What move does the options market price into Valmont Industries's report?

Implied ±13.1%, either direction · provisional.

VMINYSEFabricated Structural Metal Products

Valmont Industries Inc (VMI) earnings date, market-implied expected move, and options open interest by expiry

420.54

−12.22 · −2.82%

post 420.54 0.00%

Closed16:00 ET

Open426.71Volume165,758Mkt cap$8.1BP/E15.52EPS27.10Div yield0.71%

Day419.36 – 429.8111%52-wk375.56 – 583.9722%

VMI

Valmont Industries Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.1%implied · straddle

366.68477.52

spot 422.10exp Mar 19ATM strike 420ATM straddle 65.20IV 32%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 16

before open · in 108 days

est.Q4 FY26

Calendar

Next report

Last report

−0.35%

vs ±7.6% implied · ×0.05

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Linked news

3dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
42dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

−1.23%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

651 managers

Top fund weight

0.31%

VMI weight · MDY

N-PORTJun 30 '26

3 funds

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

Valmont Industries (VMI) is expected to report on Feb 16 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 21 '26confirmed—▼−0.50%—

Q3 FY26Oct 20 '26confirmed±7.6%▼−0.35%×0.05

quarterimplied−10%0+10%realized×

Q3 FY26±7.6%▼−0.35%×0.05

Q2 FY26—▼−0.50%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 21 close

1.11OI · 3 expiries · Oct 21 closeP/C open interest · Mar 19 · first expiry after the report

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

74+45%Nov 2020d1.8540+54%1.85

134+1%Dec 1848d0.62217+2%0.62

report · Feb 16 · before open · est.

30+3%Mar 19139d270%

ExpiryPutsCallsP/C

Nov 2020d74+45%40+54%1.85

Dec 1848d134+1%217+2%0.62

report · Feb 16 · before open · est.

Mar 19139d30+3%

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

Positioning

Linked exposure

scenario · straddle±13.1%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

11.00%as filednet margin · revenue −1.33% QoQ · +5.53% YoY

Revenue

$1.1B−1.33% QoQ

Gross profit

$331M−2.77% QoQ

30.02% margin

Operating income

$173M+4.05% QoQ

15.66% margin

Pre-tax income

$163M+0.50% QoQ

Net income

$121M+1.03% QoQ

11.00% margin

Cost of revenue

$772M−0.70% QoQ

Operating expenses

$159M−9.25% QoQ

Other expense

$10M

Tax

$42M−0.40% QoQ

Revenue$1.1B−1.33%

Gross profit

$331M−2.77%

30.02% margin

Operating income

$173M+4.05%

15.66% margin

Pre-tax income

$163M+0.50%

Net income

$121M+1.03%

11.00% margin

Cost of revenue

$772M−0.70%

Operating expenses

$159M−9.25%

Other expense

$10M

Tax$42M−0.40%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 26 '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

PCE ×1.25· ±1.7% vs ±1.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.7%12 of 19×1.25

FOMCrate decision±1.5%12 of 24×1.06

GDPgross domestic product±1.4%10 of 19×1.01

PPIproducer prices±1.3%2 of 11×0.91

NFPjobs report±1.2%6 of 10×0.89

CPIconsumer prices±1.0%6 of 11×0.72

CPROFcorporate profits±0.9%5 of 12×0.66

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 6.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 20 '26 · confirmed	6.24	—
Q2 FY26	Jul 21 '26 · confirmed	6.14	—
Q1 FY26	—	5.51	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod