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

Implied ±7.9%, either direction.

How often does Westrock Coffee move more than the options market prices?

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

WESTNasdaqBeverages

Westrock Coffee Co (WEST) earnings date, market-implied expected move, and options open interest by expiry

9.89

+0.19 · +2.00%

post 9.49 −4.14%

Closed15:59 ET

Open9.80Volume268,259Mkt cap$947.0M

Day9.41 – 9.8020%52-wk3.59 – 10.1989%

WEST

Westrock Coffee Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · report alone

8Q avg ±10.2%·×0.77·cheap

8.7210.22

straddle ±11.4%

spot 9.47exp Nov 20ATM strike 9ATM straddle 1.27IV 76%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+1.73%

vs ±13.6% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−10.85%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

147 managers

Top fund weight

0.01%

WEST weight · IWM

N-PORTJun 30 '26

3 funds

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

Westrock Coffee (WEST) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±11.0%
avg realized: ±10.2%

Nov 7 '24Nov 7 '24confirmed±8.8%▼−1.23%×0.14

Mar 11 '25Mar 11 '25confirmed±12.4%▼−10.93%×0.88

May 8 '25May 8 '25confirmed±7.5%▲+18.05%×2.39

Aug 7 '25Aug 7 '25confirmed±10.4%▲+4.95%×0.47

Q3 FY25Nov 6 '25confirmed±14.1%▼−1.28%×0.09

Q1 FY26Mar 10 '26confirmed±12.0%▼−3.96%×0.33

May 7 '26May 7 '26confirmed±9.0%▲+39.83%×4.44

Q2 FY26Aug 6 '26confirmed±13.6%▲+1.73%×0.13

quarterimplied−40%0+40%realized×

Q2 FY26±13.6%▲+1.73%×0.13

May '26±9.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.87OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

150+2400%Nov 2016d172+207%

7610%Dec 1844d3.00254+2%3.00

1140%Mar 19135d0.38299+50%0.38

ExpiryPutsCallsP/C

Nov 2016d150+2400%172+207%0.87

Dec 1844d7610%254+2%3.00

Mar 19135d1140%299+50%0.38

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

Positioning

Linked exposure

scenario · straddle±11.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−4.47%as filednet margin · revenue −1.03% QoQ · +8.83% YoY

Revenue$306M−1.03%

Gross profit$38M12.35%−17.52%

Operating income−$1M−0.44%−142.75%

Pre-tax income−$14M−43.96%

Net income−$14M−4.47%−60.05%

Cost of revenue$268M+1.84%

Operating expenses$39M−8.24%

Tax−$400,000−120.37%

Other expense−$13M+1.27%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×2.42· ±5.8% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.8%7 of 10×2.42

PPIproducer prices±2.7%7 of 10×1.13

CPIconsumer prices±2.5%5 of 10×1.03

FOMCrate decision±2.4%11 of 24×1.00

GDPgross domestic product±2.3%12 of 19×0.96

PCEpersonal income & outlays±2.1%8 of 19×0.86

CPROFcorporate profits±1.7%6 of 12×0.71

Bar = avg |move| to ±6% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.14	—
Q1 FY26	Mar 10 '26 · confirmed	-0.09	—
Q3 FY25	Nov 6 '25 · confirmed	-0.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod