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

Implied ±10.9%, either direction.

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

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

TGLSNYSEFlat Glass

Tecnoglass Holdings Inc. (TGLS) earnings date, market-implied expected move, and options open interest by expiry

40.74

+1.12 · +2.82%

Regular session10:49 ET

Open39.62Volume366,990Mkt cap$1.8BP/E14.34EPS2.84Div yield1.51%

Day39.62 – 40.7896%52-wk33.90 – 57.2829%

TGLS

Tecnoglass Holdings Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.9%implied · report alone

8Q avg ±7.1%·×1.54·rich

35.3143.93

straddle ±11.4%

spot 39.62exp Nov 20ATM strike 40ATM straddle 5.32IV 78%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−6.87%

vs ±11.9% implied · ×0.58

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−8.86%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

Top fund weight

0.01%

TGLS weight · UWM

N-PORTAug 31 '26

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

Tecnoglass (TGLS) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±9.3%
avg realized: ±7.1%

Feb 27 '25Feb 27 '25confirmed±11.3%▲+9.02%×0.80

May 8 '25May 8 '25confirmed±7.9%▲+15.79%×2.00

Aug 7 '25Aug 7 '25confirmed±8.1%▼−4.06%×0.50

Q3 FY25Nov 6 '25confirmed±9.1%▼−6.36%×0.70

Feb 26 '26Feb 26 '26confirmed±11.9%▼−6.29%×0.53

Q1 FY26Apr 9 '26confirmed±5.2%▼−4.43%×0.84

May 7 '26May 7 '26confirmed±8.8%▼−3.65%×0.41

Q2 FY26Aug 6 '26confirmed±11.9%▼−6.87%×0.58

quarterimplied−20%0+20%realized×

Q2 FY26±11.9%▼−6.87%×0.58

May '26±8.8%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.61OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2030%Nov 2016d332+8%

66+53%Feb 19107d0.551190%0.55

ExpiryPutsCallsP/C

Nov 2016d2030%332+8%0.61

Feb 19107d66+53%1190%0.55

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

Positioning

Linked exposure

scenario · straddle±11.4%

Funds 1

UWM±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

8.32%as filednet margin · revenue +18.59% QoQ · +15.55% YoY

Revenue

$295M+18.59% QoQ

Gross profit

$110M+14.82% QoQ

37.26% margin

Operating income

$37M−18.68% QoQ

12.38% margin

Pre-tax income

$39M−11.74% QoQ

Net income

$25M−23.00% QoQ

8.32% margin

Cost of revenue

$185M+20.94% QoQ

Operating expenses

$73M+44.40% QoQ

Tax

$14M+18.43% QoQ

Other income

$2M+320.29% QoQ

Revenue$295M+18.59%

Gross profit

$110M+14.82%

37.26% margin

Operating income

$37M−18.68%

12.38% margin

Pre-tax income

$39M−11.74%

Net income

$25M−23.00%

8.32% margin

Cost of revenue

$185M+20.94%

Operating expenses

$73M+44.40%

Other income$2M+320.29%

Tax$14M+18.43%

flow · deduction · inflow · 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 · 10:45 ET

Intraday

Event sensitivity

NFP ×1.48· ±3.0% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.0%2 of 10×1.48

CPIconsumer prices±2.7%5 of 11×1.33

FOMCrate decision±2.2%8 of 24×1.12

GDPgross domestic product±1.7%11 of 19×0.86

PPIproducer prices±1.7%7 of 11×0.84

PCEpersonal income & outlays±1.7%11 of 19×0.83

CPROFcorporate profits±1.7%7 of 12×0.83

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.55 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.55	—
Q1 FY26	Apr 9 '26 · confirmed	0.71	—
Q3 FY25	Nov 6 '25 · confirmed	1.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod