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

Implied ±6.3%, either direction.

VVVNYSEMiscellaneous Products of Petroleum & Coal

Valvoline Inc (VVV) earnings date, market-implied expected move, and options open interest by expiry

34.37

+2.08 · +6.45%

post 34.37 0.00%

After hours16:00 ETdelayed

Open33.06Volume2.2MMkt cap$4.1BP/E43.97

Day33.06 – 34.37100%52-wk26.21 – 41.0855%

VVV

Valvoline Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.3%implied · straddle

32.2036.54

spot 34.37exp Nov 20ATM strike 35ATM straddle 2.55IV 40%

Nov 2 closethin chain

Expected move

Inputs

Next report

Nov 18

before open · in 16 days

est.Q4 FY26

Calendar

Next report

Last report

−5.86%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−3.88%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

452 managers

Top fund weight

0.14%

VVV weight · MDY

N-PORTJun 30 '26

3 funds

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

Valvoline (VVV) is expected to report on Nov 18 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 5 '26confirmed—▼−5.86%—

quarterimplied−10%0+10%realized×

Q3 FY26—▼−5.86%—

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 30 close

2.84OI · 1 expiry · Oct 30 closeP/C open interest · Jan 15 · first expiry after the report

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

6050%Jan 1574d2130%

ExpiryPutsCallsP/C

Jan 1574d6050%2130%2.84

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

Positioning

Linked exposure

scenario · straddle±6.3%

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

11.84%as filednet margin · revenue +8.10% QoQ · +24.05% YoY

Revenue

$545M+8.10% QoQ

Gross profit

$215M+14.92% QoQ

39.46% margin

Operating income

$112M+30.47% QoQ

20.60% margin

Pre-tax income

$86M+43.87% QoQ

Net income

$65M+43.97% QoQ

11.84% margin

Cost of revenue

$330M+4.07% QoQ

Operating expenses

$103M+1.68% QoQ

Other expense

$27M

Tax

$21M+45.07% QoQ

Revenue$545M+8.10%

Gross profit

$215M+14.92%

39.46% margin

Operating income

$112M+30.47%

20.60% margin

Pre-tax income

$86M+43.87%

Net income

$65M+43.97%

11.84% margin

Cost of revenue

$330M+4.07%

Operating expenses

$103M+1.68%

Other expense

$27M

Tax$21M+45.07%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.26· ±1.8% vs ±1.4% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.8%6 of 11×1.26

PPIproducer prices±1.5%7 of 11×1.06

FOMCrate decision±1.5%7 of 24×1.05

NFPjobs report±1.5%5 of 10×1.03

PCEpersonal income & outlays±1.2%9 of 19×0.86

GDPgross domestic product±1.1%9 of 19×0.77

CPROFcorporate profits±0.8%5 of 12×0.59

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

Earnings history

EPS 1.02 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 5 '26 · confirmed	1.02	—
Q2 FY26	—	0.70	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod