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

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

TKONYSEServices-Amusement & Recreation Services

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

190.00

Pre-market19:54 ETdelayed

Open189.00Volume1.8MMkt cap$36.5BP/E127.04Div yield1.62%

Day189.00 – 193.5422%52-wk170.14 – 224.2337%

TKO

TKO Group Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedQ3 FY26Nov 3 close

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−5.64%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

658 managers

Top fund weight

1.53%

TKO weight · XLC

N-PORTJun 30 '26

10 funds

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

TKO (TKO) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±5.3%
avg realized: ±3.5%

Mar 19 '25Mar 19 '25confirmed±3.0%▲+0.37%×0.12

May 8 '25May 8 '25confirmed±4.8%▼−5.50%×1.15

Aug 6 '25Aug 6 '25confirmed±5.8%▲+3.30%×0.57

Nov 5 '25Nov 5 '25confirmed±5.7%▼−3.33%×0.58

Q1 FY26Feb 25 '26confirmed±6.9%▲+8.01%×1.16

May 6 '26May 6 '26confirmed±5.0%▼−1.55%×0.31

Q2 FY26Aug 3 '26confirmed±6.7%▲+0.33%×0.05

quarterimplied−10%0+10%realized×

Q2 FY26±6.7%▲+0.33%×0.05

May '26±5.0%▼−1.55%×0.31

Q1 FY26±6.9%▲+8.01%×1.16

Nov '25±5.7%▼−3.33%×0.58

Aug '25±5.8%▲+3.30%×0.57

May '25±4.8%▼−5.50%×1.15

2 older reports

May '25±4.8%▼−5.50%×1.15

Mar '25±3.0%▲+0.37%×0.12

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.69OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

293−1%Nov 2015d0.94313+17%0.94

906+8%Dec 1843d1.118160%1.11

1,0200%Jan 1571d0.382,7020%0.38

report · Feb 24 · after close · est.

1380%Apr 16162d2000%

ExpiryPutsCallsP/C

Nov 2015d293−1%313+17%0.94

Dec 1843d906+8%8160%1.11

Jan 1571d1,0200%2,7020%0.38

report · Feb 24 · after close · est.

Apr 16162d1380%2000%0.69

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 filedQ3 FY26

20.43%as filednet margin · revenue −12.08% QoQ · +21.45% YoY

Revenue

$1.4B−12.08% QoQ

Gross profit

$1.4B−12.08% QoQ

100.00% margin

Operating income

$378M−12.15% QoQ

27.76% margin

Pre-tax income

$317M−12.30% QoQ

Net income

$278M−8.59% QoQ

20.43% margin

Operating expenses

$983M−12.06% QoQ

Other operating $489M

SG&A $401M

Depreciation $93M

Other expense

$60M

Tax

$37M−31.18% QoQ

Revenue$1.4B−12.08%

Gross profit

$1.4B−12.08%

100.00% margin

Operating income

$378M−12.15%

27.76% margin

Pre-tax income

$317M−12.30%

Net income

$278M−8.59%

20.43% margin

Cost of revenue

Operating expenses

$983M−12.06%

Other operating $489M

SG&A $401M

Depreciation $93M

Other expense

$60M

Tax$37M−31.18%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

GDP ×1.27· ±1.8% vs ±1.4% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±1.8%9 of 19×1.27

CPROFcorporate profits±1.6%7 of 12×1.17

NFPjobs report±1.6%2 of 10×1.16

FOMCrate decision±1.5%12 of 24×1.11

PCEpersonal income & outlays±1.5%11 of 19×1.11

CPIconsumer prices±1.4%7 of 10×1.03

PPIproducer prices±0.9%7 of 10×0.65

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 1.33 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	1.33	—
Q2 FY26	Aug 3 '26 · confirmed	1.34	—
Q1 FY26	Feb 25 '26 · confirmed	1.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod