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

Implied ±20.0%, either direction · provisional.

OLNNYSEChemicals & Allied Products

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

17.56

Closed17:51 ET

Open16.40Volume6.7MMkt cap$2.0BEPS-1.97Div yield4.55%

Day16.15 – 17.7190%52-wk14.64 – 29.9019%

OLN

Olin Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±20.0%implied · straddle

14.0721.13

spot 17.60exp Feb 19ATM strike 17.5ATM straddle 4.15IV 54%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 28

after close · in 89 days

est.Q4 FY26

Calendar

Next report

Last report

+9.66%

vs ±10.5% implied · ×0.92

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+8.50%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

413 managers

Top fund weight

0.06%

OLN weight · MDY

N-PORTJun 30 '26

4 funds

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

Olin (OLN) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 30 '26confirmed—▼−16.51%—

Q3 FY26Oct 29 '26confirmed±10.5%▲+9.66%×0.92

quarterimplied−20%0+20%realized×

Q3 FY26±10.5%▲+9.66%×0.92

Q2 FY26—▼−16.51%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

1.41OI · 4 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

4,850−1%Nov 2020d0.706,902+14%0.70

153+350%Dec 1848d0.26589+68%0.26

3,167+4%Jan 1576d0.664,805+1%0.66

report · Jan 28 · after close · est.

9780%Feb 19111d692+3%

ExpiryPutsCallsP/C

Nov 2020d4,850−1%6,902+14%0.70

Dec 1848d153+350%589+68%0.26

Jan 1576d3,167+4%4,805+1%0.66

report · Jan 28 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±20.0%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

0.82%as filednet margin · revenue +0.33% QoQ · +2.01% YoY

Revenue

$1.7B+0.33% QoQ

Gross profit

$173M+1.47% QoQ

9.88% margin

Operating income

$59M+27.31% QoQ

3.39% margin

Pre-tax income

$17M+350.00% QoQ

Net income

$14M+208.27% QoQ

0.82% margin

Cost of revenue

$1.6B+0.21% QoQ

Operating expenses

$114M−8.25% QoQ

SG&A $98M

Other operating $15M

Other expense

$42M

Tax

$3M−84.21% QoQ

Revenue$1.7B+0.33%

Gross profit

$173M+1.47%

9.88% margin

Operating income

$59M+27.31%

3.39% margin

Pre-tax income

$17M+350.00%

Net income

$14M+208.27%

0.82% margin

Cost of revenue

$1.6B+0.21%

Operating expenses

$114M−8.25%

SG&A $98M

Other operating $15M

Other expense

$42M

Tax$3M−84.21%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

PPI ×1.41· ±3.0% vs ±2.1% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%8 of 11×1.41

PCEpersonal income & outlays±2.5%12 of 19×1.18

NFPjobs report±2.5%5 of 10×1.18

GDPgross domestic product±2.4%10 of 19×1.14

FOMCrate decision±2.3%11 of 24×1.06

CPROFcorporate profits±1.7%8 of 12×0.80

CPIconsumer prices±1.5%7 of 11×0.72

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	0.13	—
Q2 FY26	Jul 30 '26 · confirmed	-0.12	—
Q1 FY26	—	-0.73	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod