How often does Accuray move more than the options market prices?

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

ARAYNasdaqSurgical & Medical Instruments & Apparatus

Accuray Inc (ARAY) earnings date, market-implied expected move, and options open interest by expiry

0.15

0.00 · −0.14%

Regular session11:13 ET

Open0.15Volume2.0MMkt cap$16.7M

Day0.15 – 0.150%52-wk0.12 – 1.462%

ARAY

Accuray Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

confirmedQ1 FY27

Calendar

Next report

Last report

−0.81%

vs ±72.9% implied · ×0.01

shaded = implied · ▲▼ = realized

Aug 19 '26 · confirmed

Implied vs realized

Largest filed tie

16.00%

of ARAY revenue · The JV

customerARAY 10-K

Largest filed tie

13F top-10 QoQ

+1.15%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

109 managers

Top fund weight

0.00%

ARAY weight · IWM

N-PORTJun 30 '26

2 funds

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

Accuray (ARAY) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±39.3%
avg realized: ±12.4%

Feb 5 '25Feb 5 '25confirmed±20.6%▲+8.03%×0.39

Apr 30 '25Apr 30 '25confirmed±33.1%▼−12.90%×0.39

Aug 13 '25Aug 13 '25confirmed±26.3%▼−2.01%×0.08

Oct 20 '25Oct 20 '25confirmed±22.5%0.00%×0.00

Nov 5 '25Nov 5 '25confirmed±36.0%▼−15.86%×0.44

Q2 FY26Feb 4 '26confirmed±30.4%▼−20.68%×0.68

Q3 FY26May 6 '26confirmed±72.9%▼−38.55%×0.53

Q4 FY26Aug 19 '26confirmed±72.9%▼−0.81%×0.01

quarterimplied−75%0+75%realized×

Q4 FY26±72.9%▼−0.81%×0.01

Q3 FY26±72.9%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.23OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

70+1%Nov 2017d3110%

69−5%Dec 1845d0.016,5150%0.01

130%Mar 19136d0.011,4940%0.01

ExpiryPutsCallsP/C

Nov 2017d70+1%3110%0.23

Dec 1845d69−5%6,5150%0.01

Mar 19136d130%1,4940%0.01

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

derived from FYQ4 FY26

−1.92%derived from FYnet margin · revenue −3.74% QoQ · −20.87% YoY

Revenue$101M−3.74%

Gross profit$36M35.22%+40.51%

Operating income$6M5.47%+160.79%

Pre-tax income−$2M+86.71%

Net income−$2M−1.92%+83.56%

Cost of revenue$65M−17.81%

Operating expenses$30M−12.70%

Tax$434,000−7.26%

Other expense−$7M−212.49%

Derived: FY − Q1–Q3 · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:45 ET

Intraday

Event sensitivity

NFP ×1.62· ±5.9% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%4 of 10×1.62

PCEpersonal income & outlays±5.3%6 of 19×1.48

GDPgross domestic product±5.2%6 of 19×1.45

CPROFcorporate profits±4.6%4 of 12×1.28

CPIconsumer prices±4.1%2 of 10×1.13

FOMCrate decision±3.1%11 of 24×0.86

PPIproducer prices±2.9%4 of 10×0.79

Bar = avg |move| to ±6% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.02 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 19 '26 · confirmed	-0.02	—
Q3 FY26	May 6 '26 · confirmed	-0.09	—
Q2 FY26	Feb 4 '26 · confirmed	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod