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

Implied ±8.9%, either direction.

How often does Perimeter Solutions move more than the options market prices?

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

PRMNYSEChemicals & Allied Products

Perimeter Solutions, Inc. (PRM) earnings date, market-implied expected move, and options open interest by expiry

28.13

−0.41 · −1.44%

post 28.13 −0.01%

After hours16:00 ETdelayed

Open29.09Volume859,430Mkt cap$4.7BEPS-2.17

Day27.97 – 29.0914%52-wk20.38 – 38.1744%

PRM

Perimeter Solutions, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.9%implied · report alone

8Q avg ±12.7%·×0.70·cheap

26.0131.07

straddle ±10.7%

spot 28.54exp Nov 20ATM strike 30ATM straddle 3.60IV 68%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 10

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−17.78%

vs ±11.0% implied · ×1.62

shaded = implied · ▲▼ = realized

Jul 31 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−2.73%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

304 managers

Top fund weight

0.17%

PRM weight · IWM

N-PORTJun 30 '26

3 funds

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

Perimeter Solutions (PRM) is expected to report on Nov 10 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±9.4%
avg realized: ±12.7%

Nov 12 '24Nov 12 '24confirmed±5.6%▼−13.14%×2.35

Feb 20 '25Feb 20 '25confirmed±7.9%▼−7.99%×1.02

May 8 '25May 8 '25confirmed±5.9%▲+14.83%×2.52

Aug 7 '25Aug 7 '25confirmed±11.5%▲+6.57%×0.57

Oct 30 '25Oct 30 '25confirmed±11.5%▲+21.13%×1.84

Q1 FY26Feb 26 '26confirmed±11.1%▼−10.88%×0.98

May 6 '26May 6 '26confirmed±10.8%▼−9.18%×0.85

Q2 FY26Jul 31 '26confirmed±11.0%▼−17.78%×1.62

quarterimplied−25%0+25%realized×

Q2 FY26±11.0%▼−17.78%×1.62

May '26±10.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

1.37OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

619+3%Nov 2016d453+7%

670+1%Dec 1844d1.63412+2%1.63

278−15%Jan 1572d0.35784+1%0.35

219+1%Apr 16163d10.4321+5%10.43

ExpiryPutsCallsP/C

Nov 2016d619+3%453+7%1.37

Dec 1844d670+1%412+2%1.63

Jan 1572d278−15%784+1%0.35

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

Positioning

Linked exposure

scenario · straddle±10.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−84.95%as filednet margin · revenue +70.95% QoQ · +31.46% YoY

Revenue$214M+70.95%

Gross profit$118M55.13%+132.08%

Operating income−$203M−94.95%−380.08%

Pre-tax income−$221M−544.24%

Net income−$182M−84.95%−349.03%

Cost of revenue$96M+29.16%

Operating expenses$321M+1578.74%

Tax−$40M−72.37%

Other expense−$18M+18.66%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.08· ±2.4% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.4%4 of 10×1.08

PPIproducer prices±2.2%6 of 10×1.00

CPROFcorporate profits±2.2%7 of 12×0.97

FOMCrate decision±2.1%9 of 24×0.96

GDPgross domestic product±2.1%9 of 19×0.95

PCEpersonal income & outlays±2.0%10 of 19×0.88

CPIconsumer prices±1.3%8 of 10×0.59

Bar = avg |move| to ±3% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS -1.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 31 '26 · confirmed	-1.11	—
Q1 FY26	Feb 26 '26 · confirmed	0.44	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod