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

Implied ±8.2%, either direction.

SGINYSEHousehold Furniture

Somnigroup International Inc. (SGI) earnings date, market-implied expected move, and options open interest by expiry

63.53

−0.91 · −1.42%

post 62.67 −1.35%

Closed17:15 ET

Open64.51Volume2.2MMkt cap$13.4BP/E24.20EPS2.59Div yield1.04%

Day62.67 – 64.750%52-wk60.08 – 97.867%

SGI

Somnigroup International Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · report alone

58.3468.78

straddle ±11.2%

spot 63.56exp Nov 20ATM strike 62.5ATM straddle 8.35IV 69%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

before open · in 9 days

confirmedQ3 FY26

Calendar

Next report

Last report

−6.77%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−3.68%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

538 managers

Top fund weight

1.64%

SGI weight · GLO

N-PORTJul 31 '26

5 funds

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

Somnigroup International (SGI) reports on Nov 9 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−6.77%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−6.77%—

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 20 close

0.04OI · 5 expiries · Oct 20 closeP/C open interest · Nov 20 · first expiry after the report

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

1,043+6%Nov 2020d28,7700%

8530%Dec 1848d0.0420,895+11%0.04

904+8%Jan 1576d0.342,684+26%0.34

1,2100%Feb 19111d0.532,2700%0.53

634+1%Mar 19139d0.571,116+13%0.57

ExpiryPutsCallsP/C

Nov 2020d1,043+6%28,7700%0.04

Dec 1848d8530%20,895+11%0.04

Jan 1576d904+8%2,684+26%0.34

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

Positioning

Linked exposure

scenario · straddle±11.2%

Funds 4

GLO±0.2%

FTC±0.1%

MDY±0.1%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

6.07%as filednet margin · revenue +1.22% QoQ · −3.05% YoY

Revenue

$1.8B+1.22% QoQ

Gross profit

$817M+5.19% QoQ

44.81% margin

Operating income

$202M+7.80% QoQ

11.06% margin

Pre-tax income

$148M+7.65% QoQ

Net income

$111M+6.45% QoQ

6.07% margin

Cost of revenue

$1.0B−1.79% QoQ

Operating expenses

$616M+4.36% QoQ

Marketing $454M

SG&A $165M

Other expense

$54M

Tax

$37M+11.38% QoQ

Revenue$1.8B+1.22%

Gross profit

$817M+5.19%

44.81% margin

Operating income

$202M+7.80%

11.06% margin

Pre-tax income

$148M+7.65%

Net income

$111M+6.45%

6.07% margin

Cost of revenue

$1.0B−1.79%

Operating expenses

$616M+4.36%

Marketing $454M

SG&A $165M

Other expense

$54M

Tax$37M+11.38%

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 · 17:15 ET

Intraday

Event sensitivity

PPI ×1.73· ±2.9% vs ±1.7% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%5 of 11×1.73

FOMCrate decision±2.2%11 of 24×1.33

NFPjobs report±1.6%4 of 10×0.96

CPIconsumer prices±1.5%6 of 11×0.90

GDPgross domestic product±1.3%9 of 19×0.81

PCEpersonal income & outlays±1.1%10 of 19×0.68

CPROFcorporate profits±1.1%5 of 12×0.67

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.52 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.52	—
Q1 FY26	—	0.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod