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

Implied ±8.0%, either direction.

SARONYSEAircraft Engines & Engine Parts

StandardAero, Inc. (SARO) earnings date, market-implied expected move, and options open interest by expiry

25.11

−0.02 · −0.09%

post 25.31 +0.83%

After hours15:59 ETdelayed

Open25.12Volume4.1MMkt cap$8.4BP/E25.83EPS0.98

Day25.02 – 25.5259%52-wk19.56 – 34.4839%

SARO

StandardAero, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.0%implied · report alone

23.2127.25

straddle ±8.7%

spot 25.23exp Nov 20ATM strike 25ATM straddle 2.57IV 59%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

after close · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

−2.70%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+3.92%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

362 managers

Top fund weight

0.16%

SARO weight · MDY

N-PORTJun 30 '26

3 funds

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

StandardAero (SARO) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−2.70%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−2.70%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

1.43OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

5,138+14%Nov 2017d3,591−1%

45+400%Dec 1845d0.41109+6%0.41

549−1%Jan 1573d0.212,595−1%0.21

270+23%Apr 16164d0.30886+5%0.30

ExpiryPutsCallsP/C

Nov 2017d5,138+14%3,591−1%1.43

Dec 1845d45+400%109+6%0.41

Jan 1573d549−1%2,595−1%0.21

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

Positioning

Linked exposure

scenario · straddle±8.7%

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

6.08%as filednet margin · revenue −1.67% QoQ · +4.63% YoY

Revenue

$1.6B−1.67% QoQ

Gross profit

$269M+12.28% QoQ

16.80% margin

Operating income

$168M+17.74% QoQ

10.53% margin

Pre-tax income

$127M+21.21% QoQ

Net income

$97M+21.70% QoQ

6.08% margin

Cost of revenue

$1.3B−4.08% QoQ

Operating expenses

$100M+4.18% QoQ

SG&A $76M

Other operating $25M

Other expense

$41M

Tax

$30M+19.62% QoQ

Revenue$1.6B−1.67%

Gross profit

$269M+12.28%

16.80% margin

Operating income

$168M+17.74%

10.53% margin

Pre-tax income

$127M+21.21%

Net income

$97M+21.70%

6.08% margin

Cost of revenue

$1.3B−4.08%

Operating expenses

$100M+4.18%

SG&A $76M

Other operating $25M

Other expense

$41M

Tax$30M+19.62%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

PPI ×1.15· ±1.9% vs ±1.7% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%4 of 11×1.15

CPIconsumer prices±1.5%5 of 11×0.91

PCEpersonal income & outlays±1.5%13 of 19×0.91

FOMCrate decision±1.5%8 of 16×0.89

GDPgross domestic product±1.4%15 of 19×0.84

NFPjobs report±1.3%5 of 10×0.75

CPROFcorporate profits±1.2%9 of 12×0.71

Bar = avg |move| to ±2% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.29 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.29	—
Q1 FY26	—	0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod