How often does Simply Good Foods move more than the options market prices?

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

SMPLNasdaqFood and Kindred Products

Simply Good Foods Co (SMPL) earnings date, market-implied expected move, and options open interest by expiry

12.48

+0.04 · +0.36%

After hours15:59 ETdelayed

Open12.26Volume4.0MMkt cap$1.1BEPS-1.69

Day12.25 – 12.7049%52-wk9.38 – 22.0025%

SMPL

Simply Good Foods Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 7

before open · in 65 days

est.Q1 FY27

Calendar

Next report

Last report

−3.37%

vs ±13.9% implied · ×0.24

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

30.00%

of SMPL revenue · Walmart

customerSMPL 10-K

Largest filed tie

13F top-10 QoQ

+10.84%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

299 managers

Top fund weight

0.03%

SMPL weight · IWM

N-PORTJun 30 '26

4 funds

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

Simply Good Foods (SMPL) is expected to report on Jan 7 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±9.9%
avg realized: ±7.3%

Jan 8 '25Jan 8 '25confirmed±6.8%▼−2.50%×0.37

Apr 9 '25Apr 9 '25confirmed±9.0%▲+9.16%×1.02

Jul 10 '25Jul 10 '25confirmed±7.8%▼−0.09%×0.01

Oct 23 '25Oct 23 '25confirmed±8.3%▼−17.35%×2.08

Jan 8 '26Jan 8 '26confirmed±8.2%▲+6.61%×0.81

Q2 FY26Apr 9 '26confirmed±10.3%▼−18.11%×1.77

Q3 FY26Jul 9 '26confirmed±14.7%▲+1.32%×0.09

Q4 FY26Oct 27 '26confirmed±13.9%▼−3.37%×0.24

quarterimplied−20%0+20%realized×

Q4 FY26±13.9%▼−3.37%×0.24

Q3 FY26±14.7%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

1.49OI · 3 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

1,228−1%Nov 2017d1.83670+8%1.83

119—Dec 1845d0.59203—0.59

report · Jan 7 · before open · est.

5340%Feb 19108d358+2%

ExpiryPutsCallsP/C

Nov 2017d1,228−1%670+8%1.83

Dec 1845d119—203—0.59

report · Jan 7 · before open · est.

Feb 19108d534

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

derived from FYQ4 FY26

9.15%derived from FYnet margin · revenue −6.63% QoQ · −9.68% YoY

Revenue

$333M−6.63% QoQ

Gross profit

$113M−2.38% QoQ

34.00% margin

Operating income

$46M+192.02% QoQ

13.77% margin

Pre-tax income

$41M+174.66% QoQ

Net income

$30M+158.68% QoQ

9.15% margin

Cost of revenue

$220M−8.68% QoQ

Operating expenses

$67M−59.36% QoQ

Depreciation $4M

Other operating $63M

Other expense

$5M

Tax

$11M+455.01% QoQ

Revenue$333M−6.63%

Gross profit

$113M−2.38%

34.00% margin

Operating income

$46M+192.02%

13.77% margin

Pre-tax income

$41M+174.66%

Net income

$30M+158.68%

9.15% margin

Cost of revenue

$220M−8.68%

Operating expenses

$67M−59.36%

Depreciation $4M

Other operating $63M

Other expense

$5M

Tax$11M+455.01%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Aug 29 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.92· ±3.1% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.1%3 of 10×1.92

CPROFcorporate profits±2.9%4 of 12×1.82

FOMCrate decision±2.0%8 of 24×1.23

PPIproducer prices±1.8%5 of 10×1.13

NFPjobs report±1.4%4 of 10×0.88

GDPgross domestic product±1.2%8 of 19×0.76

PCEpersonal income & outlays±1.2%10 of 19×0.75

Bar = avg |move| to ±4% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Oct 27 '26 · confirmed	0.36	—
Q3 FY26	Jul 9 '26 · confirmed	-0.58	—
Q2 FY26	Apr 9 '26 · confirmed	-1.73	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod