What move does the options market price into Boston Scientific's report?

Implied ±15.2%, either direction · provisional.

How often does Boston Scientific move more than the options market prices?

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

BSXNYSESurgical & Medical Instruments & Apparatus

Boston Scientific Corp (BSX) earnings date, market-implied expected move, and options open interest by expiry

44.62

−1.20 · −2.62%

post 44.41 −0.47%

After hours17:20 ETdelayed

Open45.89Volume34.6MMkt cap$66.4BP/E18.74EPS2.37

Day44.04 – 46.5415%52-wk39.57 – 105.657%

BSX

Boston Scientific Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.2%implied · straddle

37.8451.44

spot 44.64exp Feb 19ATM strike 45ATM straddle 8.00IV 42%

Nov 5 closeprovisional

Expected move

Inputs

Next report

Feb 3

before open · in 90 days

est.Q4 FY26

Calendar

Next report

Last report

−5.84%

vs ±6.8% implied · ×0.85

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

7dITGR · supplierInteger Q3 net income $14,978 thousand, dil. $0.43; 9M net $55,089 thousand, dil. $1.60

News

Largest filed tie

13F top-10 QoQ

+6.74%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

1,489 managers

Top fund weight

1.10%

BSX weight · XLV

N-PORTJun 30 '26

11 funds

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

Boston Scientific (BSX) is expected to report on Feb 3 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±5.2%
avg realized: ±5.8%

Feb 5 '25Feb 5 '25confirmed±3.8%▲+1.38%×0.36

Apr 23 '25Apr 23 '25confirmed±5.3%▲+4.07%×0.76

Jul 23 '25Jul 23 '25confirmed±4.1%▲+4.46%×1.10

Oct 22 '25Oct 22 '25confirmed±3.6%▲+3.95%×1.11

Feb 4 '26Feb 4 '26confirmed±4.5%▼−17.59%×3.95

Q1 FY26Apr 22 '26confirmed±5.2%▲+8.99%×1.73

Q2 FY26Jul 29 '26confirmed±8.4%▼−0.04%×0.00

Q3 FY26Oct 28 '26confirmed±6.8%▼−5.84%×0.85

quarterimplied−20%0+20%realized×

Q3 FY26±6.8%▼−5.84%×0.85

Q2 FY26±8.4%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 4 close

2.61OI · 10 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

7,127+50%Nov 61d0.987,295+57%0.98

2,871+13%Nov 138d0.903,183+40%0.90

31,212+2%Nov 2015d0.6151,3660%0.61

2,566+5%Nov 2722d1.651,559+43%1.65

28+211%Dec 429d0.20137+5%0.20

80+135%Dec 1136d1.8244+4300%1.82

101,401−1%Dec 1843d0.76133,410−60%0.76

25,7330%Jan 1571d0.2698,1480%0.26

report · Feb 3 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 61d7,127+50%7,295+57%0.98

Nov 138d2,871+13%3,183+40%0.90

Nov 2015d31,212+2%51,366

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

Positioning

Linked exposure

scenario · straddle±15.2%

Funds 4

XLV±0.2%

RSP±0.0%

VTV±0.0%

VUG±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

11.29%as filednet margin · revenue −5.59% QoQ · +1.44% YoY

Revenue

$5.1B−5.59% QoQ

Gross profit

$3.4B−10.91% QoQ

66.72% margin

Operating income

$828M−29.71% QoQ

16.12% margin

Pre-tax income

$733M−30.85% QoQ

Net income

$580M−35.91% QoQ

11.29% margin

Cost of revenue

$1.7B+7.28% QoQ

Operating expenses

$2.6B−2.62% QoQ

SG&A $1.7B

R&D $520M

Other operating $12M

Other operating $385M

Other expense

$96M

Tax

$153M−1.29% QoQ

Revenue$5.1B−5.59%

Gross profit

$3.4B−10.91%

66.72% margin

Operating income

$828M−29.71%

16.12% margin

Pre-tax income

$733M−30.85%

Net income

$580M−35.91%

11.29% margin

Cost of revenue

$1.7B+7.28%

Operating expenses

$2.6B−2.62%

SG&A $1.7B

R&D $520M

Other operating $12M

Other expense

$96M

Tax$153M−1.29%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:15 ET

Intraday

Event sensitivity

NFP ×1.59· ±1.8% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%4 of 10×1.59

PPIproducer prices±1.5%7 of 11×1.33

CPIconsumer prices±1.3%5 of 11×1.11

FOMCrate decision±1.1%14 of 24×0.94

PCEpersonal income & outlays±1.1%8 of 20×0.93

CPROFcorporate profits±1.0%2 of 12×0.87

GDPgross domestic product±0.8%8 of 20×0.66

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.40	—
Q2 FY26	Jul 29 '26 · confirmed	0.61	—
Q1 FY26	Apr 22 '26 · confirmed	0.90	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod