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

Implied ±7.4%, either direction.

YETINYSESporting & Athletic Goods, NEC

YETI Holdings, Inc. (YETI) earnings date, market-implied expected move, and options open interest by expiry

43.66

−0.53 · −1.20%

post 43.66 0.00%

Closed16:00 ET

Open44.18Volume958,081Mkt cap$3.2BP/E18.90EPS2.31

Day43.58 – 44.4210%52-wk32.26 – 53.9952%

YETI

YETI Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · report alone

40.4446.88

straddle ±9.6%

spot 43.66exp Nov 20ATM strike 42.5ATM straddle 4.95IV 59%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−10.56%

vs ±9.7% implied · ×1.09

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

17dDKS · customerDICK'S Sporting Goods Inc. to Hire Over 11,000 Seasonal Teammates for the 2026 Holiday Shopping Season

News

Largest filed tie

13F top-10 QoQ

+4.27%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

455 managers

Top fund weight

0.10%

YETI weight · MDY

N-PORTJun 30 '26

3 funds

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

YETI (YETI) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±9.7%▼−10.56%×1.09

quarterimplied−15%0+15%realized×

Q2 FY26±9.7%▼−10.56%×1.09

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

4.46OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

7,2940%Nov 2019d1,635+3%

13+86%Dec 1847d0.10133+29%0.10

701−1%Jan 1575d0.322,196+2%0.32

103−1%Feb 19110d0.40258+1%0.40

ExpiryPutsCallsP/C

Nov 2019d7,2940%1,635+3%4.46

Dec 1847d13+86%133+29%0.10

Jan 1575d701−1%2,196+2%0.32

Feb 19110d103−1%258+1%0.40

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

Positioning

Linked exposure

scenario · straddle±9.6%

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 filedQ2 FY26

14.74%as filednet margin · revenue +27.20% QoQ · +8.52% YoY

Revenue

$484M+27.20% QoQ

Gross profit

$323M+53.43% QoQ

66.66% margin

Operating income

$94M+651.87% QoQ

19.33% margin

Pre-tax income

$94M+666.23% QoQ

Net income

$71M+623.96% QoQ

14.74% margin

Cost of revenue

$161M−5.20% QoQ

Operating expenses

$229M+15.79% QoQ

Tax

$23M+836.26% QoQ

Other income

$728,000+627.54% QoQ

Revenue$484M+27.20%

Gross profit

$323M+53.43%

66.66% margin

Operating income

$94M+651.87%

19.33% margin

Pre-tax income

$94M+666.23%

Net income

$71M+623.96%

14.74% margin

Cost of revenue

$161M−5.20%

Operating expenses

$229M+15.79%

Other income$728,000+627.54%

Tax$23M+836.26%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 4 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.89· ±3.7% vs ±2.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.7%4 of 11×1.89

FOMCrate decision±2.4%10 of 24×1.22

GDPgross domestic product±1.8%8 of 19×0.93

CPIconsumer prices±1.7%5 of 11×0.86

CPROFcorporate profits±1.6%4 of 12×0.82

PCEpersonal income & outlays±1.5%11 of 19×0.75

NFPjobs report±1.1%4 of 10×0.57

Bar = avg |move| to ±4% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.94 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.94	—
Q1 FY26	—	0.13	—
Q3 FY25	—	0.48	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod