What move does the options market price into Solstice Advanced Materials's report?

Implied ±18.9%, either direction · provisional.

SOLSChemicals & Allied Products

Solstice Advanced Materials Inc. (SOLS) earnings date, market-implied expected move, and options open interest by expiry

58.74

−3.00 · −4.86%

Regular session12:24 ET

Open65.00Volume3.5MMkt cap$9.8BP/E44.84EPS1.31Div yield0.36%

Day56.64 – 65.0025%52-wk40.30 – 90.6037%

SOLS

Solstice Advanced Materials Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.9%implied · straddle

50.0973.39

spot 61.74exp Feb 19ATM strike 60ATM straddle 13.70IV 52%

Nov 3 closeprovisional

Expected move

Inputs

News

Next report

Last report

Nov 4

before open

confirmedNov 3 close

Implied vs realized

Linked news

6dHON · supplierHoneywell Technologies Helps Royal Caribbean Personalize the Guest Experience With Connected Cabin Automation System

News

Largest filed tie

13F top-10 QoQ

+9.09%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,168 managers

Top fund weight

0.39%

SOLS weight · MDY

N-PORTJun 30 '26

4 funds

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

Solstice Advanced Materials (SOLS) is expected to report on Feb 10 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Jul 30 '26confirmed—▲+3.11%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+3.11%—

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.76OI · 4 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

25,044+1%Nov 2016d0.5149,126+25%0.51

617+8%Dec 1844d0.82750+4%0.82

933−3%Jan 1572d0.491,8960%0.49

report · Feb 10 · before open · est.

2,933+19%Feb 19107d3,8380%

ExpiryPutsCallsP/C

Nov 2016d25,044+1%49,126+25%0.51

Dec 1844d617+8%750+4%0.82

Jan 1572d933−3%1,8960%0.49

report · Feb 10 · before open · est.

Feb 19107d2,933+19%3,8380%0.76

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

Positioning

Linked exposure

scenario · straddle±18.9%

Funds 4

MDY±0.1%

VIG±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

11.67%as filednet margin · revenue +15.84% QoQ · +11.13% YoY

Revenue

$1.1B+15.84% QoQ

Gross profit

$370M+17.09% QoQ

32.23% margin

Operating income

$197M+25.48% QoQ

17.16% margin

Pre-tax income

$176M+29.41% QoQ

Net income

$134M+27.62% QoQ

11.67% margin

Cost of revenue

$778M+15.26% QoQ

Operating expenses

$173M+8.81% QoQ

SG&A $123M

R&D $25M

Other operating $25M

Other expense

$21M

Tax

$42M+35.48% QoQ

Revenue$1.1B+15.84%

Gross profit

$370M+17.09%

32.23% margin

Operating income

$197M+25.48%

17.16% margin

Pre-tax income

$176M+29.41%

Net income

$134M+27.62%

11.67% margin

Cost of revenue

$778M+15.26%

Operating expenses

$173M+8.81%

SG&A $123M

R&D $25M

Other operating $25M

Other expense

$21M

Tax$42M+35.48%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:15 ET

Intraday

Event sensitivity

NFP ×1.68· ±4.2% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.2%5 of 10×1.68

FOMCrate decision±2.9%4 of 7×1.17

PPIproducer prices±2.3%5 of 10×0.95

GDPgross domestic product±2.2%7 of 10×0.88

PCEpersonal income & outlays±1.9%8 of 10×0.78

CPIconsumer prices±1.9%6 of 10×0.77

CPROFcorporate profits±1.2%3 of 7×0.48

Bar = avg |move| to ±5% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.75 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	0.75	—
Q1 FY26	—	0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod