What move does the options market price into Rocket Lab's report?

Implied ±9.0%, either direction.

RKLBNasdaqGuided Missiles & Space Vehicles & Parts

Rocket Lab Corp (RKLB) earnings date, market-implied expected move, and options open interest by expiry

54.47

+2.40 · +4.61%

post 54.06 −0.75%

Closed19:59 ET

Open52.81Volume13.6MMkt cap$32.6BEPS-0.27

Day52.60 – 54.9762%52-wk37.57 – 151.0015%

RKLB

Rocket Lab Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.0%implied · report alone

49.5459.32

straddle ±12.1%

spot 54.43exp Nov 13ATM strike 54ATM straddle 7.75IV 108%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

confirmedQ3 FY26

Calendar

Next report

Last report

−0.04%

vs ±11.4% implied · ×0.00

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+3.35%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,127 managers

Top fund weight

9.68%

RKLB weight · NASA

N-PORTAug 31 '26

6 funds

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

Rocket Lab (RKLB) reports on Nov 9 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 10 '26confirmed±11.4%▼−0.04%×0.00

quarterimplied−15%0+15%realized×

Q2 FY26±11.4%▼−0.04%×0.00

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 2 close

0.77OI · 10 expiries · Nov 2 closeP/C open interest · Nov 13 · first expiry after the report

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

25,530+31%Nov 62d0.8031,951+36%0.80

report · Nov 9 · after close · confirmed

15,226+13%Nov 139d19,815+15%

42,400−2%Nov 2016d0.9743,741+2%0.97

4,820+2608%Nov 2723d0.519,490+4062%0.51

6 later expiries

600+40%Dec 430d0.81739+80%0.81

218—Dec 1137d1.65132—1.65

90,189−4%Dec 1844d0.86105,038+1%0.86

131,416+1%Jan 1572d0.80164,6850%0.80

32,2390%Mar 19135d0.5954,403−2%0.59

9,421+1%Apr 16163d1.247,584+8%1.24

ExpiryPutsCallsP/C

Nov 62d25,530+31%31,951+36%0.80

report · Nov 9 · after close · confirmed

Nov 139d15,226+13%19,815+15%0.77

Nov 2016d42,400−2%43,741+2%0.97

Nov 2723d4,820+2608%9,490+4062%0.51

6 later expiries

Dec 430d600+40%739+80%0.81

Dec 1137d218—132—1.65

Dec 1844d90,189−4%105,038+1%0.86

Jan 1572d131,416+1%164,6850%0.80

Mar 19135d32,2390%54,403−2%0.59

Apr 16163d9,421+1%7,584+8%1.24

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

Positioning

Linked exposure

scenario · straddle±12.1%

Funds 4

NASA±1.2%

FTC±0.1%

QQQ±0.0%

VUG±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−21.04%as filednet margin · revenue +16.83% QoQ · +61.99% YoY

Revenue$234M+16.83%

Gross profit$85M36.13%+10.57%

Operating income−$58M−24.57%−2.76%

Pre-tax income−$44M+6.16%

Net income−$49M−21.04%−9.41%

Cost of revenue$149M+20.70%

Operating expenses$142M+7.27%

Tax$5M+397.27%

Other income$14M+48.37%

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 · 19:45 ET

Intraday

Event sensitivity

NFP ×1.65· ±6.4% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.4%8 of 10×1.65

PPIproducer prices±5.3%4 of 10×1.36

GDPgross domestic product±4.2%7 of 19×1.10

FOMCrate decision±3.7%14 of 24×0.96

CPROFcorporate profits±3.5%3 of 12×0.92

CPIconsumer prices±3.0%8 of 10×0.78

PCEpersonal income & outlays±2.7%8 of 19×0.69

Bar = avg |move| to ±7% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.08	—
Q1 FY26	—	-0.07	—
Q3 FY25	—	-0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod