How often does Vital Farms move more than the options market prices?

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

VITLNasdaqFood and Kindred Products

Vital Farms, Inc. (VITL) earnings date, market-implied expected move, and options open interest by expiry

10.50

+0.47 · +4.74%

post 10.50 +0.05%

Closed16:24 ET

Open9.99Volume2.8MMkt cap$450.8MEPS-0.53

Day9.99 – 10.8063%52-wk7.95 – 38.648%

VITL

Vital Farms, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 25

before open · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

+9.15%

vs ±15.3% implied · ×0.60

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

22.00%

of VITL revenue · United Natural Foods

customerVITL 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+27.87%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

228 managers

Top fund weight

0.01%

VITL weight · IWM

N-PORTJun 30 '26

3 funds

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

Vital Farms (VITL) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.5%
avg realized: ±11.9%

Feb 27 '25Feb 27 '25confirmed±11.7%▼−9.12%×0.78

May 8 '25May 8 '25confirmed±8.5%▼−9.33%×1.10

Aug 7 '25Aug 7 '25confirmed±9.8%▲+17.59%×1.80

Q3 FY25Nov 4 '25confirmed±13.2%▲+16.13%×1.22

Q1 FY26Feb 26 '26confirmed±14.4%▼−10.81%×0.75

May 7 '26May 7 '26confirmed±23.8%▼−20.67%×0.87

Q2 FY26Aug 6 '26confirmed±19.8%▲+2.21%×0.11

Q3 FY26Nov 3 '26confirmed±15.3%▲+9.15%×0.60

quarterimplied−25%0+25%realized×

Q3 FY26±15.3%▲+9.15%×0.60

Q2 FY26±19.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.67OI · 4 expiries · Nov 2 closeP/C open interest · Apr 16 · first expiry after the report

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

1,766+2%Nov 2016d1.171,510−4%1.17

40+29%Dec 1844d0.16244+2%0.16

4,8440%Jan 1572d0.4710,3080%0.47

report · Feb 25 · before open · est.

362+3%Apr 16163d541+6%

ExpiryPutsCallsP/C

Nov 2016d1,766+2%1,510−4%1.17

Dec 1844d40+29%244+2%0.16

Jan 1572d4,8440%10,3080%0.47

report · Feb 25 · before open · est.

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

−3.55%as filednet margin · revenue +9.72% QoQ · −8.43% YoY

Revenue$182M+9.72%

Gross profit$42M23.13%+285.51%

Operating income−$8M−4.22%+80.87%

Pre-tax income−$9M+77.36%

Net income−$6M−3.55%+79.20%

Cost of revenue$140M−9.72%

Operating expenses$50M−2.46%

Tax−$3M+71.47%

Other expense−$2M−141.30%

Source: SEC filings · standardized · QE Sep 27 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:15 ET

Intraday

Event sensitivity

PCE ×1.42· ±3.5% vs ±2.5% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.5%8 of 19×1.42

GDPgross domestic product±3.4%7 of 19×1.39

NFPjobs report±2.8%4 of 10×1.14

FOMCrate decision±2.8%12 of 24×1.12

PPIproducer prices±2.6%4 of 10×1.05

CPROFcorporate profits±2.4%4 of 12×0.98

CPIconsumer prices±1.3%4 of 10×0.52

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS -0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	-0.15	—
Q2 FY26	Aug 6 '26 · confirmed	-0.72	—
Q1 FY26	Feb 26 '26 · confirmed	-0.03	—
Q3 FY25	Nov 4 '25 · confirmed	0.36	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod