What move does the options market price into Ollie's Bargain Outlet's report?

Implied ±6.7%, either direction.

OLLINasdaqRetail-Variety Stores

Ollie's Bargain Outlet Holdings, Inc. (OLLI) earnings date, market-implied expected move, and options open interest by expiry

89.25

pre 89.00 +0.07%

Pre-market15:59 ETdelayed

Open88.60Volume1.5MMkt cap$5.3BP/E19.82EPS4.49

Day87.18 – 89.00100%52-wk60.29 – 130.4041%

OLLI

Ollie's Bargain Outlet Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.7%implied · report alone

83.0194.95

straddle ±12.9%

spot 88.98exp Dec 18ATM strike 90ATM straddle 13.55IV 54%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 8

before open · in 34 days

est.Q3 FY26

Calendar

Next report

Last report

+2.12%

vs ±10.3% implied · ×0.20

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Linked news

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News

Largest filed tie

13F top-10 QoQ

+19.69%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

457 managers

Top fund weight

0.13%

OLLI weight · MDY

N-PORTJun 30 '26

3 funds

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

Ollie's Bargain Outlet (OLLI) is expected to report on Dec 8 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Sep 2 '26confirmed±10.3%▲+2.12%×0.20

quarterimplied−15%0+15%realized×

Q2 FY26±10.3%▲+2.12%×0.20

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

1.10OI · 5 expiries · Nov 3 closeP/C open interest · Dec 18 · first expiry after the report

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

423−1%Nov 2016d0.0225,609+1%0.02

report · Dec 8 · before open · est.

211+12%Dec 1844d192+12%

5,414+2%Jan 1572d1.583,4160%1.58

1,4280%Mar 19135d3.89367+6%3.89

159+5%Apr 16163d0.921730%0.92

ExpiryPutsCallsP/C

Nov 2016d423−1%25,609+1%0.02

report · Dec 8 · before open · est.

Dec 1844d211+12%192+12%1.10

Jan 1572d5,414+2%3,4160%1.58

Mar 19135d1,4280%367+6%3.89

Apr 16163d159+5%1730%0.92

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

Positioning

Linked exposure

scenario · straddle±12.9%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

11.53%as filednet margin · revenue +12.50% QoQ · +9.09% YoY

Revenue

$741M+12.50% QoQ

Gross profit

$322M+16.74% QoQ

43.46% margin

Operating income

$108M+55.95% QoQ

14.63% margin

Pre-tax income

$115M+53.80% QoQ

Net income

$85M+51.51% QoQ

11.53% margin

Cost of revenue

$419M+9.45% QoQ

Operating expenses

$214M+3.53% QoQ

SG&A $197M

Depreciation $11M

Other operating $5M

Tax

$29M+60.92% QoQ

Other income

$6M+23.68% QoQ

Revenue$741M+12.50%

Gross profit

$322M+16.74%

43.46% margin

Operating income

$108M+55.95%

14.63% margin

Pre-tax income

$115M+53.80%

Net income

$85M+51.51%

11.53% margin

Cost of revenue

$419M+9.45%

Operating expenses

$214M+3.53%

SG&A $197M

Depreciation $11M

Other operating $5M

Other income$6M+23.68%

Tax$29M+60.92%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.33· ±2.5% vs ±1.8% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±2.5%4 of 12×1.33

NFPjobs report±2.3%7 of 10×1.25

FOMCrate decision±2.2%10 of 24×1.22

PPIproducer prices±2.1%3 of 10×1.16

PCEpersonal income & outlays±2.0%8 of 19×1.09

GDPgross domestic product±1.9%10 of 19×1.02

CPIconsumer prices±1.5%3 of 10×0.80

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

Earnings history

EPS 1.42 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 2 '26 · confirmed	1.42	—
Q1 FY26	—	0.92	—
Q3 FY25	—	0.75	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod