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

Implied ±8.5%, either direction.

How often does York Water move more than the options market prices?

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

YORWNasdaqWater Supply

York Water Co (YORW) earnings date, market-implied expected move, and options open interest by expiry

32.22

pre 32.11 +1.33%

Pre-market16:05 ETdelayed

Open32.39Volume136,284Mkt cap$523.5MP/E19.94EPS1.61Div yield2.83%

Day31.97 – 32.3933%52-wk27.84 – 34.5564%

YORW

York Water Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.5%implied · straddle

29.5235.00

spot 32.26exp Nov 20ATM strike 30ATM straddle 3.23IV 50%

Nov 4 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

+2.56%

vs ±8.2% implied · ×0.31

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+23.99%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

166 managers

Top fund weight

0.01%

YORW weight · IWM

N-PORTJun 30 '26

4 funds

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

York Water (YORW) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±9.4%
avg realized: ±1.3%

Nov 7 '24Nov 7 '24confirmed±11.2%▼−2.23%×0.20

Mar 4 '25Mar 4 '25confirmed±8.3%▲+0.42%×0.05

May 6 '25May 6 '25confirmed±7.9%▲+1.42%×0.18

Aug 12 '25Aug 12 '25confirmed±8.3%▲+3.01%×0.36

Nov 6 '25Nov 6 '25confirmed±10.6%▲+0.03%×0.00

Q1 FY26Mar 3 '26confirmed±7.5%▲+0.47%×0.06

May 5 '26May 5 '26confirmed±12.8%▼−0.10%×0.01

Q2 FY26Aug 6 '26confirmed±8.2%▲+2.56%×0.31

quarterimplied−15%0+15%realized×

Q2 FY26±8.2%▲+2.56%×0.31

May '26±12.8%▼−0.10%×0.01

Q1 FY26±7.5%▲+0.47%×0.06

Nov '25±10.6%▲+0.03%×0.00

Aug '25±8.3%▲+3.01%×0.36

May '25±7.9%▲+1.42%×0.18

2 older reports

Mar '25±8.3%▲+0.42%×0.05

Nov '24±11.2%▼−2.23%×0.20

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.02OI · 2 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

36—Nov 2015d1,864—

560%Dec 1843d0.19293+7%0.19

ExpiryPutsCallsP/C

Nov 2015d36—1,864—0.02

Dec 1843d560%293+7%0.19

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

Positioning

Linked exposure

scenario · straddle±8.5%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

32.38%as filednet margin · revenue +17.14% QoQ · +22.48% YoY

Revenue

$24M+17.14% QoQ

Gross profit

$17M+26.00% QoQ

72.63% margin

Operating income

$10M+54.38% QoQ

41.71% margin

Pre-tax income

$8M+96.04% QoQ

Net income

$8M+58.18% QoQ

32.38% margin

Cost of revenue

$6M−1.27% QoQ

Operating expenses

$7M+0.96% QoQ

Depreciation $4M

SG&A $4M

Other expense

$2M

Tax

$166,000+119.64% QoQ

Revenue$24M+17.14%

Gross profit

$17M+26.00%

72.63% margin

Operating income

$10M+54.38%

41.71% margin

Pre-tax income

$8M+96.04%

Net income

$8M+58.18%

32.38% margin

Cost of revenue

$6M−1.27%

Operating expenses

$7M+0.96%

Depreciation $4M

SG&A $4M

Other expense

$2M

Tax$166,000+119.64%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '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

FOMC ×1.55· ±1.6% vs ±1.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%10 of 24×1.55

PPIproducer prices±1.5%5 of 10×1.44

NFPjobs report±1.1%7 of 10×1.04

CPROFcorporate profits±0.8%6 of 12×0.80

GDPgross domestic product±0.8%7 of 19×0.75

PCEpersonal income & outlays±0.8%9 of 19×0.74

CPIconsumer prices±0.6%7 of 10×0.60

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 0.49 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.49	—
Q1 FY26	Mar 3 '26 · confirmed	0.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod