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

Implied ±18.8%, either direction · provisional.

How often does Rogers move more than the options market prices?

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

ROGNYSEPlastic Materials, Synth Resins & Nonvulcan Elastomers

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

128.26

pre 126.72 −1.54%

Pre-market09:19 ETdelayed

Open127.81Volume202,346Mkt cap$2.4BP/E51.10EPS2.48

Day126.72 – 127.810%52-wk75.14 – 169.0055%

ROG

Rogers Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.8%implied · straddle

104.56152.84

spot 128.70exp Mar 19ATM strike 130ATM straddle 28.40IV 46%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 16

after close · in 103 days

est.Q4 FY26

Calendar

Next report

Last report

+4.97%

vs ±9.9% implied · ×0.50

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−0.19%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

309 managers

Top fund weight

0.09%

ROG weight · IWM

N-PORTJun 30 '26

4 funds

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

Rogers (ROG) is expected to report on Feb 16 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.3%
avg realized: ±3.1%

Feb 19 '25Feb 19 '25confirmed±5.3%▼−0.32%×0.06

Apr 29 '25Apr 29 '25confirmed±8.4%▲+4.00%×0.48

Jul 31 '25Jul 31 '25confirmed±8.5%▲+2.62%×0.31

Oct 29 '25Oct 29 '25confirmed±8.4%▲+5.60%×0.66

Feb 17 '26Feb 17 '26confirmed±7.1%▲+3.95%×0.55

Q1 FY26Apr 28 '26confirmed±8.3%▼−1.60%×0.19

Q2 FY26Jul 28 '26confirmed±10.2%▼−2.01%×0.20

Q3 FY26Oct 27 '26confirmed±9.9%thin chain▲+4.97%×0.50

quarterimplied−15%0+15%realized×

Q3 FY26±9.9%▲+4.97%×0.50

Q2 FY26±10.2%▼−2.01%×0.20

Q1 FY26±8.3%▼−1.60%×0.19

Feb '26±7.1%▲+3.95%×0.55

Oct '25±8.4%▲+5.60%×0.66

Jul '25±8.5%▲+2.62%×0.31

2 older reports

Apr '25±8.4%▲+4.00%×0.48

Feb '25±5.3%▼−0.32%×0.06

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 21 close

0.57OI · 3 expiries · Oct 21 closeP/C open interest · Mar 19 · first expiry after the report

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

570%Nov 2015d0.56101+11%0.56

1130%Dec 1843d0.186430%0.18

report · Feb 16 · after close · est.

250%Mar 19134d440%

ExpiryPutsCallsP/C

Nov 2015d570%101+11%0.56

Dec 1843d1130%6430%0.18

report · Feb 16 · after close · est.

Mar 19134d250%440%0.57

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

Positioning

Linked exposure

scenario · straddle±18.8%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

9.57%as filednet margin · revenue +8.90% QoQ · +9.31% YoY

Revenue

$236M+8.90% QoQ

Gross profit

$81M+14.63% QoQ

34.18% margin

Operating income

$30M+50.50% QoQ

12.75% margin

Pre-tax income

$31M+44.86% QoQ

Net income

$23M+66.18% QoQ

9.57% margin

Cost of revenue

$155M+6.15% QoQ

Operating expenses

$51M+0.40% QoQ

SG&A $43M

R&D $7M

Other operating $1M

Tax

$8M+7.69% QoQ

Other income

$900,000−35.71% QoQ

Revenue$236M+8.90%

Gross profit

$81M+14.63%

34.18% margin

Operating income

$30M+50.50%

12.75% margin

Pre-tax income

$31M+44.86%

Net income

$23M+66.18%

9.57% margin

Cost of revenue

$155M+6.15%

Operating expenses

$51M+0.40%

SG&A $43M

R&D $7M

Other operating $1M

Other income$900,000−35.71%

Tax$8M+7.69%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:15 ET

Intraday

Event sensitivity

NFP ×1.81· ±3.3% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.3%7 of 10×1.81

PCEpersonal income & outlays±2.5%8 of 19×1.40

GDPgross domestic product±2.5%10 of 19×1.39

CPROFcorporate profits±2.1%7 of 12×1.14

PPIproducer prices±1.9%5 of 10×1.05

FOMCrate decision±1.8%6 of 24×1.02

CPIconsumer prices±1.5%6 of 10×0.84

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 1.26 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	1.26	—
Q2 FY26	Jul 28 '26 · confirmed	0.76	—
Q1 FY26	Apr 28 '26 · confirmed	0.25	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod