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

Implied ±4.0%, either direction.

OCNYSEAbrasive, Asbestos & Misc Nonmetallic Mineral Prods

Owens Corning (OC) earnings date, market-implied expected move, and options open interest by expiry

121.63

+0.03 · +0.03%

post 121.01 −0.51%

Closed15:59 ET

Open122.77Volume867,766Mkt cap$9.6BEPS-7.90Div yield2.61%

Day120.41 – 122.7725%52-wk94.96 – 158.7641%

Owens Corning

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.0%implied · report alone

8Q avg ±4.1%·×0.97·fair

116.28126.02

straddle ±7.6%

spot 121.15exp Nov 20ATM strike 120ATM straddle 10.90IV 47%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+4.77%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+5.25%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

689 managers

Top fund weight

0.35%

OC weight · MDY

N-PORTJun 30 '26

5 funds

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

Owens Corning (OC) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 6 '24Nov 6 '24confirmed—▲+1.14%—

Feb 24 '25Feb 24 '25confirmed—▼−1.55%—

May 7 '25May 7 '25confirmed—▼−8.57%—

Aug 6 '25Aug 6 '25confirmed—▲+4.89%—

Nov 5 '25Nov 5 '25confirmed—▼−9.53%—

Q1 FY26Feb 25 '26confirmed—▼−2.49%—

May 6 '26May 6 '26confirmed—▲+0.11%—

Q2 FY26Aug 5 '26confirmed—▲+4.77%—

quarterimplied−10%0+10%realized×

Q2 FY26—▲+4.77%—

May '26—▲+0.11%—

Q1 FY26—▼−2.49%—

Nov '25—▼−9.53%—

Aug '25—▲+4.89%—

May '25—▼−8.57%—

2 older reports

Feb '25—▼−1.55%—

Nov '24—▲+1.14%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.73OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

472+10%Nov 2020d650+24%

1,018+2%Dec 1848d0.482,137+24%0.48

786+13%Feb 19111d2.04385+11%2.04

ExpiryPutsCallsP/C

Nov 2020d472+10%650+24%0.73

Dec 1848d1,018+2%2,137+24%0.48

Feb 19111d786+13%385+11%2.04

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

Positioning

Linked exposure

scenario · straddle±7.6%

Funds 4

MDY±0.0%

REVS±0.0%

VIG±0.0%

VTI±0.0%

Customers 1

IBP±5.3%×0.70

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

8.24%as filednet margin · revenue +21.68% QoQ · +0.33% YoY

Revenue

$2.8B+21.68% QoQ

Gross profit

$793M+55.49% QoQ

28.77% margin

Operating income

$482M+301.67% QoQ

17.49% margin

Pre-tax income

$413M+664.81% QoQ

Net income

$227M+318.27% QoQ

8.24% margin

Cost of revenue

$2.0B+11.85% QoQ

Operating expenses

$311M−20.26% QoQ

SG&A $252M

R&D $35M

Other operating $24M

Other expense

$69M

Tax

$102M+580.00% QoQ

Revenue$2.8B+21.68%

Gross profit

$793M+55.49%

28.77% margin

Operating income

$482M+301.67%

17.49% margin

Pre-tax income

$413M+664.81%

Net income

$227M+318.27%

8.24% margin

Cost of revenue

$2.0B+11.85%

Operating expenses

$311M−20.26%

SG&A $252M

R&D $35M

Other operating $24M

Other expense

$69M

Tax$102M+580.00%

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 · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.43· ±2.4% vs ±1.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%9 of 24×1.43

CPIconsumer prices±1.8%4 of 10×1.09

NFPjobs report±1.7%6 of 10×1.04

PCEpersonal income & outlays±1.5%12 of 19×0.91

GDPgross domestic product±1.3%12 of 19×0.80

PPIproducer prices±1.1%4 of 10×0.67

CPROFcorporate profits±1.1%7 of 12×0.64

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 2.80 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	2.80	—
Q1 FY26	Feb 25 '26 · confirmed	-1.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod