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

Implied ±13.2%, either direction.

SPCENYSETransportation Services

Virgin Galactic Holdings, Inc (SPCE) earnings date, market-implied expected move, and options open interest by expiry

2.57

−0.16 · −5.86%

post 2.56 −0.39%

Closed18:26 ET

Open2.62Volume5.1MMkt cap$391.1MEPS-2.24

Day2.52 – 2.6436%52-wk2.13 – 8.906%

SPCE

Virgin Galactic Holdings, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.2%implied · straddle

2.242.92

spot 2.58exp Nov 13ATM strike 2.5ATM straddle 0.40IV 100%

Oct 30 close

Expected move

Inputs

Next report

Nov 12

after close · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

−4.85%

vs ±13.3% implied · ×0.36

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+258.53%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

202 managers

Top fund weight

0.01%

SPCE weight · IWM

N-PORTJun 30 '26

3 funds

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

Virgin Galactic (SPCE) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 12 '26confirmed±13.3%▼−4.85%×0.36

quarterimplied−15%0+15%realized×

Q2 FY26±13.3%▼−4.85%×0.36

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

9.14OI · 8 expiries · Oct 30 closeP/C open interest · Nov 13 · first expiry after the report

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

2,587+1%Nov 66d0.942,753+6%0.94

report · Nov 12 · after close · est.

13,384+19%Nov 1313d1,465+18%

14,1680%Nov 2020d1.479,641+1%1.47

2,619+306%Nov 2727d1.511,732+155%1.51

4 later expiries

21+133%Dec 434d0.03712+3%0.03

1,020+36%Dec 1848d0.18

ExpiryPutsCallsP/C

Nov 66d2,587+1%2,753+6%0.94

report · Nov 12 · after close · est.

Nov 1313d13,384+19%1,465+18%9.14

Nov 2020d14,1680%

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

Positioning

Linked exposure

scenario · straddle±13.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−609.14%as filednet margin · revenue +734.09% QoQ · +206.75% YoY

Revenue$9M+734.09%

Pre-tax income−$56M+13.64%

Net income−$56M−609.14%+13.64%

Tax$30,0000.00%

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 · 18:15 ET

Intraday

Event sensitivity

CPROF ×1.24· ±5.4% vs ±4.3% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.4%4 of 12×1.24

GDPgross domestic product±4.6%7 of 19×1.06

NFPjobs report±4.6%6 of 10×1.05

PPIproducer prices±4.5%5 of 11×1.03

PCEpersonal income & outlays±4.2%6 of 19×0.97

FOMCrate decision±4.0%9 of 24×0.91

CPIconsumer prices±2.6%8 of 11×0.60

Bar = avg |move| to ±6% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS -0.50 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.50	—
Q1 FY26	—	-0.81	—
Q3 FY25	—	-1.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod