Vulcan Materials Co · Brief

Next report

106 days

Feb 16 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±10.7%implied · straddle

251.29311.21

spot 281.25exp Feb 19ATM strike 280ATM straddle 35.25IV 29%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±5.3%
avg realized: ±3.4%

Feb 18 '25±4.3%▲+0.85%×0.20

Apr 30 '25±5.6%▲+6.92%×1.24

Jul 31 '25±4.6%▲+0.70%×0.15

Oct 30 '25±5.7%▼−1.68%×0.29

Feb 17 '26±4.2%▼−7.76%×1.85

Q1 FY26±5.8%▲+1.59%×0.28

Q2 FY26±6.6%▼−1.56%×0.24

Q3 FY26±6.0%▲+5.78%×0.97

quarterimplied−10%0+10%realized×

Q3 FY26±6.0%▲+5.78%×0.97

Q2 FY26±6.6%▼−1.56%×0.24

Q1 FY26±5.8%▲+1.59%×0.28

Feb '26±4.2%▼−7.76%×1.85

Oct '25±5.7%▼−1.68%×0.29

Jul '25±4.6%▲+0.70%×0.15

2 older reports

Apr '25±5.6%▲+6.92%×1.24

Feb '25±4.3%▲+0.85%×0.20

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

Bull & bear

Feb 16 report · est.

—

Linked exposure

VMC report session

Suppliers 1

FRPHFRP Holdings×0.23

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 15impliedImplied move: ±6.7% into Oct 29 earnings (Oct 15 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.