E.W. Scripps Co · Brief

Next report

No upcoming report date.

Expected move

±23.4%implied · report alone

2.013.23

straddle ±24.3%

spot 2.62exp Nov 20ATM strike 3ATM straddle 0.75IV 128%

Oct 30 closereport share · term structure

Expected move

8 reportsHistory

2 of 8≥ implied

May 9 '25±13.3%▼−10.42%×0.78

Jul 28 '25±24.6%▲+1.20%×0.05

Aug 8 '25±20.1%▼−10.32%×0.51

Q3 FY25±19.5%▲+24.88%×1.28

Q1 FY26±21.8%▲+1.65%×0.08

May 8 '26±17.2%▼−3.10%×0.18

Q2 FY26±23.6%▲+12.54%×0.53

Oct 28 '26±18.0%▲+19.90%×1.11

quarterimplied−25%0+25%realized×

Oct '26±18.0%▲+19.90%×1.11

Q2 FY26±23.6%▲+12.54%×0.53

May '26±17.2%▼−3.10%×0.18

Q1 FY26±21.8%▲+1.65%×0.08

Q3 FY25±19.5%▲+24.88%×1.28

Aug '25±20.1%▼−10.32%×0.51

2 older reports

Jul '25±24.6%▲+1.20%×0.05

May '25±13.3%▼−10.42%×0.78

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

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SSP report session

No linked exposure.

Oct 27impliedImplied move: ±18.0% into Oct 28 earnings (Oct 27 close).Source

Oct 22impliedImplied move: ±40.2% into Nov 5 earnings (Oct 22 close).Source

Oct 6report dateEarnings date confirmed: Nov 5, after close.Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.