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

Implied ±5.3%, either direction.

POSTNYSEGrain Mill Products

Post Holdings, Inc. (POST) earnings date, market-implied expected move, and options open interest by expiry

83.19

+1.54 · +1.89%

post 83.11 −0.10%

Closed16:56 ET

Open82.58Volume552,501Mkt cap$3.7B

Day82.58 – 83.7545%52-wk71.45 – 117.2825%

POST

Post Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.3%implied · report alone

78.7987.65

straddle ±7.1%

spot 83.22exp Nov 20ATM strike 85ATM straddle 6.93IV 42%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 19

after close · in 19 days

confirmedQ4 FY25

Calendar

Next report

Last report

−12.79%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters

News

Largest filed tie

13F top-10 QoQ

−5.16%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

418 managers

Top fund weight

0.10%

POST weight · MDY

N-PORTJun 30 '26

3 funds

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

Post (POST) reports on Nov 19 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 6 '26confirmed—▼−12.79%—

quarterimplied−15%0+15%realized×

Q3 FY26—▼−12.79%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 23 close

1.00OI · 3 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

33+22%Nov 2020d33+267%

473−1%Dec 1848d1.09433+1%1.09

185+1%Mar 19139d4.5141+3%4.51

ExpiryPutsCallsP/C

Nov 2020d33+22%33+267%1.00

Dec 1848d473−1%433+1%1.09

Mar 19139d185+1%41+3%4.51

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

Positioning

Linked exposure

scenario · straddle±7.1%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

3.26%as filednet margin · revenue −4.65% QoQ · −1.83% YoY

Revenue

$1.9B−4.65% QoQ

Gross profit

$566M−8.31% QoQ

29.07% margin

Operating income

$189M−10.67% QoQ

9.72% margin

Pre-tax income

$87M−21.20% QoQ

Net income

$64M−22.44% QoQ

3.26% margin

Cost of revenue

$1.4B−3.06% QoQ

Operating expenses

$377M−7.07% QoQ

SG&A $326M

Other operating $1M

Other operating $50M

Other expense

$103M

Tax

$23M−17.79% QoQ

Revenue$1.9B−4.65%

Gross profit

$566M−8.31%

29.07% margin

Operating income

$189M−10.67%

9.72% margin

Pre-tax income

$87M−21.20%

Net income

$64M−22.44%

3.26% margin

Cost of revenue

$1.4B−3.06%

Operating expenses

$377M−7.07%

SG&A $326M

Other operating $1M

Other operating $50M

Other expense

$103M

Tax$23M−17.79%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:45 ET

Intraday

Event sensitivity

NFP ×1.88· ±2.0% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.0%6 of 10×1.88

CPIconsumer prices±1.5%6 of 11×1.37

GDPgross domestic product±1.3%8 of 19×1.16

PCEpersonal income & outlays±1.2%9 of 19×1.13

CPROFcorporate profits±1.1%5 of 12×1.04

FOMCrate decision±1.1%7 of 24×1.03

PPIproducer prices±1.0%6 of 11×0.89

Bar = avg |move| to ±3% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 1.29 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 6 '26 · confirmed	1.29	—
Q2 FY26	—	1.56	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod