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

Implied ±8.1%, either direction.

RRXNYSEGeneral Industrial Machinery & Equipment, NEC

Regal Rexnord Corp (RRX) earnings date, market-implied expected move, and options open interest by expiry

156.20

−7.42 · −4.54%

post 156.95 +0.48%

Closed18:40 ET

Open159.53Volume1.3MMkt cap$10.5BP/E32.10EPS4.89Div yield0.89%

Day153.75 – 159.8553%52-wk126.91 – 247.2425%

RRX

Regal Rexnord Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.1%implied · report alone

144.55169.93

straddle ±11.1%

spot 157.24exp Nov 20ATM strike 155ATM straddle 20.55IV 68%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

before open · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

−16.72%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.22%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

607 managers

Top fund weight

0.43%

RRX weight · MDY

N-PORTJun 30 '26

3 funds

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

Regal Rexnord (RRX) reports on Nov 3 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▼−16.72%—

quarterimplied−20%0+20%realized×

Q2 FY26—▼−16.72%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

1.03OI · 4 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

2,116+6%Nov 2020d2,050+45%

2,020+8%Dec 1848d1.131,784+6%1.13

359+1%Jan 1576d0.448150%0.44

925+1%Feb 19111d2.18425+2%2.18

ExpiryPutsCallsP/C

Nov 2020d2,116+6%2,050+45%1.03

Dec 1848d2,020+8%1,784+6%1.13

Jan 1576d359+1%8150%0.44

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

Positioning

Linked exposure

scenario · straddle±11.1%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

7.49%as filednet margin · revenue +5.36% QoQ · +4.16% YoY

Revenue

$1.6B+5.36% QoQ

Gross profit

$612M+11.22% QoQ

39.25% margin

Operating income

$215M+40.93% QoQ

13.81% margin

Pre-tax income

$144M+87.84% QoQ

Net income

$117M+81.65% QoQ

7.49% margin

Cost of revenue

$947M+1.89% QoQ

Operating expenses

$396M−0.20% QoQ

Other expense

$72M

Tax

$27M+120.49% QoQ

Revenue$1.6B+5.36%

Gross profit

$612M+11.22%

39.25% margin

Operating income

$215M+40.93%

13.81% margin

Pre-tax income

$144M+87.84%

Net income

$117M+81.65%

7.49% margin

Cost of revenue

$947M+1.89%

Operating expenses

$396M−0.20%

Other expense

$72M

Tax$27M+120.49%

flow · deduction · 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 · 18:30 ET

Intraday

Event sensitivity

NFP ×1.30· ±2.6% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.6%4 of 10×1.30

FOMCrate decision±2.4%11 of 24×1.17

PCEpersonal income & outlays±2.1%8 of 19×1.04

CPIconsumer prices±1.9%7 of 11×0.95

GDPgross domestic product±1.9%11 of 19×0.95

PPIproducer prices±1.5%4 of 11×0.74

CPROFcorporate profits±1.3%8 of 12×0.65

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 1.74 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	1.74	—
Q1 FY26	—	0.96	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod