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

Implied ±5.8%, either direction.

How often does Signet Jewelers move more than the options market prices?

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

SIGNYSERetail-Jewelry Stores

Signet Jewelers Ltd (SIG) earnings date, market-implied expected move, and options open interest by expiry

120.22

+0.27 · +0.23%

post 119.21 −0.84%

Closed15:59 ET

Open119.45Volume515,287Mkt cap$4.6BP/E13.72EPS8.69Div yield1.14%

Day119.05 – 120.2214%52-wk71.12 – 122.2794%

SIG

Signet Jewelers Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.8%implied · report alone

8Q avg ±10.2%·×0.57·cheap

111.95125.85

straddle ±12.8%

spot 118.90exp Dec 18ATM strike 120ATM straddle 17.90IV 54%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 1

before open · in 28 days

est.Q3 FY27

Calendar

Next report

Last report

+23.96%

vs ±9.4% implied · ×2.56

shaded = implied · ▲▼ = realized

Sep 9 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

−5.73%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

331 managers

Top fund weight

0.11%

SIG weight · IWM

N-PORTJun 30 '26

4 funds

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

Signet Jewelers (SIG) is expected to report on Dec 1 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±9.5%
avg realized: ±10.2%

Mar 19 '25Mar 19 '25confirmed±10.5%▲+17.29%×1.64

Jun 3 '25Jun 3 '25confirmed±11.1%▲+12.45%×1.13

Sep 2 '25Sep 2 '25confirmed±9.2%▲+2.74%×0.30

Q3 FY26Dec 2 '25confirmed±10.1%▼−6.80%×0.67

Mar 9 '26Mar 9 '26confirmed±6.1%▲+0.93%×0.15

Mar 19 '26Mar 19 '26confirmed±8.6%▲+13.70%×1.59

Q1 FY27Jun 2 '26confirmed±10.7%▲+3.75%×0.35

Q2 FY27Sep 9 '26confirmed±9.4%▲+23.96%×2.56

quarterimplied−25%0+25%realized×

Q2 FY27±9.4%▲+23.96%×2.56

Q1 FY27±10.7%▲+3.75%×0.35

Mar '26±8.6%▲+13.70%×1.59

Mar '26±6.1%▲+0.93%×0.15

Q3 FY26±10.1%▼−6.80%×0.67

Sep '25±9.2%▲+2.74%×0.30

2 older reports

Jun '25±11.1%▲+12.45%×1.13

Mar '25±10.5%▲+17.29%×1.64

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 16 close

0.45OI · 7 expiries · Oct 16 closeP/C open interest · Dec 18 · first expiry after the report

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

2 nearer expiries

97+94%Nov 63d0.36267+1114%0.36

51+1600%Nov 1310d0.24214+5250%0.24

257+74%Nov 2017d0.064,194+1163%0.06

0—Nov 2724d—0——

report · Dec 1 · before open · est.

14—Dec 1845d31—

2,286+2%Jan 1573d0.792,885+13%0.79

498—Apr 16164d1.06469—1.06

ExpiryPutsCallsP/C

2 nearer expiries

Nov 63d97+94%267+1114%0.36

Nov 1310d51+1600%214+5250%0.24

Nov 2017d257+74%4,194+1163%0.06

Nov 2724d0—0——

report · Dec 1 · before open · est.

Dec 1845d14—31—0.45

Jan 1573d2,286+2%2,885+13%0.79

Apr 16164d498—469—1.06

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

Positioning

Linked exposure

scenario · straddle±12.8%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY27

3.41%as filednet margin · revenue −1.64% QoQ · −0.46% YoY

Revenue

$1.5B−1.64% QoQ

Gross profit

$602M+8.25% QoQ

39.42% margin

Operating income

$88M+137.13% QoQ

5.73% margin

Pre-tax income

$73M+78.68% QoQ

Net income

$52M+64.35% QoQ

3.41% margin

Cost of revenue

$926M−7.16% QoQ

Operating expenses

$515M−0.90% QoQ

SG&A $494M

Other operating $2M

Other operating $20M

Other expense

$15M

Tax

$21M+128.57% QoQ

Revenue$1.5B−1.64%

Gross profit

$602M+8.25%

39.42% margin

Operating income

$88M+137.13%

5.73% margin

Pre-tax income

$73M+78.68%

Net income

$52M+64.35%

3.41% margin

Cost of revenue

$926M−7.16%

Operating expenses

$515M−0.90%

SG&A $494M

Other operating $2M

Other operating $20M

Other expense

$15M

Tax$21M+128.57%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.43· ±3.1% vs ±2.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%13 of 24×1.43

NFPjobs report±3.0%3 of 10×1.39

PPIproducer prices±3.0%6 of 10×1.37

GDPgross domestic product±2.4%7 of 19×1.10

PCEpersonal income & outlays±2.2%7 of 19×0.98

CPIconsumer prices±2.0%5 of 10×0.92

CPROFcorporate profits±1.9%5 of 12×0.89

Bar = avg |move| to ±4% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 1.33 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 9 '26 · confirmed	1.33	—
Q1 FY27	Jun 2 '26 · confirmed	0.78	—
Q3 FY26	Dec 2 '25 · confirmed	0.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod