How often does Peloton Interactive move more than the options market prices?

3 of the last 7 reports moved at least as far as the implied move.

PTONNasdaqSporting & Athletic Goods, NEC

Peloton Interactive, Inc. (PTON) earnings date, market-implied expected move, and options open interest by expiry

5.65

+0.19 · +3.48%

Regular session09:40 ET

Open5.48Volume18.6MMkt cap$2.4BP/E37.67EPS0.15

Day5.48 – 5.9636%52-wk3.65 – 7.9247%

PTON

Peloton Interactive, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 4

before open · in 91 days

est.Q2 FY27

Calendar

Next report

Last report

Nov 5

before open

confirmedNov 4 close

Implied vs realized

Linked news

2dCHH · customerChoice Hotels posts Q3 net income $57,912 thousand, diluted EPS $1.28
5dLULU · customerIs it finally time to buy Lululemon? Here's what the charts tell me

News

Largest filed tie

13F top-10 QoQ

+32.02%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

468 managers

Top fund weight

0.08%

PTON weight · IWM

N-PORTJun 30 '26

4 funds

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

Peloton Interactive (PTON) is expected to report on Feb 4 before open (estimated date).

Implied vs realized

8 reports

3 of 7≥ implied

avg implied: ±13.4%
avg realized: ±13.7%

Oct 31 '24Oct 31 '24confirmed±17.2%▲+27.82%×1.62

Feb 6 '25Feb 6 '25confirmed±15.6%▲+12.01%×0.77

May 8 '25May 8 '25confirmed±13.3%▼−6.73%×0.51

Aug 7 '25Aug 7 '25confirmed±14.2%▲+0.57%×0.04

Nov 6 '25Nov 6 '25confirmed±10.7%▲+14.16%×1.32

Q2 FY26Feb 5 '26confirmed±10.1%▼−25.72%×2.56

Q3 FY26May 7 '26confirmed±12.5%▲+8.85%×0.71

Q4 FY26Aug 6 '26confirmed—▼−15.57%—

quarterimplied−30%0+30%realized×

Q4 FY26—▼−15.57%—

Q3 FY26±12.5%▲+8.85%

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

Implied vs realized

Positioning

OI · 8 expiries · Nov 4 close

0.17OI · 8 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

5 nearer expiries

2,038+153%Nov 61d0.365,683+124%0.36

755+258%Nov 138d0.551,371+49%0.55

7,194+189%Nov 2015d0.3719,358+107%0.37

803—Nov 2722d0.641,262—0.64

198—Dec 429d0.71278—0.71

373+269%Dec 1843d0.221,671+775%0.22

58,1350%Jan 1571d0.19313,2610%0.19

report · Feb 4 · before open · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 61d2,038+153%5,683+124%0.36

Nov 138d755+258%1,371+49%0.55

Nov 2015d7,194+189%19,358

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

derived from FYQ4 FY26

10.15%derived from FYnet margin · revenue −3.66% QoQ · +0.15% YoY

Revenue

$608M−3.66% QoQ

Gross profit

$344M+5.22% QoQ

56.66% margin

Operating income

$81M+54.67% QoQ

13.36% margin

Pre-tax income

$61M+125.28% QoQ

Net income

$62M+133.71% QoQ

10.15% margin

Cost of revenue

$263M−13.30% QoQ

Operating expenses

$263M−4.26% QoQ

SG&A $116M

Marketing $83M

R&D $57M

Other operating $7M

Other expense

$21M

Tax benefit

$1M

Revenue$608M−3.66%

Gross profit

$344M+5.22%

56.66% margin

Operating income

$81M+54.67%

13.36% margin

Pre-tax income

$61M+125.28%

Net income

$62M+133.71%

10.15% margin

Cost of revenue

$263M−13.30%

Operating expenses

$263M−4.26%

SG&A $116M

Marketing $83M

R&D $57M

Other expense

$21M

Tax benefit$1M

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:30 ET

Intraday

Event sensitivity

FOMC ×1.11· ±3.7% vs ±3.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.7%12 of 24×1.11

PPIproducer prices±2.4%4 of 10×0.72

GDPgross domestic product±2.4%4 of 19×0.72

CPIconsumer prices±2.2%8 of 10×0.65

PCEpersonal income & outlays±2.0%5 of 19×0.58

NFPjobs report±1.8%4 of 10×0.52

CPROFcorporate profits±1.3%3 of 12×0.39

Bar = avg |move| to ±4% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 6 '26 · confirmed	0.14	—
Q3 FY26	May 7 '26 · confirmed	0.06	—
Q2 FY26	Feb 5 '26 · confirmed	-0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod