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

Implied ±5.3%, either direction.

PRNYSECrude Petroleum & Natural Gas

Permian Resources Corp (PR) earnings date, market-implied expected move, and options open interest by expiry

26.04

+0.47 · +1.84%

post 26.04 0.00%

Closed16:00 ET

Open25.96Volume6.1MMkt cap$21.8BP/E16.91EPS1.54Div yield2.42%

Day25.85 – 26.04100%52-wk11.66 – 26.07100%

Permian Resources Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.3%implied · report alone

24.6427.40

straddle ±7.3%

spot 26.02exp Nov 20ATM strike 26ATM straddle 2.23IV 45%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+2.48%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

1dBP · customerBP underlying RC profit $8,458 million, operating cash flow $14,829 million, net debt $13,870 million
2dSHEL · customerShell starts $5 billion buyback; declares Q3 interim dividend $0.3906 per ordinary share

News

Largest filed tie

13F top-10 QoQ

+10.13%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

623 managers

Top fund weight

0.40%

PR weight · MDY

N-PORTJun 30 '26

3 funds

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

Permian Resources (PR) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+2.48%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+2.48%—

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

0.19OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,347+37%Nov 2020d7,205+4%

68+48%Dec 1848d0.12556+435%0.12

12,330+4%Jan 1576d0.4427,712−1%0.44

501+4%Mar 19139d0.261,921+23%0.26

138+3%Apr 16167d0.27518+23%0.27

ExpiryPutsCallsP/C

Nov 2020d1,347+37%7,205+4%0.19

Dec 1848d68+48%556+435%0.12

Jan 1576d12,330+4%27,712−1%0.44

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

Positioning

Linked exposure

scenario · straddle±7.3%

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 filedQ2 FY26

548.66%as filednet margin · revenue +142.49% QoQ · −88.63% YoY

Revenue$144M+142.49%

Pre-tax income$1.0B+1490.25%

Net income$792M548.66%+1472.54%

Tax$223M+1556.44%

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

FOMC ×1.19· ±2.0% vs ±1.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%14 of 24×1.19

NFPjobs report±1.8%3 of 9×1.02

CPIconsumer prices±1.6%7 of 10×0.95

PPIproducer prices±1.3%6 of 10×0.73

PCEpersonal income & outlays±1.0%6 of 19×0.61

GDPgross domestic product±1.0%9 of 19×0.56

CPROFcorporate profits±0.9%5 of 12×0.53

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.93 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.93	—
Q1 FY26	—	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod