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

Implied ±13.2%, either direction.

PRGONYSEPharmaceutical Preparations

PERRIGO Co plc (PRGO) earnings date, market-implied expected move, and options open interest by expiry

15.79

−0.11 · −0.69%

post 15.79 −0.03%

Closed16:00 ET

Open15.77Volume3.3MMkt cap$2.2BEPS-12.51Div yield7.35%

Day15.45 – 15.9567%52-wk8.81 – 19.2067%

PRGO

PERRIGO Co plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.2%implied · straddle

13.7017.86

spot 15.78exp Nov 20ATM strike 15ATM straddle 2.45IV 81%

Oct 30 close

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

confirmedQ3 FY26

Calendar

Next report

Last report

+23.10%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

12.90%

of PRGO revenue · Walmart

customerPRGO 10-K

Largest filed tie

13F top-10 QoQ

+4.77%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

338 managers

Top fund weight

0.05%

PRGO weight · IWM

N-PORTJun 30 '26

4 funds

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

PERRIGO (PRGO) reports on Nov 4 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+23.10%—

quarterimplied−25%0+25%realized×

Q2 FY26—▲+23.10%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

1.69OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

11,051+44%Nov 2020d6,524+6%

30—Dec 1848d0.14220—0.14

1,470+1%Jan 1576d0.423,5320%0.42

165+4%Feb 19111d0.17958+37%0.17

ExpiryPutsCallsP/C

Nov 2020d11,051+44%6,524+6%1.69

Dec 1848d30—220—0.14

Jan 1576d1,470+1%3,5320%0.42

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

Positioning

Linked exposure

scenario · straddle±13.2%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

7.28%as filednet margin · revenue +5.53% QoQ · −3.17% YoY

Revenue

$1.0B+5.53% QoQ

Gross profit

$314M−3.56% QoQ

30.69% margin

Operating income

$24M+106.31% QoQ

2.30% margin

Pre-tax income

$105M+125.80% QoQ

Net income

$75M+118.69% QoQ

7.28% margin

Cost of revenue

$709M+10.13% QoQ

Operating expenses

$290M−58.40% QoQ

Marketing $151M

SG&A $100M

R&D $24M

Other operating $15M

Tax

$17M+190.37% QoQ

Other income

$82M+326.52% QoQ

Revenue$1.0B+5.53%

Gross profit

$314M−3.56%

30.69% margin

Operating income

$24M+106.31%

2.30% margin

Pre-tax income

$105M+125.80%

Net income

$75M+118.69%

7.28% margin

Cost of revenue

$709M+10.13%

Operating expenses

$290M−58.40%

Marketing $151M

SG&A $100M

R&D $24M

Other income$82M+326.52%

Tax$17M+190.37%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

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

PPI ×1.69· ±3.0% vs ±1.8% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%5 of 11×1.69

NFPjobs report±2.7%8 of 10×1.51

PCEpersonal income & outlays±2.4%10 of 19×1.36

FOMCrate decision±1.8%10 of 25×1.02

GDPgross domestic product±1.5%10 of 19×0.87

CPIconsumer prices±1.5%6 of 11×0.84

CPROFcorporate profits±1.4%6 of 12×0.80

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.53	—
Q1 FY26	—	-2.87	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod