UNFI as of Nov 1 · 14:27 ET

UNFINYSEWholesale-Groceries, General Line

United Natural Foods Inc · Brief

Next report

30 days

Dec 1 · before openest.Q1 FY27

Earnings

Expected move

Inputs

±6.1%implied · report alone

43.0948.65

straddle ±12.4%

spot 45.87exp Dec 18ATM strike 46ATM straddle 6.68IV 50%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 7≥ implied

avg implied: ±13.4%
avg realized: ±10.2%

Dec 10 '24±15.2%▲+20.02%×1.31

Mar 11 '25±14.9%▼−4.88%×0.33

Jun 10 '25±13.2%▼−10.18%×0.77

Sep 30 '25±14.1%▲+18.45%×1.31

Q1 FY26±13.7%▲+4.63%×0.34

Mar 10 '26±12.0%▼−2.99%×0.25

Q3 FY26±10.8%▼−10.28%×0.95

Sep 8 '26—▲+2.28%—

quarterimplied−25%0+25%realized×

Sep '26—▲+2.28%—

Q3 FY26±10.8%▼−10.28%×0.95

Mar '26±12.0%▼−2.99%×0.25

Q1 FY26±13.7%▲+4.63%×0.34

Sep '25±14.1%▲+18.45%×1.31

Jun '25±13.2%▼−10.18%×0.77

2 older reports

Mar '25±14.9%▼−4.88%×0.33

Dec '24±15.2%▲+20.02%×1.31

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

Bull & bear

Dec 1 report · est.

Bull2 of 3

2customers disclosing UNFI as a supplierSEC filings

359managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

8 of 23largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

5 of 7recent reports where the move came in under the options implied rangeEarnings history

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

UNFI report session

Customers 1

NGVCNatural Grocers by Vitamin Cottage×0.27

× = co-movement · max 499dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.