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

Implied ±7.0%, either direction.

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

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

SLVMNYSEPaper Mills

Sylvamo Corp (SLVM) earnings date, market-implied expected move, and options open interest by expiry

32.24

pre 32.24 −0.24%

Pre-market16:00 ETdelayed

Open32.71Volume418,907Mkt cap$1.3BP/E16.97EPS1.90Div yield5.58%

Day32.14 – 32.7117%52-wk30.40 – 54.798%

SLVM

Sylvamo Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.0%implied · report alone

8Q avg ±7.8%·×0.90·fair

29.9834.50

straddle ±9.4%

spot 32.24exp Nov 20ATM strike 32.5ATM straddle 3.55IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+8.71%

vs ±6.7% implied · ×1.31

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Linked news

41dHPQ · supplierHP Stock Drops After PC Maker Forecasts Industry Sales Decline

News

Largest filed tie

13F top-10 QoQ

+2.39%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

331 managers

Top fund weight

0.04%

SLVM weight · IWM

N-PORTJun 30 '26

4 funds

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

Sylvamo (SLVM) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±8.1%
avg realized: ±7.8%

Nov 12 '24Nov 12 '24confirmed±5.1%▼−6.95%×1.35

Feb 12 '25Feb 12 '25confirmed±7.0%▼−7.34%×1.05

May 9 '25May 9 '25confirmed±6.8%▼−12.56%×1.83

Aug 8 '25Aug 8 '25confirmed±8.1%▼−15.55%×1.93

Q3 FY25Nov 7 '25confirmed±11.0%▼−0.02%×0.00

Feb 12 '26Feb 12 '26confirmed±8.8%▲+5.15%×0.59

Q1 FY26May 8 '26confirmed±10.9%▼−5.95%×0.54

Q2 FY26Aug 7 '26confirmed±6.7%▲+8.71%×1.31

quarterimplied−20%0+20%realized×

Q2 FY26±6.7%▲+8.71%×1.31

Q1 FY26±10.9%▼−5.95%×0.54

Feb '26±8.8%▲+5.15%×0.59

Q3 FY25±11.0%▼−0.02%×0.00

Aug '25±8.1%▼−15.55%×1.93

May '25±6.8%▼−12.56%×1.83

2 older reports

Feb '25±7.0%▼−7.34%×1.05

Nov '24±5.1%▼−6.95%×1.35

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.55OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

4150%Nov 2018d7500%

430%Dec 1846d1.0043+48%1.00

990%Feb 19109d0.29341−1%0.29

ExpiryPutsCallsP/C

Nov 2018d4150%7500%0.55

Dec 1846d430%43+48%1.00

Feb 19109d990%341−1%0.29

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

Positioning

Linked exposure

scenario · straddle±9.4%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

HPQ±2.7%×0.29

Dashed = straddle · × = co-movement · max 499dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−1.36%as filednet margin · revenue +6.75% QoQ · +1.51% YoY

Revenue$806M+6.75%

Gross profit$132M16.38%+5.60%

Operating income$12M1.49%+300.00%

Pre-tax income$1M+116.67%

Net income−$11M−1.36%−266.67%

Cost of revenue$674M+6.98%

Operating expenses$120M−1.64%

Tax$12M+500.00%

Other expense−$11M−22.22%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.64· ±2.9% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.9%5 of 10×1.64

CPIconsumer prices±2.4%3 of 10×1.36

FOMCrate decision±2.1%10 of 24×1.20

PPIproducer prices±1.7%2 of 10×0.98

PCEpersonal income & outlays±1.4%9 of 19×0.81

GDPgross domestic product±1.3%7 of 19×0.72

CPROFcorporate profits±1.0%6 of 12×0.56

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	-0.28	—
Q1 FY26	May 8 '26 · confirmed	-0.08	—
Q3 FY25	Nov 7 '25 · confirmed	1.41	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod