PSNNYSEServices-Computer Integrated Systems Design

Parsons Corp (PSN) earnings date, market-implied expected move, and options open interest by expiry

50.70

Closed16:00 ET

Open49.33Volume1.7MMkt cap$5.3BP/E36.74EPS1.38

Day49.33 – 51.0380%52-wk36.26 – 88.0028%

PSN

Parsons Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

before open · in 102 days

est.Q4 FY26

Calendar

Next report

Last report

−0.41%

vs ±10.6% implied · ×0.04

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

51.00%

of PSN revenue · United States federal government

customerPSN 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.42%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

339 managers

Top fund weight

0.08%

PSN weight · MDY

N-PORTJun 30 '26

3 funds

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

Parsons (PSN) is expected to report on Feb 10 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Feb 19 '25Feb 19 '25confirmed—▼−11.46%—

Apr 30 '25Apr 30 '25confirmed—▼−2.62%—

Aug 6 '25Aug 6 '25confirmed—▼−1.40%—

Nov 5 '25Nov 5 '25confirmed—▲+4.21%—

Feb 11 '26Feb 11 '26confirmed—▼−14.19%—

Q1 FY26Apr 29 '26confirmed—▼−2.97%—

Q2 FY26Jul 29 '26confirmed—▼−35.00%—

Q3 FY26Oct 28 '26confirmed±10.6%▼−0.41%×0.04

quarterimplied−35%0+35%realized×

Q3 FY26±10.6%▼−0.41%×0.04

Q2 FY26—▼−35.00%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.75OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

3,3410%Nov 2020d1.811,841+2%1.81

2,1700%Dec 1848d2.319410%2.31

report · Feb 10 · before open · est.

4070%Mar 19139d5450%

ExpiryPutsCallsP/C

Nov 2020d3,3410%1,841+2%1.81

Dec 1848d2,1700%9410%2.31

report · Feb 10 · before open · est.

Mar 19139d4070%

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 filedQ3 FY26

4.08%as filednet margin · revenue +4.74% QoQ · +1.78% YoY

Revenue

$1.7B+4.74% QoQ

Gross profit

$382M+29.41% QoQ

23.15% margin

Operating income

$104M+7916.91% QoQ

6.29% margin

Pre-tax income

$88M+2238.49% QoQ

Net income

$67M+14596.99% QoQ

4.08% margin

Cost of revenue

$1.3B−0.95% QoQ

Operating expenses

$278M−5.34% QoQ

Other expense

$16M

Tax

$20M+384.27% QoQ

Revenue$1.7B+4.74%

Gross profit

$382M+29.41%

23.15% margin

Operating income

$104M+7916.91%

6.29% margin

Pre-tax income

$88M+2238.49%

Net income

$67M+14596.99%

4.08% margin

Cost of revenue

$1.3B−0.95%

Operating expenses

$278M−5.34%

Other expense

$16M

Tax$20M+384.27%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×2.54· ±4.0% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.0%9 of 24×2.54

NFPjobs report±3.4%4 of 10×2.19

PCEpersonal income & outlays±2.9%7 of 19×1.85

PPIproducer prices±2.2%3 of 10×1.42

CPIconsumer prices±1.8%5 of 10×1.16

GDPgross domestic product±1.8%7 of 19×1.16

CPROFcorporate profits±1.7%5 of 12×1.06

Bar = avg |move| to ±4% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.51 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.51	—
Q2 FY26	Jul 29 '26 · confirmed	-0.14	—
Q1 FY26	Apr 29 '26 · confirmed	0.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod