What move does the options market price into Petco Health & Wellness's report?

Implied ±5.1%, either direction.

How often does Petco Health & Wellness move more than the options market prices?

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

WOOFNasdaqRetail-Retail Stores, NEC

Petco Health & Wellness Company, Inc. (WOOF) earnings date, market-implied expected move, and options open interest by expiry

2.70

pre 2.70 −1.64%

Pre-market16:00 ETdelayed

Open2.71Volume4.7MMkt cap$888.3MP/E24.50EPS0.11

Day2.64 – 2.7179%52-wk2.14 – 3.7834%

WOOF

Petco Health & Wellness Company, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.1%implied · report alone

8Q avg ±18.2%·×0.28·cheap

2.552.83

straddle ±17.4%

spot 2.69exp Dec 18ATM strike 2.5ATM straddle 0.55IV 72%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 24

after close · in 20 days

est.Q3 FY26

Calendar

Next report

Last report

−4.18%

vs ±16.1% implied · ×0.26

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Linked news

21hHLMN · supplierHillman Solutions posts Q3 sales $457,488 (dollars in thousands), net income $6,291

News

Largest filed tie

13F top-10 QoQ

−0.01%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

197 managers

Top fund weight

0.01%

WOOF weight · IWM

N-PORTJun 30 '26

3 funds

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

Petco Health & Wellness (WOOF) is expected to report on Nov 24 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±18.1%
avg realized: ±18.2%

Dec 5 '24Dec 5 '24confirmed±22.6%▲+7.96%×0.35

Mar 26 '25Mar 26 '25confirmed±24.3%▲+31.56%×1.30

Jun 5 '25Jun 5 '25confirmed±19.8%▼−23.34%×1.18

Aug 28 '25Aug 28 '25confirmed±10.0%▲+23.53%×2.35

Q3 FY25Nov 25 '25confirmed±16.4%▲+14.48%×0.88

Mar 11 '26Mar 11 '26confirmed±15.9%▲+34.58%×2.17

Q1 FY26Jun 3 '26confirmed±19.7%▼−6.07%×0.31

Q2 FY26Sep 2 '26confirmed±16.1%▼−4.18%×0.26

quarterimplied−35%0+35%realized×

Q2 FY26±16.1%▼−4.18%×0.26

Q1 FY26±19.7%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.21OI · 4 expiries · Oct 29 closeP/C open interest · Dec 18 · first expiry after the report

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

5+25%Nov 2016d0.001,8090%0.00

report · Nov 24 · after close · est.

8430%Dec 1844d3,946+2%

6,5760%Jan 1572d0.4016,4210%0.40

3240%Mar 19135d0.231,4290%0.23

ExpiryPutsCallsP/C

Nov 2016d5+25%1,8090%0.00

report · Nov 24 · after close · est.

Dec 1844d8430%3,946+2%0.21

Jan 1572d6,5760%

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

Positioning

Linked exposure

scenario · straddle±17.4%

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

2.60%as filednet margin · revenue −0.50% QoQ · +0.05% YoY

Revenue

$1.5B−0.50% QoQ

Gross profit

$591M+2.91% QoQ

39.70% margin

Operating income

$48M+94.15% QoQ

3.21% margin

Pre-tax income

$18M+195.93% QoQ

Net income

$39M+355.25% QoQ

2.60% margin

Cost of revenue

$898M−2.63% QoQ

Operating expenses

$543M−1.18% QoQ

Other expense

$30M

Tax benefit

$16M

Revenue$1.5B−0.50%

Gross profit

$591M+2.91%

39.70% margin

Operating income

$48M+94.15%

3.21% margin

Pre-tax income

$18M+195.93%

Net income

$39M+355.25%

2.60% margin

Cost of revenue

$898M−2.63%

Operating expenses

$543M−1.18%

Other expense

$30M

Tax benefit$16M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.09· ±3.8% vs ±3.5% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±3.8%8 of 12×1.09

GDPgross domestic product±3.7%10 of 19×1.06

PCEpersonal income & outlays±3.6%8 of 19×1.02

FOMCrate decision±3.6%10 of 24×1.01

PPIproducer prices±2.5%4 of 10×0.71

NFPjobs report±2.1%4 of 10×0.61

CPIconsumer prices±2.0%5 of 10×0.56

Bar = avg |move| to ±4% · tick = ±3.5% avg day · ×base = |move| ÷ ±3.5% · min 6 releases

Earnings history

EPS 0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 2 '26 · confirmed	0.13	—
Q1 FY26	Jun 3 '26 · confirmed	-0.05	—
Q3 FY25	Nov 25 '25 · confirmed	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod