Butterfly Network, Inc. · Brief

Next report

72 days

Jan 11 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±27.3%implied · straddle

4.658.13

spot 6.39exp Jan 15ATM strike 5.5ATM straddle 2.05IV 89%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±17.0%
avg realized: ±16.0%

May 2 '25±12.9%▼−0.43%×0.03

Aug 1 '25±15.0%▼−18.13%×1.21

Oct 31 '25±19.9%▲+31.86%×1.60

Jan 12 '26±9.4%▲+5.69%×0.60

Feb 26 '26±19.2%▲+50.65%×2.64

Q1 FY26±19.4%▼−2.64%×0.14

Q2 FY26±22.1%▲+15.07%×0.68

Q3 FY26±18.0%▼−3.84%×0.21

quarterimplied−55%0+55%realized×

Q3 FY26±18.0%▼−3.84%×0.21

Q2 FY26±22.1%▲+15.07%×0.68

Q1 FY26±19.4%▼−2.64%×0.14

Feb '26±19.2%▲+50.65%×2.64

Jan '26±9.4%▲+5.69%×0.60

Oct '25±19.9%▲+31.86%×1.60

2 older reports

Aug '25±15.0%▼−18.13%×1.21

May '25±12.9%▼−0.43%×0.03

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

Bull & bear

Jan 11 report · est.

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Linked exposure

BFLY report session

Suppliers 1

TSMTaiwan Semiconductor Manufacturing×0.12

× = co-movement · max 499dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 28impliedImplied move: ±18.0% into Oct 29 earnings (Oct 28 close).Source

Oct 16impliedImplied move: ±22.7% into Oct 30 earnings (Oct 16 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.