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

Implied ±8.2%, either direction.

SARONYSEAircraft Engines & Engine Parts

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

23.39

Closed16:00 ET

Open23.67Volume4.8MMkt cap$7.8BP/E23.86EPS0.98

Day23.18 – 23.8631%52-wk19.56 – 34.4826%

SARO

StandardAero, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · straddle

21.4725.29

spot 23.38exp Nov 20ATM strike 22.5ATM straddle 2.25IV 50%

Oct 30 close

Expected move

Inputs

Next report

Nov 12

after close · in 11 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 '26124d 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 29 close

1.25OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

4,526+35%Nov 2019d3,610+4%

90%Dec 1847d0.091030%0.09

555+1%Jan 1575d0.212,612+1%0.21

2190%Apr 16166d0.26847+14%0.26

ExpiryPutsCallsP/C

Nov 2019d4,526+35%3,610+4%1.25

Dec 1847d90%1030%0.09

Jan 1575d555+1%2,612+1%0.21

Apr 16166d2190%847+14%0.26

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

Positioning

Linked exposure

scenario · straddle±8.2%

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 · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 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