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

Implied ±17.1%, either direction · provisional.

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

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

NPONYSEGaskets, Packg & Sealg Devices & Rubber & Plastics Hose

Enpro Inc. (NPO) earnings date, market-implied expected move, and options open interest by expiry

284.91

Closed15:59 ET

Open280.00Volume203,733Mkt cap$5.7BP/E129.11Div yield0.47%

Day280.00 – 291.2244%52-wk201.04 – 389.9944%

NPO

Enpro Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.1%implied · straddle

236.44334.10

spot 285.27exp Mar 19ATM strike 290ATM straddle 57.45IV 41%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 17

before open · in 105 days

est.Q4 FY26

Calendar

Next report

Last report

+6.06%

vs ±8.5% implied · ×0.71

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

24.00%

of NPO revenue · Customer that accounted for approximately 24% of 2025 consolidated net sales

customerNPO 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+2.90%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

406 managers

Top fund weight

0.25%

NPO weight · IWM

N-PORTJun 30 '26

5 funds

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

Enpro (NPO) is expected to report on Feb 17 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.3%
avg realized: ±4.2%

Feb 19 '25Feb 19 '25confirmed±5.5%▲+6.17%×1.13

May 6 '25May 6 '25confirmed±7.9%▲+6.86%×0.87

Aug 5 '25Aug 5 '25confirmed±6.6%▲+4.28%×0.65

Nov 4 '25Nov 4 '25confirmed±8.4%▼−6.01%×0.72

Feb 18 '26Feb 18 '26confirmed±6.4%▲+0.70%×0.11

Q1 FY26May 5 '26confirmed±7.1%▲+3.66%×0.51

Q2 FY26Aug 4 '26confirmed±8.2%▲+0.22%×0.03

Q3 FY26Nov 3 '26confirmed±8.5%▲+6.06%×0.71

quarterimplied−10%0+10%realized×

Q3 FY26±8.5%▲+6.06%×0.71

Q2 FY26±8.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.00OI · 3 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

1,7070%Nov 2016d100.41170%100.41

1840%Dec 1844d0.981880%0.98

report · Feb 17 · before open · est.

0—Mar 19135d200%

ExpiryPutsCallsP/C

Nov 2016d1,7070%170%100.41

Dec 1844d1840%1880%0.98

report · Feb 17 · before open · est.

Mar 19135d0—

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

Positioning

Linked exposure

scenario · straddle±17.1%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

Customers 2

AMAT±13.8%×0.81

ASML±10.7%×0.63

Dashed = straddle · × = co-movement · max 501dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

11.49%as filednet margin · revenue +3.54% QoQ · +22.40% YoY

Revenue

$351M+3.54% QoQ

Gross profit

$153M+2.82% QoQ

43.67% margin

Operating income

$63M+9.71% QoQ

18.04% margin

Pre-tax income

$55M+65.65% QoQ

Net income

$40M+48.71% QoQ

11.49% margin

Cost of revenue

$198M+4.11% QoQ

Operating expenses

$90M−1.53% QoQ

SG&A $89M

Other operating $500,000

Other expense

$9M

Tax

$14M+144.83% QoQ

Revenue$351M+3.54%

Gross profit

$153M+2.82%

43.67% margin

Operating income

$63M+9.71%

18.04% margin

Pre-tax income

$55M+65.65%

Net income

$40M+48.71%

11.49% margin

Cost of revenue

$198M+4.11%

Operating expenses

$90M−1.53%

SG&A $89M

Other operating $500,000

Other expense

$9M

Tax$14M+144.83%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.56· ±2.7% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.7%5 of 10×1.56

FOMCrate decision±2.2%13 of 24×1.24

PCEpersonal income & outlays±1.9%8 of 19×1.06

PPIproducer prices±1.9%3 of 10×1.06

GDPgross domestic product±1.8%12 of 19×1.04

CPROFcorporate profits±1.3%10 of 12×0.74

CPIconsumer prices±1.1%5 of 10×0.61

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 1.88 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	1.88	—
Q2 FY26	Aug 4 '26 · confirmed	1.27	—
Q1 FY26	May 5 '26 · confirmed	1.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod