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

Implied ±49.5%, either direction · provisional.

How often does PureCycle Technologies move more than the options market prices?

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

PCTNasdaqPlastic Materials, Synth Resins & Nonvulcan Elastomers

PureCycle Technologies, Inc. (PCT) earnings date, market-implied expected move, and options open interest by expiry

2.78

−0.35 · −11.06%

post 2.43 −12.43%

Closed19:26 ET

Open3.23Volume8.4MMkt cap$626.8MEPS-1.33

Day2.36 – 3.337%52-wk2.59 – 14.200%

PCT

PureCycle Technologies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±49.5%implied · straddle

1.414.17

spot 2.79exp Mar 19ATM strike 3ATM straddle 1.62IV 122%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 25

after close · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 3 close

Implied vs realized

Linked news

1dPG · supplierProcter & Gamble closes €750,000,000 3.750% note due 2030; €1,000,000,000 4.100% due 2034
1dLDOS · supplierLeidos reports Q3 revenue $4,630 million, net income $410 million, diluted EPS $3.28

News

Largest filed tie

13F top-10 QoQ

+29.78%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

319 managers

Top fund weight

0.04%

PCT weight · IWM

N-PORTJun 30 '26

3 funds

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

PureCycle Technologies (PCT) is expected to report on Feb 25 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±12.5%
avg realized: ±9.8%

Nov 7 '24Nov 7 '24confirmed±11.4%▼−6.74%×0.59

Feb 27 '25Feb 27 '25confirmed±14.1%▼−2.64%×0.19

May 7 '25May 7 '25confirmed±13.6%▲+15.09%×1.11

Aug 7 '25Aug 7 '25confirmed±11.4%0.00%×0.00

Q3 FY25Nov 6 '25confirmed±9.9%▲+9.68%×0.97

Q1 FY26Feb 26 '26confirmed±12.3%▼−22.29%×1.81

May 6 '26May 6 '26confirmed±11.6%▲+17.32%×1.49

Q2 FY26Aug 6 '26confirmed±15.5%▲+4.95%×0.32

quarterimplied−25%0+25%realized×

Q2 FY26±15.5%▲+4.95%×0.32

May '26±11.6%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 4 close

0.06OI · 10 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

7 nearer expiries

4,897+74%Nov 62d0.3713,273+3%0.37

445+24%Nov 139d0.311,429+3%0.31

31,062+45%Nov 2016d0.6746,196+1%0.67

202+6%Nov 2723d0.24855+7%0.24

4—Dec 430d0.0852—0.08

50%Dec 1137d—0——

154+3%Dec 1844d0.17926+1%0.17

68,533+2%Jan 1572d0.38179,143−2%0.38

6,868+65%Feb 19107d0.6810,029+28%0.68

report · Feb 25 · after close · est.

ExpiryPutsCallsP/C

7 nearer expiries

Nov 62d4,897+74%13,273+3%0.37

Nov 139d445+24%1,429+3%0.31

Nov 2016d31,062+45%46,196

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

Positioning

Linked exposure

scenario · straddle±49.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

292.38%as filednet margin · revenue −47.94% QoQ · −3.33% YoY

Revenue$2M−47.94%

Gross profit$2M100.00%−47.94%

Operating income−$37M−1594.68%+9.37%

Pre-tax income$7M+104.83%

Net income$7M292.38%+104.83%

Cost of revenue$0—

Operating expenses$40M−13.17%

Other income$44M+143.94%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

PPI ×1.85· ±7.6% vs ±4.1% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±7.6%5 of 10×1.85

CPIconsumer prices±5.4%4 of 10×1.31

NFPjobs report±3.9%5 of 10×0.95

FOMCrate decision±3.7%9 of 24×0.91

PCEpersonal income & outlays±3.0%7 of 19×0.73

GDPgross domestic product±2.3%8 of 19×0.57

CPROFcorporate profits±2.0%4 of 12×0.48

Bar = avg |move| to ±8% · tick = ±4.1% avg day · ×base = |move| ÷ ±4.1% · min 6 releases

Earnings history

EPS 0.00 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.00	—
Q2 FY26	Aug 6 '26 · confirmed	-0.80	—
Q1 FY26	Feb 26 '26 · confirmed	-0.21	—
Q3 FY25	Nov 6 '25 · confirmed	-0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod