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ULCC

Frontier Group Holdings, Inc.
7.89post−$0.10 (−1.25%)at close +$0.00 (+0.00%)
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as of 08:22:58 UTCnext report Nov 2 · 89d
Earnings Room‹ back to ULCC

The report

fiscal Q3 2026 · from the company's notice
Nov 2after close89days out

Expected movement

market-implied · at the Aug 4 close
±38.8%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Jan 15 · first after the reportATM strike 8straddle 3.60ATM IV 87%× 0.85 straddle-to-rangespot 7.89

Blast radius

3 linked · N-PORT + EDGAR

If ULCC moves ±38.8% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.

Positioning

4 expiries · as of the Jul 31 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI
Expiry
OICallsOI Δ
▲ +0%
2.5k
Aug 21
21d
669
▲ +0%
▲ +0%
242
Sep 18
49d
99
▲ +9%
▼ −0%
3.5k
Oct 16
77d
2.7k
▼ −0%
▲ +0%
3.5k
Jan 15
168d
1.5k
▼ −0%

The record

expected in pale · actual in full color
2/7reports moved further than the options market had pricedtypically ±7.5% realized vs ±13.7% priced
Jul 29 '26+4.3%
May 5 '26±14.7%+6.8%×0.47
Feb 11 '26±10.6%7.9%×0.74
Jan 8 '26±11.8%+1.9%×0.16
Dec 15 '25±8.1%11.2%×1.38
Nov 5 '25±19.7%+1.0%×0.05
Aug 5 '25±13.6%15.8%×1.16
May 1 '25±17.3%+8.0%×0.47
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.39 · rev $1.3B
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.