How often does Latham move more than the options market prices?

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

SWIMNasdaqPlastics Products, NEC

Latham Group, Inc. (SWIM) earnings date, market-implied expected move, and options open interest by expiry

7.32

−0.14 · −1.94%

post 7.40 +1.16%

After hours16:16 ETdelayed

Open7.45Volume1.3MMkt cap$877.6MP/E148.00EPS0.05

Day7.26 – 7.4574%52-wk4.64 – 8.9764%

SWIM

Latham Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

1hLatham reports Q3 net sales $182.2 million; net income $12.1 million; board approves $100 million buyback

News

Next report

Last report

Nov 3

after close

confirmedNov 2 closethin chain

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+3.66%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

134 managers

Top fund weight

0.01%

SWIM weight · IWM

N-PORTJun 30 '26

3 funds

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

Latham (SWIM) is expected to report on Mar 2 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±21.2%
avg realized: ±12.5%

Nov 5 '24Nov 5 '24confirmed±21.7%▼−11.70%×0.54

Mar 4 '25Mar 4 '25confirmed±13.9%▲+36.81%×2.65

May 6 '25May 6 '25confirmed±17.9%0.00%×0.00

Aug 5 '25Aug 5 '25confirmed±20.1%▲+7.31%×0.36

Nov 4 '25Nov 4 '25confirmed±15.7%▼−3.47%×0.22

Q1 FY26Mar 3 '26confirmed±33.9%▲+11.80%×0.35

May 5 '26May 5 '26confirmed±15.8%▼−0.85%×0.05

Q2 FY26Aug 4 '26confirmed±30.6%▲+28.07%×0.92

quarterimplied−40%0+40%realized×

Q2 FY26±30.6%▲+28.07%×0.92

May '26±15.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

1.24OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · nearest expiry

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

256+4167%Nov 2017d206+63%

1,908—Dec 1845d—0——

2,179+105%Feb 19108d435.805+400%435.80

ExpiryPutsCallsP/C

Nov 2017d256+4167%206+63%1.24

Dec 1845d1,908—0——

Feb 19108d2,179+105%5+400%435.80

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

as filedQ2 FY26

6.46%as filednet margin · revenue +68.33% QoQ · +14.39% YoY

Revenue

$197M+68.33% QoQ

Gross profit

$70M+88.60% QoQ

35.49% margin

Operating income

$25M+480.12% QoQ

12.71% margin

Pre-tax income

$19M+266.38% QoQ

Net income

$13M+249.45% QoQ

6.46% margin

Cost of revenue

$127M+58.93% QoQ

Operating expenses

$45M+2.81% QoQ

SG&A $38M

Other operating $7M

Other expense

$7M

Tax

$6M+317.85% QoQ

Revenue$197M+68.33%

Gross profit

$70M+88.60%

35.49% margin

Operating income

$25M+480.12%

12.71% margin

Pre-tax income

$19M+266.38%

Net income

$13M+249.45%

6.46% margin

Cost of revenue

$127M+58.93%

Operating expenses

$45M+2.81%

SG&A $38M

Other operating $7M

Other expense

$7M

Tax$6M+317.85%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

FOMC ×1.18· ±3.6% vs ±3.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.6%10 of 24×1.18

PPIproducer prices±3.4%2 of 10×1.11

NFPjobs report±3.1%5 of 10×1.04

GDPgross domestic product±2.3%7 of 19×0.77

CPROFcorporate profits±2.2%6 of 12×0.73

PCEpersonal income & outlays±2.1%8 of 19×0.70

CPIconsumer prices±2.1%5 of 10×0.68

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.11	—
Q1 FY26	Mar 3 '26 · confirmed	-0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod