How often does PRA move more than the options market prices?

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

PRAANasdaqShort-Term Business Credit Institutions

PRA Group Inc (PRAA) earnings date, market-implied expected move, and options open interest by expiry

19.86

pre 19.88 0.00%

Pre-market04:12 ETdelayed

Open19.88Volume331,067Mkt cap$748.4MEPS-6.70

Day19.88 – 19.8850%52-wk10.25 – 22.5578%

PRAA

PRA Group Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

+9.04%

vs ±13.0% implied · ×0.69

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−16.54%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

194 managers

Top fund weight

0.02%

PRAA weight · IWM

N-PORTJun 30 '26

3 funds

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

PRA (PRAA) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±11.1%
avg realized: ±12.8%

Nov 4 '24Nov 4 '24confirmed±11.2%▲+15.90%×1.42

Feb 19 '25Feb 19 '25confirmed±8.1%▼−4.18%×0.51

May 5 '25May 5 '25confirmed±11.2%▼−29.32%×2.61

Aug 4 '25Aug 4 '25confirmed±11.2%▼−0.45%×0.04

Q3 FY25Nov 3 '25confirmed±10.2%▼−10.99%×1.08

Q1 FY26Feb 26 '26confirmed±16.0%▲+24.31%×1.52

May 7 '26May 7 '26confirmed±8.1%▼−8.14%×1.01

Q2 FY26Aug 6 '26confirmed±13.0%▲+9.04%×0.69

quarterimplied−30%0+30%realized×

Q2 FY26±13.0%▲+9.04%×0.69

May '26±8.1%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.18OI · 2 expiries · Nov 3 closeP/C open interest · Dec 18 · first expiry after the report

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

97−1%Dec 1844d5510%

260%Mar 19135d0.59440%0.59

ExpiryPutsCallsP/C

Dec 1844d97−1%5510%0.18

Mar 19135d260%440%0.59

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

15.84%as filednet margin · revenue +18.33% QoQ · +10650.26% YoY

Revenue

$372M+18.33% QoQ

Gross profit

$302M+23.79% QoQ

81.09% margin

Operating income

$153M+48.45% QoQ

41.19% margin

Pre-tax income

$88M+117.90% QoQ

Net income

$59M+85.51% QoQ

15.84% margin

Cost of revenue

$70M−0.51% QoQ

Operating expenses

$149M+5.67% QoQ

Other operating $57M

SG&A $16M

Depreciation $5M

Other operating $71M

Other expense

$65M

Tax

$29M+235.29% QoQ

Revenue$372M+18.33%

Gross profit

$302M+23.79%

81.09% margin

Operating income

$153M+48.45%

41.19% margin

Pre-tax income

$88M+117.90%

Net income

$59M+85.51%

15.84% margin

Cost of revenue

$70M−0.51%

Operating expenses

$149M+5.67%

Other operating $57M

SG&A $16M

Depreciation $5M

Other expense

$65M

Tax$29M+235.29%

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

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.91· ±4.6% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.6%5 of 10×1.91

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.51	—
Q1 FY26	Feb 26 '26 · confirmed	0.73	—
Q3 FY25	Nov 3 '25 · confirmed	-10.43	—

PRA Group Inc (PRAA) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Implied vs realized

Event sensitivity

Earnings history

Methodology

Positioning

PRA Group Inc (PRAA) earnings date, market-implied expected move, and options open interest by expiry

Intraday

Linked exposure

Revenue flow