What move does the options market price into E.W. Scripps's report?

Implied ±31.6%, either direction.

How often does E.W. Scripps move more than the options market prices?

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

SSPNasdaqTelevision Broadcasting Stations

E.W. Scripps Co (SSP) earnings date, market-implied expected move, and options open interest by expiry

2.90

+0.21 · +7.91%

Regular session12:50 ET

Open2.83Volume413,623Mkt cap$249.3M

Day2.81 – 2.90100%52-wk1.92 – 5.3928%

SSP

E.W. Scripps Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±31.6%implied · straddle

1.843.54

spot 2.69exp Nov 20ATM strike 3ATM straddle 1.00IV 200%

Nov 3 close

Expected move

Inputs

News

Next report

Last report

+19.90%

vs ±18.0% implied · ×1.11

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+1.97%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

147 managers

Top fund weight

0.01%

SSP weight · IWM

N-PORTJun 30 '26

3 funds

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

E.W. Scripps (SSP) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±19.8%
avg realized: ±10.5%

May 9 '25May 9 '25confirmed±13.3%▼−10.42%×0.78

Jul 28 '25Jul 28 '25confirmed±24.6%▲+1.20%×0.05

Aug 8 '25Aug 8 '25confirmed±20.1%▼−10.32%×0.51

Q3 FY25Nov 7 '25confirmed±19.5%▲+24.88%×1.28

Q1 FY26Feb 26 '26confirmed±21.8%▲+1.65%×0.08

May 8 '26May 8 '26confirmed±17.2%▼−3.10%×0.18

Q2 FY26Aug 7 '26confirmed±23.6%▲+12.54%×0.53

Oct 28 '26Oct 28 '26confirmed±18.0%▲+19.90%×1.11

quarterimplied−25%0+25%realized×

Oct '26±18.0%▲+19.90%×1.11

Q2 FY26±23.6%

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

0.16OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

173—Nov 2016d1,079—

712+3%Dec 1844d0.701,021+79%0.70

950%Mar 19135d0.22430+2%0.22

ExpiryPutsCallsP/C

Nov 2016d173—1,079—0.16

Dec 1844d712+3%1,021+79%0.70

Mar 19135d950%430+2%0.22

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

Positioning

Linked exposure

scenario · straddle±31.6%

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

−234.76%as filednet margin · revenue −5.12% QoQ · −9.20% YoY

Revenue$490M−5.12%

Gross profit$196M40.03%−4.73%

Operating income−$1.2B−236.04%−4774.09%

Pre-tax income−$1.2B−27064.28%

Net income−$1.2B−234.76%−64215.64%

Cost of revenue$294M−5.38%

Operating expenses$1.4B+644.12%

Tax−$57M−2045.11%

Other expense−$50M−75.54%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:45 ET

Intraday

Event sensitivity

FOMC ×1.07· ±4.5% vs ±4.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.5%10 of 24×1.07

PPIproducer prices±4.1%3 of 10×0.97

CPIconsumer prices±3.9%5 of 10×0.92

NFPjobs report±3.7%5 of 10×0.87

PCEpersonal income & outlays±3.6%6 of 19×0.84

GDPgross domestic product±3.4%7 of 19×0.79

CPROFcorporate profits±2.4%5 of 12×0.57

Bar = avg |move| to ±5% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS -12.68 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	-12.68	—
Q1 FY26	Feb 26 '26 · confirmed	-0.20	—
Q3 FY25	Nov 7 '25 · confirmed	-0.55	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod