SHELNYSEMining

Shell plc (SHEL) earnings date, market-implied expected move, and options open interest by expiry

108.69

+1.02 · +0.95%

post 108.69 0.00%

Closed16:00 ET

Open108.91Volume5.8MMkt cap$661.3BP/E42.62EPS2.55Div yield2.78%

Day108.37 – 109.4131%52-wk66.79 – 109.3798%

SHEL

Shell plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

Next report

Last report

+2.36%

vs ±2.8% implied · ×0.83

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

18.00%

of Helix Energy Solutions Group revenue

supplierHLX 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.76%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

1,533 managers

Top fund weight

0.59%

SHEL weight · SEIE

N-PORTJun 30 '26

2 funds

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

No upcoming report date for Shell (SHEL).

Implied vs realized

1 report

—≥ implied

Oct 29 '26Oct 29 '26confirmed±2.8%+2.36%

Implied vs realized

Positioning

OI · 9 expiries · Oct 26 close

0.57OI · 9 expiries · Oct 26 closeP/C open interest · Nov 6 · nearest expiry

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

493+5%Nov 66d862+157%

84+14%Nov 1313d0.11767+13%0.11

4,155+7%Nov 2020d0.3810,831+2%0.38

19+12%Nov 2727d0.4048+9%0.40

4—Dec 434d0.2119+1800%0.21

4 later expiries

26,8830%Dec 1848d1.0525,5870%1.05

16,804+1%Jan 1576d0.46

ExpiryPutsCallsP/C

Nov 66d493+5%862+157%0.57

Nov 1313d84+14%767+13%0.11

Nov 2020d4,155+7%10,831+2%0.38

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.50· ±1.5% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.5%6 of 10×1.50

GDPgross domestic product±1.1%12 of 19×1.15

FOMCrate decision±1.1%15 of 24×1.09

CPIconsumer prices±1.0%7 of 10×0.99

PCEpersonal income & outlays±0.9%8 of 19×0.93

PPIproducer prices±0.9%5 of 10×0.90

CPROFcorporate profits±0.8%7 of 12×0.85

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod