What move does the options market price into Astrana Health's report?

Implied ±7.5%, either direction.

How often does Astrana Health move more than the options market prices?

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

ASTHNasdaqServices-Management Consulting Services

Astrana Health, Inc. (ASTH) earnings date, market-implied expected move, and options open interest by expiry

36.38

−0.50 · −1.36%

Regular session14:24 ET

Open37.14Volume275,816Mkt cap$2.1BP/E58.68EPS0.62

Day36.35 – 37.143%52-wk18.08 – 51.6055%

ASTH

Astrana Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.5%implied · report alone

8Q avg ±17.1%·×0.44·cheap

34.1239.64

straddle ±12.6%

spot 36.88exp Nov 20ATM strike 35ATM straddle 5.45IV 82%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

+4.78%

vs ±14.1% implied · ×0.34

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+10.30%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

209 managers

Top fund weight

0.07%

ASTH weight · IWM

N-PORTJun 30 '26

3 funds

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

Astrana Health (ASTH) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±12.0%
avg realized: ±17.1%

Feb 27 '25Feb 27 '25confirmed±13.1%▼−26.82%×2.04

May 8 '25May 8 '25confirmed±10.0%▼−11.14%×1.12

Jul 2 '25Jul 2 '25confirmed±8.6%▼−1.64%×0.19

Aug 7 '25Aug 7 '25confirmed±12.6%▲+30.85%×2.45

Q3 FY25Nov 6 '25confirmed±14.4%▼−23.46%×1.63

Q1 FY25Mar 2 '26confirmed±15.0%▲+29.46%×1.96

May 7 '26May 7 '26confirmed±8.2%▲+8.92%×1.09

Q2 FY26Aug 6 '26confirmed±14.1%▲+4.78%×0.34

quarterimplied−35%0+35%realized×

Q2 FY26±14.1%▲+4.78%×0.34

May '26±8.2%▲+8.92%×1.09

Q1 FY25±15.0%▲+29.46%×1.96

Q3 FY25±14.4%▼−23.46%×1.63

Aug '25±12.6%▲+30.85%×2.45

Jul '25±8.6%▼−1.64%×0.19

2 older reports

May '25±10.0%▼−11.14%×1.12

Feb '25±13.1%▼−26.82%×2.04

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.12OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

7420%Nov 2017d6,309+1%

5390%Feb 19108d1.433770%1.43

ExpiryPutsCallsP/C

Nov 2017d7420%6,309+1%0.12

Feb 19108d5390%3770%1.43

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

Positioning

Linked exposure

scenario · straddle±12.6%

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

1.90%as filednet margin · revenue +0.77% QoQ · +48.52% YoY

Revenue

$973M+0.77% QoQ

Gross profit

$104M−1.63% QoQ

10.70% margin

Operating income

$34M+20.31% QoQ

3.53% margin

Pre-tax income

$27M+38.06% QoQ

Net income

$18M+40.52% QoQ

1.90% margin

Cost of revenue

$868M+1.06% QoQ

Operating expenses

$70M−9.73% QoQ

SG&A $54M

Depreciation $16M

Other expense

$7M

Tax

$9M+33.14% QoQ

Revenue$973M+0.77%

Gross profit

$104M−1.63%

10.70% margin

Operating income

$34M+20.31%

3.53% margin

Pre-tax income

$27M+38.06%

Net income

$18M+40.52%

1.90% margin

Cost of revenue

$868M+1.06%

Operating expenses

$70M−9.73%

SG&A $54M

Depreciation $16M

Other expense

$7M

Tax$9M+33.14%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 ET

Intraday

Event sensitivity

PCE ×1.36· ±3.2% vs ±2.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.2%13 of 19×1.36

CPIconsumer prices±2.9%7 of 10×1.22

PPIproducer prices±2.6%5 of 10×1.09

NFPjobs report±2.2%7 of 10×0.94

FOMCrate decision±1.9%10 of 24×0.79

CPROFcorporate profits±1.6%8 of 12×0.69

GDPgross domestic product±1.5%12 of 19×0.64

Bar = avg |move| to ±4% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.40	—
Q1 FY26	—	0.29	—
Q3 FY25	Nov 6 '25 · confirmed	0.01	—
Q1 FY25	Mar 2 '26 · confirmed	0.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod