How often does PBF Energy move more than the options market prices?

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

PBFNYSEPetroleum Refining

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

70.47

−7.34 · −9.44%

Regular session14:08 ET

Open77.55Volume2.5MMkt cap$9.4BP/E3.09EPS22.80Div yield1.41%

Day69.64 – 77.5510%52-wk25.16 – 92.4667%

PBF

PBF Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 11

before open · in 99 days

est.Q4 FY26

Calendar

Next report

Last report

+3.08%

vs ±13.8% implied · ×0.22

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

2dSHEL · customerShell buys 735,554 LSE at £40.4974 and 484,146 XAMS at €48.7679 on 30 Oct 2026

News

Largest filed tie

13F top-10 QoQ

+11.78%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

438 managers

Top fund weight

0.14%

PBF weight · IWM

N-PORTJun 30 '26

5 funds

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

PBF Energy (PBF) is expected to report on Feb 11 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.9%
avg realized: ±6.3%

Feb 13 '25Feb 13 '25confirmed±7.1%▼−12.78%×1.80

May 1 '25May 1 '25confirmed±9.9%▼−3.03%×0.31

Jul 31 '25Jul 31 '25confirmed±12.3%▼−8.24%×0.67

Oct 30 '25Oct 30 '25confirmed±11.1%▲+1.35%×0.12

Feb 12 '26Feb 12 '26confirmed±7.2%▼−5.87%×0.82

Q1 FY26Apr 30 '26confirmed±11.0%▲+0.53%×0.05

Q2 FY26Jul 30 '26confirmed±14.6%▲+15.39%×1.05

Q3 FY26Oct 29 '26confirmed±13.8%▲+3.08%×0.22

quarterimplied−20%0+20%realized×

Q3 FY26±13.8%▲+3.08%×0.22

Q2 FY26±14.6%

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

1.55OI · 4 expiries · Oct 28 closeP/C open interest · Mar 19 · first expiry after the report

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

16,542+2%Nov 2016d0.8519,552+58%0.85

3,321+8%Dec 1844d0.615,465+1%0.61

7,9960%Jan 1572d0.819,877+9%0.81

report · Feb 11 · before open · est.

1,148+7%Mar 19135d739+2%

ExpiryPutsCallsP/C

Nov 2016d16,542+2%19,552+58%0.85

Dec 1844d3,321+8%5,465+1%0.61

Jan 1572d7,9960%9,877+9%0.81

report · Feb 11 · before open · est.

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 filedQ3 FY26

12.72%as filednet margin · revenue +3.89% QoQ · +58.58% YoY

Revenue

$12.1B+3.89% QoQ

Gross profit

$2.2B+89.28% QoQ

17.89% margin

Operating income

$2.1B+65.15% QoQ

17.32% margin

Pre-tax income

$2.0B+66.54% QoQ

Net income

$1.5B+68.67% QoQ

12.72% margin

Cost of revenue

$10.0B−5.41% QoQ

Operating expenses

$70M+155.71% QoQ

SG&A $127M

Depreciation $4M

Other expense

$54M

Tax

$504M+60.34% QoQ

Revenue$12.1B+3.89%

Gross profit

$2.2B+89.28%

17.89% margin

Operating income

$2.1B+65.15%

17.32% margin

Pre-tax income

$2.0B+66.54%

Net income

$1.5B+68.67%

12.72% margin

Cost of revenue

$10.0B−5.41%

Operating expenses

$70M+155.71%

SG&A $127M

Depreciation $4M

Other expense

$54M

Tax$504M+60.34%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

PPI ×1.16· ±3.0% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%4 of 10×1.16

PCEpersonal income & outlays±2.9%12 of 19×1.11

NFPjobs report±2.7%4 of 10×1.05

CPROFcorporate profits±2.7%10 of 12×1.04

GDPgross domestic product±2.7%14 of 19×1.03

CPIconsumer prices±2.6%8 of 10×1.00

FOMCrate decision±2.4%12 of 24×0.93

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 12.54 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	12.54	—
Q2 FY26	Jul 30 '26 · confirmed	7.54	—
Q1 FY26	Apr 30 '26 · confirmed	1.65	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod