What move does the options market price into AMN Healthcare Services's report?

Implied ±8.1%, either direction.

How often does AMN Healthcare Services move more than the options market prices?

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

AMNNYSEServices-Help Supply Services

AMN Healthcare Services Inc (AMN) earnings date, market-implied expected move, and options open interest by expiry

45.30

−0.47 · −1.03%

post 45.30 0.00%

After hours16:00 ETdelayed

Open45.95Volume926,464Mkt cap$1.8BP/E16.71EPS2.71

Day45.22 – 46.506%52-wk14.97 – 49.6288%

AMN

AMN Healthcare Services Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.1%implied · report alone

8Q avg ±8.5%·×0.95·fair

41.6448.96

straddle ±11.9%

spot 45.30exp Nov 20ATM strike 45ATM straddle 6.32IV 82%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

−3.04%

vs ±11.6% implied · ×0.26

shaded = implied · ▲▼ = realized

Nov 6 '25 · confirmed

Implied vs realized

Largest filed tie

22.00%

of AMN revenue · Kaiser Foundation Hospitals

customerAMN 10-K

Largest filed tie

13F top-10 QoQ

+8.61%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

285 managers

Top fund weight

0.04%

AMN weight · IWM

N-PORTJun 30 '26

3 funds

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

AMN Healthcare Services (AMN) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±10.9%
avg realized: ±8.5%

May 9 '24May 9 '24confirmed±10.1%▼−10.09%×1.00

Aug 8 '24Aug 8 '24confirmed±9.8%▼−6.54%×0.67

Oct 1 '24Oct 1 '24confirmed±9.0%▼−2.67%×0.30

Nov 7 '24Nov 7 '24confirmed±10.8%▼−29.01%×2.68

Feb 20 '25Feb 20 '25confirmed±10.5%▲+6.73%×0.64

May 8 '25May 8 '25confirmed±13.8%▲+8.21%×0.59

Aug 7 '25Aug 7 '25confirmed±11.9%▲+1.89%×0.16

Q3 FY25Nov 6 '25confirmed±11.6%▼−3.04%×0.26

quarterimplied−30%0+30%realized×

Q3 FY25±11.6%▼−3.04%×0.26

Aug '25±11.9%

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

0.19OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

142+8%Nov 2017d747−1%

3,8980%Dec 1845d1.043,7530%1.04

2,9950%Jan 1573d3.199380%3.19

735+4%Apr 16164d4.681570%4.68

ExpiryPutsCallsP/C

Nov 2017d142+8%747−1%0.19

Dec 1845d3,8980%3,7530%1.04

Jan 1573d2,9950%9380%3.19

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

Positioning

Linked exposure

scenario · straddle±11.9%

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

3.14%as filednet margin · revenue −51.16% QoQ · +2.29% YoY

Revenue

$673M−51.16% QoQ

Gross profit

$206M−44.18% QoQ

30.58% margin

Operating income

$27M−77.04% QoQ

4.00% margin

Pre-tax income

$20M−81.99% QoQ

Net income

$21M−65.96% QoQ

3.14% margin

Cost of revenue

$467M−53.71% QoQ

Operating expenses

$179M−28.88% QoQ

SG&A $147M

Depreciation $32M

Other expense

$7M

Tax benefit

$1M

Revenue$673M−51.16%

Gross profit

$206M−44.18%

30.58% margin

Operating income

$27M−77.04%

4.00% margin

Pre-tax income

$20M−81.99%

Net income

$21M−65.96%

3.14% margin

Cost of revenue

$467M−53.71%

Operating expenses

$179M−28.88%

SG&A $147M

Depreciation $32M

Other expense

$7M

Tax benefit$1M

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

NFP ×2.85· ±7.0% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.0%6 of 10×2.85

PPIproducer prices±5.9%7 of 10×2.39

PCEpersonal income & outlays±2.6%11 of 19×1.07

GDPgross domestic product±2.3%12 of 19×0.93

CPIconsumer prices±2.1%2 of 10×0.83

CPROFcorporate profits±1.5%7 of 12×0.60

FOMCrate decision±1.4%12 of 24×0.56

Bar = avg |move| to ±8% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.53	—
Q1 FY26	—	1.59	—
Q3 FY25	Nov 6 '25 · confirmed	0.76	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod