How often does Wabash National move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

WNCNYSETruck Trailers

Wabash National Corp (WNC) earnings date, market-implied expected move, and options open interest by expiry

11.77

+0.35 · +3.06%

post 11.57 −1.69%

After hours15:59 ETdelayed

Open12.35Volume831,125Mkt cap$465.2MEPS-1.76Div yield2.80%

Day11.05 – 12.3540%52-wk6.55 – 14.4763%

WNC

Wabash National Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 3

before open · in 91 days

est.Q4 FY26

Calendar

Next report

Last report

−4.05%

vs ±12.1% implied · ×0.33

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmedthin chain

Implied vs realized

Linked news

1hSAIA · customerSaia furnishes transcript of Oct. 29, 2026 earnings call
1hCOST · customerCostco Wholesale Corporation Reports October Sales Results
1dWERN · customerWerner to participate in two investment conferences Nov. 10 and Nov. 17

News

Largest filed tie

13F top-10 QoQ

−0.92%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

166 managers

Top fund weight

0.02%

WNC weight · IWM

N-PORTJun 30 '26

3 funds

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

Wabash National (WNC) is expected to report on Feb 3 before open (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±11.7%
avg realized: ±9.0%

Apr 30 '25Apr 30 '25confirmed±6.0%▼−30.62%×5.15

Jul 25 '25Jul 25 '25confirmed±18.3%▼−6.47%×0.35

Oct 30 '25Oct 30 '25confirmed±13.2%▼−2.65%×0.20

Feb 4 '26Feb 4 '26confirmed±9.8%▼−1.78%×0.18

Q1 FY26May 1 '26confirmed±14.5%▼−11.62%×0.80

Q2 FY26Jul 14 '26confirmed±7.8%▼−5.81%×0.74

Jul 29 '26Jul 29 '26confirmed—▼−6.84%—

Oct 29 '26Oct 29 '26confirmed±12.1%thin chain▼−4.05%×0.33

quarterimplied−35%0+35%realized×

Oct '26±12.1%▼−4.05%×0.33

Jul '26—▼−6.84%—

Q2 FY26±7.8%▼−5.81%×0.74

Q1 FY26±14.5%▼−11.62%×0.80

Feb '26±9.8%▼−1.78%×0.18

Oct '25±13.2%▼−2.65%×0.20

2 older reports

Jul '25±18.3%▼−6.47%×0.35

Apr '25±6.0%▼−30.62%×5.15

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.07OI · 3 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

153+122%Nov 2016d0.31489+29%0.31

1,089+34%Jan 1572d0.621,748+20%0.62

report · Feb 3 · before open · est.

310%Apr 16163d471−24%

ExpiryPutsCallsP/C

Nov 2016d153+122%489+29%0.31

Jan 1572d1,089+34%1,748+20%0.62

report · Feb 3 · before open · est.

Apr 16163d310%471−24%0.07

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 filedQ2 FY26

−5.42%as filednet margin · revenue +37.60% QoQ · −9.06% YoY

Revenue$417M+37.60%

Gross profit$15M3.67%+244.96%

Operating income−$25M−6.06%+51.69%

Pre-tax income−$31M+45.98%

Net income−$23M−5.42%+50.01%

Cost of revenue$402M+28.08%

Operating expenses$41M−2.78%

Tax−$9M+31.98%

Other expense−$6M−4.73%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.90· ±4.4% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.4%6 of 10×1.90

GDPgross domestic product±4.1%8 of 19×1.79

PCEpersonal income & outlays±3.2%12 of 19×1.39

FOMCrate decision±3.2%10 of 24×1.37

CPROFcorporate profits±2.6%7 of 12×1.13

PPIproducer prices±2.6%6 of 10×1.11

CPIconsumer prices±1.9%5 of 10×0.81

Bar = avg |move| to ±5% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.56 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 14 '26 · confirmed	-0.56	—
Q1 FY26	May 1 '26 · confirmed	-1.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod