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

Implied ±18.5%, either direction.

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

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

PSIXNasdaqEngines & Turbines

Power Solutions International, Inc. (PSIX) earnings date, market-implied expected move, and options open interest by expiry

40.62

−8.81 · −17.83%

post 39.67 −2.33%

After hours16:19 ETdelayed

Open49.00Volume553,810Mkt cap$1.1BP/E13.49EPS2.94

Day39.67 – 50.000%52-wk25.28 – 106.5018%

PSIX

Power Solutions International, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.5%implied · report alone

8Q avg ±18.6%·×1.00·fair

32.8047.70

straddle ±21.0%

spot 40.25exp Nov 20ATM strike 40ATM straddle 9.95IV 150%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+23.62%

vs ±28.4% implied · ×0.83

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+75.74%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

157 managers

Top fund weight

0.01%

PSIX weight · IWM

N-PORTJun 30 '26

3 funds

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

Power Solutions International (PSIX) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

4 of 5≥ implied

avg implied: ±18.8%
avg realized: ±24.9%

Nov 7 '24Nov 7 '24confirmed—▲+7.69%—

Mar 24 '25Mar 24 '25confirmed—▲+7.14%—

May 8 '25May 8 '25confirmed—▲+9.41%—

Aug 7 '25Aug 7 '25confirmed±12.6%▲+13.57%×1.08

Q3 FY25Nov 6 '25confirmed±16.7%▼−19.14%×1.15

Q1 FY26Mar 2 '26confirmed±16.6%▼−28.97%×1.75

May 11 '26May 11 '26confirmed±19.7%▼−39.15%×1.99

Q2 FY26Aug 6 '26confirmed±28.4%▲+23.62%×0.83

quarterimplied−40%0+40%realized×

Q2 FY26±28.4%▲+23.62%×0.83

May '26±19.7%▼−39.15%×1.99

Q1 FY26±16.6%▼−28.97%×1.75

Q3 FY25±16.7%▼−19.14%×1.15

Aug '25±12.6%▲+13.57%×1.08

May '25—▲+9.41%—

2 older reports

Mar '25—▲+7.14%—

Nov '24—▲+7.69%—

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.44OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

3,6030%Nov 2016d8,159+113%

1,409+9964%Dec 1844d4.303280%4.30

442+4%Feb 19107d0.152,9890%0.15

ExpiryPutsCallsP/C

Nov 2016d3,6030%8,159+113%0.44

Dec 1844d1,409+9964%3280%4.30

Feb 19107d442+4%2,9890%0.15

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

Positioning

Linked exposure

scenario · straddle±21.0%

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

11.05%as filednet margin · revenue +18.63% QoQ · −20.51% YoY

Revenue

$153M+18.63% QoQ

Gross profit

$41M+40.59% QoQ

27.12% margin

Operating income

$24M+109.95% QoQ

15.68% margin

Pre-tax income

$22M+130.88% QoQ

Net income

$17M+130.97% QoQ

11.05% margin

Cost of revenue

$111M+12.11% QoQ

Operating expenses

$17M−3.23% QoQ

SG&A $12M

R&D $5M

Other operating $280,000

Other expense

$1M

Tax

$6M+130.62% QoQ

Revenue$153M+18.63%

Gross profit

$41M+40.59%

27.12% margin

Operating income

$24M+109.95%

15.68% margin

Pre-tax income

$22M+130.88%

Net income

$17M+130.97%

11.05% margin

Cost of revenue

$111M+12.11%

Operating expenses

$17M−3.23%

SG&A $12M

R&D $5M

Other operating $280,000

Other expense

$1M

Tax$6M+130.62%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

CPI ×1.48· ±7.1% vs ±4.8% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±7.1%8 of 10×1.48

PPIproducer prices±6.5%4 of 10×1.35

NFPjobs report±6.2%6 of 10×1.29

FOMCrate decision±4.5%10 of 24×0.94

PCEpersonal income & outlays±3.9%10 of 19×0.82

GDPgross domestic product±3.5%11 of 19×0.73

CPROFcorporate profits±3.0%7 of 12×0.62

Bar = avg |move| to ±8% · tick = ±4.8% avg day · ×base = |move| ÷ ±4.8% · min 6 releases

Earnings history

EPS 0.73 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.73	—
Q1 FY26	Mar 2 '26 · confirmed	0.32	—
Q3 FY25	Nov 6 '25 · confirmed	1.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod