AINYSEServices-Prepackaged Software

C3.ai, Inc. (AI) earnings date, market-implied expected move, and options open interest by expiry

11.54

pre 11.70 +1.39%

Pre-market06:32 ETdelayed

Open11.49Volume3.1MMkt cap$1.9BEPS-3.09

Day11.49 – 11.70100%52-wk7.68 – 17.4641%

C3.ai, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.9%implied · report alone

8Q avg ±10.8%·×0.36·cheap

11.0911.99

straddle ±13.8%

spot 11.54exp Dec 4ATM strike 11.5ATM straddle 1.87IV 70%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 2

after close · in 28 days

est.Q2 FY27

Calendar

Next report

Last report

+3.61%

vs ±11.5% implied · ×0.31

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+10.07%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

321 managers

Top fund weight

0.04%

AI weight · IWM

N-PORTJun 30 '26

4 funds

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

C3.ai (AI) is expected to report on Dec 2 after close (estimated date). Implied ±3.9%, either direction. 4 of the last 8 reports moved at least as far as the implied move.

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±9.8%
avg realized: ±10.8%

May 28 '25May 28 '25confirmed±11.7%▲+20.76%×1.77

Aug 8 '25Aug 8 '25confirmed±4.7%▼−25.58%×5.42

Sep 3 '25Sep 3 '25confirmed±9.9%▼−7.31%×0.74

Q2 FY26Dec 3 '25confirmed±10.2%▲+2.07%×0.20

Q3 FY26Feb 25 '26confirmed±10.7%▼−18.53%×1.73

Q4 FY26May 12 '26confirmed±6.0%▼−7.28%×1.21

Jun 3 '26Jun 3 '26confirmed±13.9%▼−1.21%×0.09

Q1 FY27Sep 2 '26confirmed±11.5%▲+3.61%×0.31

quarterimplied−30%0+30%realized×

Q1 FY27±11.5%▲+3.61%×0.31

Jun '26±13.9%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 3 close

0.01OI · 10 expiries · Nov 3 closeP/C open interest · Dec 4 · first expiry after the report

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

2 nearer expiries

2,447+66%

Positioning

Linked exposure

scenario · straddle±13.8%

Funds 4

IWM±0.0%

Linked exposure

Revenue flow

as filedQ1 FY27

−177.21%as filednet margin · revenue +1.50% QoQ · −25.46% YoY

Revenue$52M+1.50%

Gross profit$17M31.83%+47.21%

Operating income−$98M−187.62%+18.89%

Pre-tax income−$93M+19.76%

Net income−$93M−177.21%+19.69%

Cost of revenue$36M−11.35%

Operating expenses$115M−13.24%

Tax$163,000+46.85%

Other income$6M−1.42%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 06:30 ET

Intraday

Event sensitivity

CPROF ×1.81· ±5.1% vs ±2.8% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.1%5 of 12×1.81

Quarter	Reported	EPS	Consensus
Q1 FY27	Sep 2 '26 · confirmed	-0.60	—
Q4 FY26	May 12 '26 · confirmed	-0.80	—
Q3 FY26	Feb 25 '26 · confirmed	-0.94	—
Q2 FY26	Dec 3 '25 · confirmed	-0.75	—

C3.ai, Inc. (AI) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Revenue flow

Implied vs realized

Positioning

Linked exposure

Event sensitivity

Earnings history

Methodology

C3.ai, Inc. (AI) earnings date, market-implied expected move, and options open interest by expiry

Intraday