M+21.74%

Gross profit

$139M+19.42%

44.25% margin

Operating income

$60M−12.26%

19.13% margin

Pre-tax income

$51M+67.88%

Net income

$35M−40.97%

11.24% margin

Cost of revenue

$175M+23.66%

Operating expenses

$79M+64.72%

SG&A $39M

R&D $6M

Other operating $34M

Other expense

$9M

Tax$11M+60.29%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 ET

Intraday

Event sensitivity

FOMC ×1.05· ±2.1% vs ±2.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%11 of 24×1.05

CPIconsumer prices±1.9%6 of 10×0.95

CPROFcorporate profits±1.8%6 of 12×0.86

GDPgross domestic product±1.7%8 of 19×0.83

PPIproducer prices±1.6%5 of 10×0.77

NFPjobs report±1.2%6 of 10×0.61

PCEpersonal income & outlays±1.1%9 of 19×0.54

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

Earnings history

EPS 1.00 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	1.00	—
Q1 FY26	Feb 25 '26 · confirmed	1.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod