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

Implied ±6.6%, either direction.

TRINasdaqMiscellaneous Publishing

Thomson Reuters Corp (TRI) earnings date, market-implied expected move, and options open interest by expiry

116.30

−0.05 · −0.04%

post 118.29 +1.71%

Closed15:59 ET

Open118.50Volume2.4MMkt cap$52.5BP/E27.27Div yield2.88%

Day118.29 – 120.360%52-wk75.78 – 153.6355%

TRI

Thomson Reuters Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.6%implied · report alone

110.40126.10

straddle ±9.6%

spot 118.25exp Nov 20ATM strike 120ATM straddle 13.30IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

before open · in 4 days

confirmed

Calendar

Next report

Last report

−9.66%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

—

418 managers

Top fund weight

0.44%

TRI weight · EWC

N-PORTAug 31 '26

3 funds

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

Thomson Reuters (TRI) reports on Nov 3 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Aug 5 '26Aug 5 '26confirmed—▼−9.66%—

quarterimplied−10%0+10%realized×

Aug '26—▼−9.66%—

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 29 close

0.51OI · 5 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

1,432+8%Nov 2021d2,827+42%

3,452−4%Dec 1849d2.271,522+1%2.27

400−2%Jan 1577d0.49812−1%0.49

40−7%Feb 19112d0.5474+23%0.54

133+129%Apr 16168d3.0943+43%3.09

ExpiryPutsCallsP/C

Nov 2021d1,432+8%2,827+42%0.51

Dec 1849d3,452−4%1,522+1%2.27

Jan 1577d400−2%812−1%0.49

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

Positioning

Linked exposure

scenario · straddle±9.6%

Funds 3

EWC±0.0%

QQQ±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

PPI ×1.82· ±2.5% vs ±1.4% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.5%5 of 11×1.82

NFPjobs report±1.9%5 of 10×1.38

PCEpersonal income & outlays±1.5%10 of 19×1.12

GDPgross domestic product±1.5%12 of 19×1.08

CPIconsumer prices±1.4%3 of 11×1.02

FOMCrate decision±1.3%13 of 24×0.92

CPROFcorporate profits±1.0%9 of 12×0.73

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod