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

Implied ±21.1%, either direction.

PEWRetail-Miscellaneous Shopping Goods Stores

GrabAGun Digital Holdings Inc. (PEW) earnings date, market-implied expected move, and options open interest by expiry

1.95

Closed16:00 ET

Open1.97Volume130,822Mkt cap$56.9MEPS-0.34

Day1.95 – 1.970%52-wk1.79 – 4.626%

PEW

GrabAGun Digital Holdings Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.1%implied · report alone

1.532.35

straddle ±28.5%

spot 1.94exp Nov 20ATM strike 2.5ATM straddle 0.65IV 89%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

after close · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

−5.56%

vs ±11.2% implied · ×0.50

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+19.59%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

52 managers

Top fund weight

0.00%

PEW weight · VTI

N-PORTJun 30 '26

1 fund

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

GrabAGun Digital (PEW) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±11.2%▼−5.56%×0.50

quarterimplied−15%0+15%realized×

Q2 FY26±11.2%▼−5.56%×0.50

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.01OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

100%Nov 2020d1,187+12%

0—Dec 1848d0.00959+68%0.00

6,462−1%Jan 1576d0.847,718−1%0.84

130%Apr 16167d0.06229+12%0.06

ExpiryPutsCallsP/C

Nov 2020d100%1,187+12%0.01

Dec 1848d0—959+68%0.00

Jan 1576d6,462−1%7,718−1%0.84

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

Positioning

Linked exposure

scenario · straddle±28.5%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−7.80%as filednet margin · revenue −10.46% QoQ · +9.37% YoY

Revenue$23M−10.46%

Gross profit$3M13.46%+13.02%

Operating income−$3M−11.08%+2.57%

Pre-tax income−$2M+1.53%

Net income−$2M−7.80%+1.36%

Cost of revenue$20M−13.26%

Operating expenses$6M+5.40%

Tax$3,000—

Other income$766,000−4.96%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.41· ±3.7% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%4 of 10×1.41

PCEpersonal income & outlays±2.4%6 of 13×0.92

PPIproducer prices±2.3%6 of 11×0.89

CPIconsumer prices±2.2%3 of 11×0.84

GDPgross domestic product±2.0%6 of 13×0.76

CPROFcorporate profits±1.3%3 of 9×0.49

FOMCrate decision±0.8%2 of 10×0.32

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

Earnings history

EPS -0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.06	—
Q1 FY26	—	-0.06	—
Q3 FY25	—	-0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod