How often does Verra Mobility move more than the options market prices?

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

VRRMNasdaqTransportation Services

Verra Mobility Corp (VRRM) earnings date, market-implied expected move, and options open interest by expiry

2.68

pre 2.60 −2.99%

Pre-market05:31 ETdelayed

Open2.61Volume13.1MMkt cap$425.6MP/E10.00EPS0.26

Day2.60 – 2.620%52-wk2.60 – 23.720%

VRRM

Verra Mobility Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 23

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

−16.17%

vs ±25.4% implied · ×0.64

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+27.13%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

313 managers

Top fund weight

0.02%

VRRM weight · IWM

N-PORTJun 30 '26

4 funds

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

Verra Mobility (VRRM) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.7%
avg realized: ±8.3%

Feb 27 '25Feb 27 '25confirmed±7.8%▼−11.79%×1.52

May 7 '25May 7 '25confirmed±7.8%▲+9.32%×1.19

Aug 6 '25Aug 6 '25confirmed±8.4%▼−3.57%×0.43

Q3 FY25Oct 29 '25confirmed±9.6%▼−1.47%×0.15

Q1 FY26Feb 24 '26confirmed±9.4%▼−13.52%×1.44

May 6 '26May 6 '26confirmed±8.9%▲+2.16%×0.24

Q2 FY26Aug 5 '26confirmed±16.2%▼−8.73%×0.54

Q3 FY26Oct 30 '26confirmed±25.4%▼−16.17%×0.64

quarterimplied−30%0+30%realized×

Q3 FY26±25.4%▼−16.17%×0.64

Q2 FY26±16.2%▼−8.73%×0.54

May '26±8.9%▲+2.16%×0.24

Q1 FY26±9.4%▼−13.52%×1.44

Q3 FY25±9.6%▼−1.47%×0.15

Aug '25±8.4%▼−3.57%×0.43

2 older reports

May '25±7.8%▲+9.32%×1.19

Feb '25±7.8%▼−11.79%×1.52

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

0.11OI · 4 expiries · Oct 27 closeP/C open interest · Apr 16 · first expiry after the report

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

40+233%Nov 2017d0.20196+2%0.20

539+5%Dec 1845d0.086,8960%0.08

3,1770%Jan 1573d0.1324,6540%0.13

report · Feb 23 · after close · est.

316−6%Apr 16164d2,940+2%

ExpiryPutsCallsP/C

Nov 2017d40+233%196+2%0.20

Dec 1845d539+5%6,8960%0.08

Jan 1573d3,1770%24,6540%0.13

report · Feb 23 · after close · est.

Apr 16164d316−6%2,940+2%0.11

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

15.60%as filednet margin · revenue −1.79% QoQ · −1.17% YoY

Revenue

$259M−1.79% QoQ

Gross profit

$226M−3.82% QoQ

87.44% margin

Operating income

$66M+300.01% QoQ

25.32% margin

Pre-tax income

$55M+230.91% QoQ

Net income

$40M+183.83% QoQ

15.60% margin

Cost of revenue

$33M+15.16% QoQ

Operating expenses

$161M−40.03% QoQ

SG&A $134M

Depreciation $27M

Other expense

$10M

Tax

$15M+150.11% QoQ

Revenue$259M−1.79%

Gross profit

$226M−3.82%

87.44% margin

Operating income

$66M+300.01%

25.32% margin

Pre-tax income

$55M+230.91%

Net income

$40M+183.83%

15.60% margin

Cost of revenue

$33M+15.16%

Operating expenses

$161M−40.03%

SG&A $134M

Depreciation $27M

Other expense

$10M

Tax$15M+150.11%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 05:30 ET

Intraday

Event sensitivity

PCE ×1.35· ±2.2% vs ±1.6% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±2.2%5 of 19×1.35

FOMCrate decision±2.2%12 of 24×1.33

NFPjobs report±1.9%2 of 10×1.18

CPIconsumer prices±1.8%1 of 10×1.12

CPROFcorporate profits±1.8%5 of 12×1.09

GDPgross domestic product±1.6%9 of 19×1.01

PPIproducer prices±1.6%3 of 10×0.99

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	0.27	—
Q2 FY26	Aug 5 '26 · confirmed	-0.32	—
Q1 FY26	Feb 24 '26 · confirmed	0.17	—
Q3 FY25	Oct 29 '25 · confirmed	0.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod