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

Implied ±5.4%, either direction.

PFGCNYSEWholesale-Groceries, General Line

Performance Food Group Co (PFGC) earnings date, market-implied expected move, and options open interest by expiry

99.04

+1.51 · +1.55%

post 98.99 −0.05%

Closed19:31 ET

Open98.76Volume1.3MMkt cap$15.6BP/E43.04EPS2.30

Day97.65 – 99.0596%52-wk80.82 – 117.4850%

PFGC

Performance Food Group Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.4%implied · report alone

8Q avg ±4.4%·×1.23·rich

93.69104.41

straddle ±6.8%

spot 99.05exp Nov 20ATM strike 100ATM straddle 7.97IV 42%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 5 days

est.Q1 FY27

Calendar

Next report

Last report

−5.75%

vs ±5.8% implied · ×0.98

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Linked news

43dVITL · supplierStocks making the biggest moves midday: Workday, Generac, Vital Farms, Vicor, Tower Semi & more
72dARMK · customerAramark’s (ARMK) AI Data Center Push Gains Traction Amid Strong Q3 Results

News

Largest filed tie

13F top-10 QoQ

+3.90%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

531 managers

Top fund weight

0.48%

PFGC weight · MDY

N-PORTJun 30 '26

3 funds

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

Performance Food (PFGC) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 6 '24Nov 6 '24confirmed—▲+6.43%—

Feb 5 '25Feb 5 '25confirmed—▼−2.63%—

May 7 '25May 7 '25confirmed—▲+2.27%—

Aug 13 '25Aug 13 '25confirmed—▲+2.96%—

Nov 5 '25Nov 5 '25confirmed—▼−1.19%—

Q2 FY26Feb 4 '26confirmed—▼−7.45%—

Q3 FY26May 6 '26confirmed—▲+6.61%—

Q4 FY26Aug 12 '26confirmed±5.8%▼−5.75%×0.98

quarterimplied−10%0+10%realized×

Q4 FY26±5.8%▼−5.75%×0.98

Q3 FY26—+6.61%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

9.41OI · 3 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

2,0520%Nov 2021d2180%

2480%Dec 1849d0.251,0110%0.25

248+12%Mar 19140d0.862900%0.86

ExpiryPutsCallsP/C

Nov 2021d2,0520%2180%9.41

Dec 1849d2480%1,0110%0.25

Mar 19140d248+12%2900%0.86

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

Positioning

Linked exposure

scenario · straddle±6.8%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

0.90%derived from FYnet margin · revenue +10.67% QoQ · +6.43% YoY

Revenue

$18.0B+10.67% QoQ

Gross profit

$2.2B+11.86% QoQ

12.03% margin

Operating income

$324M+117.46% QoQ

1.80% margin

Pre-tax income

$222M+296.60% QoQ

Net income

$162M+289.21% QoQ

0.90% margin

Cost of revenue

$15.9B+10.51% QoQ

Operating expenses

$1.8B+3.08% QoQ

Other expense

$102M

Tax

$59M+318.31% QoQ

Revenue$18.0B+10.67%

Gross profit

$2.2B+11.86%

12.03% margin

Operating income

$324M+117.46%

1.80% margin

Pre-tax income

$222M+296.60%

Net income

$162M+289.21%

0.90% margin

Cost of revenue

$15.9B+10.51%

Operating expenses

$1.8B+3.08%

Other expense

$102M

Tax$59M+318.31%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

PPI ×1.69· ±2.1% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.1%5 of 10×1.69

NFPjobs report±1.4%7 of 10×1.12

FOMCrate decision±1.4%15 of 24×1.11

CPIconsumer prices±1.3%5 of 10×1.11

PCEpersonal income & outlays±1.2%11 of 19×0.99

CPROFcorporate profits±1.0%6 of 12×0.83

GDPgross domestic product±1.0%11 of 19×0.82

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.03 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 12 '26 · confirmed	1.03	—
Q3 FY26	May 6 '26 · confirmed	0.27	—
Q2 FY26	Feb 4 '26 · confirmed	0.39	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod