What move does the options market price into Riley Exploration Permian's report?

Implied ±7.3%, either direction.

How often does Riley Exploration Permian move more than the options market prices?

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

REPXNYSECrude Petroleum & Natural Gas

Riley Exploration Permian, Inc. (REPX) earnings date, market-implied expected move, and options open interest by expiry

53.21

Closed15:59 ET

Open52.85Volume165,939Mkt cap$1.2BP/E9.50EPS5.60Div yield3.04%

Day52.70 – 53.2298%52-wk23.00 – 54.1397%

REPX

Riley Exploration Permian, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.3%implied · report alone

8Q avg ±4.3%·×1.67·rich

49.4157.13

straddle ±9.2%

spot 53.27exp Nov 20ATM strike 55ATM straddle 5.75IV 54%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 4

after close · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

+3.24%

vs ±9.7% implied · ×0.34

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

30.00%

of REPX revenue · Undisclosed additional purchaser

customerREPX 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+19.99%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

197 managers

Top fund weight

0.02%

REPX weight · IWM

N-PORTJun 30 '26

3 funds

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

Riley Exploration Permian (REPX) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±9.3%
avg realized: ±4.3%

Nov 6 '24Nov 6 '24confirmed±7.8%▲+6.42%×0.82

Mar 5 '25Mar 5 '25confirmed±14.4%▲+1.64%×0.11

May 7 '25May 7 '25confirmed±9.9%▲+6.83%×0.69

Aug 6 '25Aug 6 '25confirmed±8.2%▲+1.63%×0.20

Q3 FY25Nov 5 '25confirmed±8.5%▼−3.19%×0.38

Q1 FY26Mar 4 '26confirmed±8.5%▲+9.27%×1.09

May 6 '26May 6 '26confirmed±7.4%▲+2.42%×0.33

Q2 FY26Aug 5 '26confirmed±9.7%▲+3.24%×0.34

quarterimplied−15%0+15%realized×

Q2 FY26±9.7%▲+3.24%×0.34

May '26±7.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

1.91OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

155+1%Nov 2019d81+7%

171−1%Dec 1847d0.602850%0.60

420%Mar 19138d0.172410%0.17

ExpiryPutsCallsP/C

Nov 2019d155+1%81+7%1.91

Dec 1847d171−1%2850%0.60

Mar 19138d420%2410%0.17

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

Positioning

Linked exposure

scenario · straddle±9.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

TRGP±3.8%×0.41

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

52.68%as filednet margin · revenue +45.63% QoQ · +94.22% YoY

Revenue

$166M+45.63% QoQ

Gross profit

$136M+51.90% QoQ

82.25% margin

Operating income

$87M+99.75% QoQ

52.60% margin

Pre-tax income

$115M+223.71% QoQ

Net income

$87M+224.05% QoQ

52.68% margin

Cost of revenue

$29M+22.28% QoQ

Operating expenses

$49M+6.60% QoQ

Depreciation $25M

Marketing $11M

SG&A $9M

Other operating $4M

Tax

$27M+222.64% QoQ

Other income

$27M+120.14% QoQ

Revenue$166M+45.63%

Gross profit

$136M+51.90%

82.25% margin

Operating income

$87M+99.75%

52.60% margin

Pre-tax income

$115M+223.71%

Net income

$87M+224.05%

52.68% margin

Cost of revenue

$29M+22.28%

Operating expenses

$49M+6.60%

Depreciation $25M

Marketing $11M

SG&A $9M

Other income$27M+120.14%

Tax$27M+222.64%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.19· ±2.5% vs ±2.1% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.5%7 of 10×1.19

FOMCrate decision±2.4%11 of 24×1.13

PPIproducer prices±2.3%3 of 10×1.06

NFPjobs report±2.1%6 of 10×0.99

PCEpersonal income & outlays±1.2%8 of 19×0.54

GDPgross domestic product±1.1%9 of 19×0.53

CPROFcorporate profits±0.9%9 of 12×0.42

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 4.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	4.11	—
Q1 FY26	Mar 4 '26 · confirmed	-3.38	—
Q3 FY25	Nov 5 '25 · confirmed	0.77	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod