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

Implied ±15.0%, 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

45.84

+2.34 · +5.39%

post 45.90 +0.12%

After hours18:15 ETdelayed

Open43.94Volume18.7MMkt cap$63.1BP/E19.37EPS2.37

Day43.94 – 46.4279%52-wk39.57 – 105.6510%

BSX

Boston Scientific Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.0%implied · straddle

38.9352.71

spot 45.82exp Feb 19ATM strike 45ATM straddle 8.10IV 41%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 3

before open · in 91 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

6dITGR · 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 '26127d 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 · Oct 30 close

2.70OI · 10 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

4,746+170%Nov 62d1.024,651+219%1.02

2,548+73%Nov 139d1.122,271+64%1.12

30,569+19%Nov 2016d0.6051,282+20%0.60

2,433+2285%Nov 2723d2.231,090+265%2.23

28+211%Dec 430d0.20137+5%0.20

34—Dec 1137d34.001—34.00

102,498+35%Dec 1844d0.31334,5590%0.31

25,7330%Jan 1572d0.2698,1480%0.26

report · Feb 3 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 62d4,746+170%4,651+219%1.02

Nov 139d2,548+73%2,271+64%1.12

Nov 2016d30,569+19%51,282

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

Positioning

Linked exposure

scenario · straddle±15.0%

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 4 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:15 ET

Intraday

Event sensitivity

NFP ×1.61· ±1.8% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.8%4 of 10×1.61

PPIproducer prices±1.4%6 of 10×1.26

CPIconsumer prices±1.3%5 of 10×1.18

PCEpersonal income & outlays±1.1%7 of 19×0.97

CPROFcorporate profits±1.0%2 of 12×0.88

FOMCrate decision±0.9%15 of 24×0.77

GDPgross domestic product±0.8%7 of 19×0.68

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · 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