How often does Align Technology move more than the options market prices?

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

ALGNNasdaqOrthopedic, Prosthetic & Surgical Appliances & Supplies

Align Technology Inc (ALGN) earnings date, market-implied expected move, and options open interest by expiry

153.56

−0.57 · −0.37%

post 151.50 −1.34%

After hours15:59 ETdelayed

Open151.99Volume898,630Mkt cap$10.9BP/E26.30EPS5.76

Day151.50 – 154.870%52-wk130.23 – 200.4430%

ALGN

Align Technology Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 3

after close · in 92 days

est.Q4 FY26

Calendar

Next report

Last report

+0.06%

vs ±7.6% implied · ×0.01

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+10.17%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

677 managers

Top fund weight

0.20%

ALGN weight · XLV

N-PORTJun 30 '26

9 funds

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

Align Technology (ALGN) is expected to report on Feb 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±9.2%
avg realized: ±7.3%

Feb 5 '25Feb 5 '25confirmed±8.4%▲+0.93%×0.11

Apr 30 '25Apr 30 '25confirmed±10.1%▲+1.98%×0.20

Jul 30 '25Jul 30 '25confirmed±8.5%▼−36.63%×4.32

Oct 29 '25Oct 29 '25confirmed±11.4%▲+4.94%×0.43

Feb 4 '26Feb 4 '26confirmed±9.2%▲+8.88%×0.96

Q1 FY26Apr 29 '26confirmed±8.9%▼−1.34%×0.15

Q2 FY26Jul 29 '26confirmed±9.6%▼−3.70%×0.39

Oct 28 '26Oct 28 '26confirmed±7.6%▲+0.06%×0.01

quarterimplied−40%0+40%realized×

Oct '26±7.6%▲+0.06%×0.01

Q2 FY26±9.6%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.71OI · 10 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

6 nearer expiries

948+35%Nov 63d6.63143+46%6.63

565+2%Nov 1310d6.8982+3%6.89

1,806+5%Nov 2017d1.551,165+4%1.55

468+23%Nov 2724d15.1031+675%15.10

2450%Dec 431d40.8360%40.83

30—Dec 1138d—0——

4,0420%Dec 1845d0.478,597+2%0.47

4,8420%Jan 1573d0.677,2490%0.67

report · Feb 3 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 63d948+35%143+46%6.63

Nov 1310d565+2%82+3%6.89

Nov 2017d1,806+5%1,165

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

10.25%as filednet margin · revenue +1.55% QoQ · +4.32% YoY

Revenue

$1.1B+1.55% QoQ

Gross profit

$757M+2.83% QoQ

71.71% margin

Operating income

$154M+8.49% QoQ

14.58% margin

Pre-tax income

$149M−0.13% QoQ

Net income

$108M−3.97% QoQ

10.25% margin

Cost of revenue

$299M−1.56% QoQ

Operating expenses

$603M+1.48% QoQ

SG&A $463M

R&D $102M

Other operating $39M

Other expense

$5M

Tax

$40M+11.86% QoQ

Revenue$1.1B+1.55%

Gross profit

$757M+2.83%

71.71% margin

Operating income

$154M+8.49%

14.58% margin

Pre-tax income

$149M−0.13%

Net income

$108M−3.97%

10.25% margin

Cost of revenue

$299M−1.56%

Operating expenses

$603M+1.48%

SG&A $463M

R&D $102M

Other operating $39M

Other expense

$5M

Tax$40M+11.86%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mVolume ×0.48 · 20d avgSource: market data · 15:45 ET

Intraday

Event sensitivity

PCE ×1.84· ±3.5% vs ±1.9% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.5%9 of 19×1.84

FOMCrate decision±2.1%12 of 24×1.11

GDPgross domestic product±1.7%7 of 19×0.90

CPROFcorporate profits±1.7%5 of 12×0.88

PPIproducer prices±1.6%5 of 10×0.85

CPIconsumer prices±1.4%6 of 10×0.73

NFPjobs report±1.0%6 of 10×0.51

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 1.51 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	1.51	—
Q1 FY26	Apr 29 '26 · confirmed	1.57	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod