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

Implied ±11.1%, either direction · provisional.

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

0 of the last 6 reports moved at least as far as the implied move.

PCARNasdaqMotor Vehicles & Passenger Car Bodies

Paccar Inc (PCAR) earnings date, market-implied expected move, and options open interest by expiry

103.80

+1.89 · +1.85%

Regular session13:29 ET

Open103.40Volume4.5MMkt cap$53.7BP/E19.77EPS5.25Div yield1.33%

Day103.18 – 103.80100%52-wk91.91 – 138.8725%

PCAR

Paccar Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.1%implied · straddle

90.61113.21

spot 101.91exp Feb 19ATM strike 100ATM straddle 13.30IV 30%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 26

before open · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

−0.61%

vs ±7.2% implied · ×0.09

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

15.00%

of Stoneridge revenue

supplierSRI 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−0.43%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

1,098 managers

Top fund weight

1.10%

PCAR weight · XLI

N-PORTJun 30 '26

11 funds

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

Paccar (PCAR) is expected to report on Jan 26 before open (estimated date).

Implied vs realized

8 reports

0 of 6≥ implied

avg implied: ±7.0%
avg realized: ±2.7%

Jan 28 '25Jan 28 '25confirmed±7.5%▼−2.42%×0.32

Apr 29 '25Apr 29 '25confirmed—▼−1.90%—

Jul 22 '25Jul 22 '25confirmed±6.6%▲+6.10%×0.93

Oct 21 '25Oct 21 '25confirmed±7.6%▲+2.43%×0.32

Jan 27 '26Jan 27 '26confirmed±6.4%▼−1.06%×0.17

Q1 FY26Apr 28 '26confirmed—▼−5.97%—

Q2 FY26Jul 28 '26confirmed±6.5%▲+3.57%×0.55

Q3 FY26Oct 27 '26confirmed±7.2%▼−0.61%×0.09

quarterimplied−10%0+10%realized×

Q3 FY26±7.2%▼−0.61%×0.09

Q2 FY26±6.5%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.73OI · 5 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

3,956−12%Nov 2018d1.402,829−3%1.40

754+12%Dec 1846d0.641,177+4%0.64

1,264+10%Jan 1574d0.413,1020%0.41

report · Jan 26 · before open · est.

458+17%Feb 19109d625+3%

331+108%Mar 19137d0.863850%0.86

ExpiryPutsCallsP/C

Nov 2018d3,956−12%2,829−3%1.40

Dec 1846d754+12%1,177+4%0.64

Jan 1574d1,264+10%3,1020%0.41

report · Jan 26 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±11.1%

Funds 4

XLI±0.1%

REVS±0.1%

QQQ±0.0%

VTV±0.0%

Suppliers 4

DAN±8.7%×0.79

ATMU±8.1%×0.73

CMI±7.6%×0.69

Customers 1

RUSHA±7.4%×0.66

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

10.68%as filednet margin · revenue +5.17% QoQ · +18.96% YoY

Revenue

$7.9B+5.17% QoQ

Gross profit

$1.6B+4.35% QoQ

20.48% margin

Operating income

$1.2B+8.77% QoQ

14.52% margin

Pre-tax income

$1.1B+10.14% QoQ

Net income

$848M+12.70% QoQ

10.68% margin

Cost of revenue

$6.3B+5.38% QoQ

Operating expenses

$474M−5.03% QoQ

Depreciation $168M

SG&A $168M

R&D $109M

Other operating $29M

Other expense

$71M

Tax

$234M+1.74% QoQ

Revenue$7.9B+5.17%

Gross profit

$1.6B+4.35%

20.48% margin

Operating income

$1.2B+8.77%

14.52% margin

Pre-tax income

$1.1B+10.14%

Net income

$848M+12.70%

10.68% margin

Cost of revenue

$6.3B+5.38%

Operating expenses

$474M−5.03%

Depreciation $168M

SG&A $168M

R&D $109M

Other expense

$71M

Tax$234M+1.74%

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 · ▮ down · bars = volume, 15mVolume ×0.12 · 20d avgSource: market data · 13:15 ET

Intraday

Event sensitivity

FOMC ×1.36· ±1.6% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%9 of 24×1.36

PCEpersonal income & outlays±1.2%9 of 19×1.02

CPROFcorporate profits±1.2%6 of 12×0.95

GDPgross domestic product±1.0%8 of 19×0.82

PPIproducer prices±1.0%3 of 10×0.82

NFPjobs report±1.0%5 of 10×0.81

CPIconsumer prices±1.0%5 of 10×0.79

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.61 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	1.61	—
Q2 FY26	Jul 28 '26 · confirmed	1.43	—
Q1 FY26	Apr 28 '26 · confirmed	1.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod