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

Implied ±4.9%, either direction.

USFDNYSEWholesale-Groceries & Related Products

US Foods Holding Corp. (USFD) earnings date, market-implied expected move, and options open interest by expiry

103.08

+0.26 · +0.25%

post 103.07 −0.01%

Closed16:00 ET

Open103.96Volume2.7MMkt cap$22.4BP/E31.23EPS3.30

Day102.27 – 103.9647%52-wk69.88 – 111.4280%

USFD

US Foods Holding Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.9%implied · report alone

8Q avg ±5.1%·×0.96·fair

98.54108.68

straddle ±6.4%

spot 103.61exp Nov 20ATM strike 105ATM straddle 7.85IV 39%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

before open · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

+6.45%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2dFDX · supplierCramer sees opportunity amid tech turmoil and predicts a holiday win for FedEx
9dPOST · supplierPost Holdings Schedules Fourth Quarter and Fiscal Year 2026 Conference Call

News

Largest filed tie

13F top-10 QoQ

+3.20%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

673 managers

Top fund weight

0.62%

USFD weight · MDY

N-PORTJun 30 '26

3 funds

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

US Foods (USFD) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

May 8 '25May 8 '25confirmed—▲+3.89%—

Aug 7 '25Aug 7 '25confirmed—▼−5.33%—

Q3 FY25Sep 10 '25confirmed—▼−0.31%—

Nov 6 '25Nov 6 '25confirmed—▼−3.64%—

Jan 12 '26Jan 12 '26confirmed—▲+2.28%—

Feb 12 '26Feb 12 '26confirmed—▲+13.40%—

Q1 FY26May 7 '26confirmed—▼−5.62%—

Q2 FY26Aug 6 '26confirmed—▲+6.45%—

quarterimplied−15%0+15%realized×

Q2 FY26—▲+6.45%—

Q1 FY26—▼−5.62%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 27 close

4.05OI · 4 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

2,2450%Nov 2020d554+1%

90%Dec 1848d0.6414−7%0.64

3830%Jan 1576d0.201,8770%0.20

220%Apr 16167d0.036710%0.03

ExpiryPutsCallsP/C

Nov 2020d2,2450%554+1%4.05

Dec 1848d90%14−7%0.64

Jan 1576d3830%1,8770%0.20

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

Positioning

Linked exposure

scenario · straddle±6.4%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

FDX±2.2%×0.34

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

2.61%as filednet margin · revenue +9.59% QoQ · +4.46% YoY

Revenue

$10.5B+9.59% QoQ

Gross profit

$1.9B+16.09% QoQ

18.22% margin

Operating income

$443M+105.09% QoQ

4.21% margin

Pre-tax income

$369M+159.86% QoQ

Net income

$275M+137.07% QoQ

2.61% margin

Cost of revenue

$8.6B+8.24% QoQ

Operating expenses

$1.5B+2.71% QoQ

Other expense

$74M

Tax

$94M+261.54% QoQ

Revenue$10.5B+9.59%

Gross profit

$1.9B+16.09%

18.22% margin

Operating income

$443M+105.09%

4.21% margin

Pre-tax income

$369M+159.86%

Net income

$275M+137.07%

2.61% margin

Cost of revenue

$8.6B+8.24%

Operating expenses

$1.5B+2.71%

Other expense

$74M

Tax$94M+261.54%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.69· ±1.9% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%5 of 10×1.69

US Foods Holding Corp. (USFD) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

US Foods Holding Corp. (USFD) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Revenue flow

Intraday

Linked exposure

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.24	—
Q1 FY26	May 7 '26 · confirmed	0.52	—
Q3 FY25	Sep 10 '25 · confirmed	0.67	—