What move does the options market price into Solaris Energy Infrastructure's report?

Implied ±10.9%, either direction.

How often does Solaris Energy Infrastructure move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

SEINYSEOil & Gas Field Machinery & Equipment

Solaris Energy Infrastructure, Inc. (SEI) earnings date, market-implied expected move, and options open interest by expiry

56.48

−12.89 · −18.59%

Regular session12:19 ET

Open70.00Volume2.4MMkt cap$5.3BP/E100.27Div yield0.69%

Day55.27 – 70.008%52-wk38.18 – 86.0238%

SEI

Solaris Energy Infrastructure, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.9%implied · report alone

8Q avg ±6.4%·×1.70·rich

61.7876.96

straddle ±16.1%

spot 69.37exp Nov 20ATM strike 70ATM straddle 13.15IV 109%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

after close · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

+2.59%

vs ±19.3% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

47.00%

of SEI revenue · Undisclosed data center customer (including its affiliated entities)

customerSEI 10-K

Largest filed tie

13F top-10 QoQ

+11.24%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

433 managers

Top fund weight

0.13%

SEI weight · IWM

N-PORTJun 30 '26

3 funds

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

Solaris Energy Infrastructure (SEI) is expected to report on Nov 16 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±17.6%
avg realized: ±6.9%

Apr 3 '25Apr 3 '25confirmed±16.5%▼−13.21%×0.80

Apr 28 '25Apr 28 '25confirmed±19.2%▲+2.97%×0.15

Apr 30 '25Apr 30 '25confirmed±10.7%▲+8.56%×0.80

Jul 23 '25Jul 23 '25confirmed±19.3%▲+15.06%×0.78

Q3 FY25Nov 3 '25confirmed±22.4%▼−0.48%×0.02

Feb 24 '26Feb 24 '26confirmed—▲+3.29%—

Q1 FY26Apr 27 '26confirmed±16.0%▲+5.39%×0.34

Q2 FY26Aug 5 '26confirmed±19.3%▲+2.59%×0.13

quarterimplied−25%0+25%realized×

Q2 FY26±19.3%▲+2.59%×0.13

Q1 FY26±16.0%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.67OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

12,602+3%Nov 2016d18,769+1%

4060%Dec 1844d0.221,854+5%0.22

9,6440%Jan 1572d0.4919,8840%0.49

2820%Feb 19107d0.112,5980%0.11

ExpiryPutsCallsP/C

Nov 2016d12,602+3%18,769+1%0.67

Dec 1844d4060%1,854+5%0.22

Jan 1572d9,6440%19,8840%0.49

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

Positioning

Linked exposure

scenario · straddle±16.1%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

11.50%as filednet margin · revenue +11.80% QoQ · +46.92% YoY

Revenue

$219M+11.80% QoQ

Gross profit

$168M+15.56% QoQ

76.45% margin

Operating income

$57M+11.78% QoQ

25.76% margin

Pre-tax income

$30M−36.08% QoQ

Net income

$25M−21.29% QoQ

11.50% margin

Cost of revenue

$52M+1.13% QoQ

Operating expenses

$111M+17.58% QoQ

Other operating $42M

Depreciation $40M

SG&A $30M

Other expense

$26M

Tax

$5M−67.23% QoQ

Revenue$219M+11.80%

Gross profit

$168M+15.56%

76.45% margin

Operating income

$57M+11.78%

25.76% margin

Pre-tax income

$30M−36.08%

Net income

$25M−21.29%

11.50% margin

Cost of revenue

$52M+1.13%

Operating expenses

$111M+17.58%

Other operating $42M

Depreciation $40M

SG&A $30M

Other expense

$26M

Tax$5M−67.23%

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 · 12:15 ET

Intraday

Event sensitivity

PPI ×1.34· ±4.4% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.4%4 of 10×1.34

CPIconsumer prices±4.0%9 of 10×1.22

NFPjobs report±3.8%6 of 10×1.15

GDPgross domestic product±3.7%8 of 19×1.13

PCEpersonal income & outlays±3.2%8 of 19×0.98

FOMCrate decision±3.2%11 of 24×0.97

CPROFcorporate profits±2.7%5 of 12×0.82

Bar = avg |move| to ±5% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS 0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.26	—
Q1 FY26	Apr 27 '26 · confirmed	0.32	—
Q3 FY25	Nov 3 '25 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod