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

Implied ±32.3%, either direction · provisional.

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

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

SEZLNasdaqServices-Business Services, NEC

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

137.73

+15.30 · +12.50%

Regular session13:58 ET

Open125.87Volume822,777Mkt cap$4.1BP/E28.69EPS4.80

Day124.60 – 137.73100%52-wk49.50 – 195.7160%

SEZL

Sezzle Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±32.3%implied · straddle

82.86162.00

spot 122.43exp Mar 19ATM strike 120ATM straddle 46.55IV 80%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Mar 3

after close · in 119 days

est.Q4 FY26

Calendar

Next report

Last report

+9.74%

vs ±5.6% implied · ×1.73

shaded = implied · ▲▼ = realized

Oct 8 '26 · confirmed

Implied vs realized

Linked news

5dV · supplierSecret SantAI? Visa Survey Finds Americans Quietly Turning to AI for Holiday Shopping Help
6dMA · supplierMastercard Q3 net income $4,628 million, net revenue $9,807 million, EPS $5.28

News

Largest filed tie

13F top-10 QoQ

+14.31%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

327 managers

Top fund weight

0.09%

SEZL weight · IWM

N-PORTJun 30 '26

4 funds

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

Sezzle (SEZL) is expected to report on Mar 3 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.4%
avg realized: ±14.6%

Q3 FY25Nov 5 '25confirmed±22.7%▼−12.47%×0.55

Feb 2 '26Feb 2 '26confirmed±12.6%▼−1.21%×0.10

Feb 25 '26Feb 25 '26confirmed±20.7%▲+35.26%×1.70

Q1 FY26Apr 15 '26confirmed±5.8%▲+4.97%×0.86

May 6 '26May 6 '26confirmed±16.4%▲+16.04%×0.98

Q2 FY26Jul 14 '26confirmed±5.9%▲+3.38%×0.58

Aug 6 '26Aug 6 '26confirmed±17.4%▼−33.89%×1.95

Oct 8 '26Oct 8 '26confirmed±5.6%▲+9.74%×1.73

quarterimplied−40%0+40%realized×

Oct '26±5.6%▲+9.74%×1.73

Aug '26±17.4%▼−33.89%×1.95

Q2 FY26±5.9%▲+3.38%×0.58

May '26±16.4%▲+16.04%×0.98

Q1 FY26±5.8%▲+4.97%×0.86

Feb '26±20.7%▲+35.26%×1.70

2 older reports

Feb '26±12.6%▼−1.21%×0.10

Q3 FY25±22.7%▼−12.47%×0.55

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

Implied vs realized

Positioning

OI · 6 expiries · Nov 2 close

0.29OI · 6 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

2 nearer expiries

5,238+30%Nov 2016d1.055,000+18%1.05

2,642+169%Dec 1844d0.604,421+10%0.60

2,000+1%Jan 1572d0.872,293+7%0.87

108+10%Feb 19107d0.129080%0.12

report · Mar 3 · after close · est.

2410%Mar 19135d8190%

2310%Apr 16163d1.01229+2%1.01

ExpiryPutsCallsP/C

2 nearer expiries

Nov 2016d5,238+30%5,000+18%1.05

Dec 1844d2,642+169%4,421+10%0.60

Jan 1572d2,000+1%2,293+7%0.87

Feb 19107d108+10%9080%0.12

report · Mar 3 · after close · est.

Mar 19135d2410%8190%0.29

Apr 16163d2310%229+2%1.01

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

Positioning

Linked exposure

scenario · straddle±32.3%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 2

V±1.9%×0.06

MA±1.9%×0.06

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

27.23%as filednet margin · revenue +10.44% QoQ · +51.65% YoY

Revenue

$150M+10.44% QoQ

Gross profit

$135M+11.65% QoQ

90.16% margin

Operating income

$55M−20.39% QoQ

36.72% margin

Pre-tax income

$52M−21.64% QoQ

Net income

$41M−20.54% QoQ

27.23% margin

Cost of revenue

$15M+0.40% QoQ

Operating expenses

$80M+54.33% QoQ

Other operating $56M

Marketing $19M

SG&A $4M

Other expense

$3M

Tax

$11M−25.46% QoQ

Revenue$150M+10.44%

Gross profit

$135M+11.65%

90.16% margin

Operating income

$55M−20.39%

36.72% margin

Pre-tax income

$52M−21.64%

Net income

$41M−20.54%

27.23% margin

Cost of revenue

$15M+0.40%

Operating expenses

$80M+54.33%

Other operating $56M

Marketing $19M

SG&A $4M

Other expense

$3M

Tax$11M−25.46%

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 · 13:45 ET

Intraday

Event sensitivity

NFP ×1.52· ±7.3% vs ±4.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.3%3 of 10×1.52

PPIproducer prices±5.9%6 of 10×1.22

FOMCrate decision±4.1%11 of 24×0.84

CPIconsumer prices±3.8%4 of 10×0.80

GDPgross domestic product±2.9%11 of 19×0.60

CPROFcorporate profits±2.5%6 of 12×0.52

PCEpersonal income & outlays±2.0%13 of 19×0.41

Bar = avg |move| to ±8% · tick = ±4.8% avg day · ×base = |move| ÷ ±4.8% · min 6 releases

Earnings history

EPS 1.17 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 14 '26 · confirmed	1.17	—
Q1 FY26	Apr 15 '26 · confirmed	1.47	—
Q3 FY25	Nov 5 '25 · confirmed	0.75	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod