VITL
Vital Farms, Inc.12.24post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 19:59:58 UTCnext report Aug 6 · today
Earnings Room‹ back to VITL
The report
fiscal Q2 2026 · from the company's noticeAug 6before open0days out
Expected movement
market-implied · at the Aug 5 close±19.1%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±19.4% over the 16 days to expiry; the rest of that is everyday movement, which the chain prices at 25% annualized.
expiry Aug 21 · first after the reportATM strike 12.5straddle 2.80ATM IV 136% vs 84% at Sep 18× 0.85 straddle-to-rangespot 12.24
Blast radius
2 linked · N-PORT + EDGARIf VITL moves ±19.4% 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 ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 5 closeContracts 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
ExpiryOICallsOI Δ
▲ +5%3.6k
Aug 21
16d
3.7k▲ +1%
▲ +13%270
Sep 18
44d
274▲ +4%
▲ +0%4.5k
Oct 16
72d
5.9k▼ −0%
▼ −0%5.1k
Jan 15
163d
8.2k▲ +1%
The record
expected in pale · actual in full color4/8reports moved further than the options market had pricedtypically ±15.0% realized vs ±13.0% priced
May 7 '26±23.8%→−20.7%×0.87
Feb 26 '26±14.4%→−10.8%×0.75
Nov 4 '25±13.2%→+16.1%×1.22
Aug 7 '25±9.8%→+17.6%×1.80
May 8 '25±8.5%→−9.3%×1.10
Feb 27 '25±11.7%→−9.1%×0.78
Aug 8 '24±13.1%→−9.3%×0.71
May 9 '24±9.7%→+26.9%×2.79
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.03 · rev $187M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.