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

Implied ±11.1%, either direction.

How often does Willdan move more than the options market prices?

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

WLDNNasdaqServices-Engineering Services

Willdan Group, Inc. (WLDN) earnings date, market-implied expected move, and options open interest by expiry

74.52

−0.12 · −0.16%

post 74.52 0.00%

Closed16:00 ET

Open74.47Volume239,184Mkt cap$1.1B

Day74.45 – 75.865%52-wk64.67 – 137.0014%

WLDN

Willdan Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.1%implied · report alone

8Q avg ±17.2%·×0.65·cheap

65.9682.44

straddle ±13.3%

spot 74.20exp Nov 20ATM strike 75ATM straddle 11.60IV 93%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+17.03%

vs ±13.1% implied · ×1.30

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

20dED · customerCON EDISON DECLARES COMMON STOCK DIVIDEND

News

Largest filed tie

13F top-10 QoQ

+49.21%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

246 managers

Top fund weight

0.04%

WLDN weight · IWM

N-PORTJun 30 '26

3 funds

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

Willdan (WLDN) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±13.1%
avg realized: ±17.2%

Oct 31 '24Oct 31 '24confirmed±11.4%▼−7.67%×0.67

Mar 6 '25Mar 6 '25confirmed±12.7%▲+29.73%×2.34

May 8 '25May 8 '25confirmed±9.8%▲+4.54%×0.46

Aug 7 '25Aug 7 '25confirmed±11.2%▲+27.54%×2.45

Q3 FY25Nov 6 '25confirmed±16.3%▲+6.65%×0.41

Feb 26 '26Feb 26 '26confirmed±15.4%▼−25.47%×1.66

Q1 FY26May 7 '26confirmed±14.6%▲+18.69%×1.28

Q2 FY26Aug 6 '26confirmed±13.1%▲+17.03%×1.30

quarterimplied−30%0+30%realized×

Q2 FY26±13.1%▲+17.03%×1.30

Q1 FY26±14.6%▲+18.69%×1.28

Feb '26±15.4%▼−25.47%×1.66

Q3 FY25±16.3%▲+6.65%×0.41

Aug '25±11.2%▲+27.54%×2.45

May '25±9.8%▲+4.54%×0.46

2 older reports

Mar '25±12.7%▲+29.73%×2.34

Oct '24±11.4%▼−7.67%×0.67

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

0.88OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

1,270+2%Nov 2016d1,436+11%

20%Dec 1844d0.05430%0.05

1850%Feb 19107d0.892070%0.89

ExpiryPutsCallsP/C

Nov 2016d1,270+2%1,436+11%0.88

Dec 1844d20%430%0.05

Feb 19107d1850%2070%0.89

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

Positioning

Linked exposure

scenario · straddle±13.3%

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

10.54%as filednet margin · revenue +48.94% QoQ · +33.18% YoY

Revenue

$231M+48.94% QoQ

Gross profit

$87M+38.47% QoQ

37.85% margin

Operating income

$20M+170.63% QoQ

8.54% margin

Pre-tax income

$19M+163.20% QoQ

Net income

$24M+185.40% QoQ

10.54% margin

Cost of revenue

$144M+56.13% QoQ

Operating expenses

$68M+21.22% QoQ

Other operating $43M

SG&A $13M

Depreciation $7M

Other operating $5M

Other expense

$647,000

Tax benefit

$5M

Revenue$231M+48.94%

Gross profit

$87M+38.47%

37.85% margin

Operating income

$20M+170.63%

8.54% margin

Pre-tax income

$19M+163.20%

Net income

$24M+185.40%

10.54% margin

Cost of revenue

$144M+56.13%

Operating expenses

$68M+21.22%

Other operating $43M

SG&A $13M

Depreciation $7M

Other expense

$647,000

Tax benefit$5M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.28· ±4.9% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.9%4 of 10×2.28

PPIproducer prices±4.4%4 of 10×2.02

CPIconsumer prices±2.6%8 of 10×1.19

FOMCrate decision±1.7%11 of 24×0.80

CPROFcorporate profits±1.7%5 of 12×0.80

PCEpersonal income & outlays±1.7%8 of 19×0.80

GDPgross domestic product±1.6%7 of 19×0.74

Bar = avg |move| to ±5% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 1.58 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.58	—
Q1 FY26	May 7 '26 · confirmed	0.55	—
Q3 FY25	Nov 6 '25 · confirmed	0.90	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod