What move does the options market price into Caris Life Sciences's report?

Implied ±31.9%, either direction · provisional.

CAINasdaqServices-Medical Laboratories

Caris Life Sciences, Inc. (CAI) earnings date, market-implied expected move, and options open interest by expiry

25.75

−7.47 · −22.48%

Regular session13:28 ET

Open28.67Volume4.1MMkt cap$9.4BP/E89.38

Day25.73 – 28.671%52-wk14.19 – 36.5052%

CAI

Caris Life Sciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±31.9%implied · straddle

22.6443.80

spot 33.22exp Mar 19ATM strike 35ATM straddle 12.45IV 77%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 25

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedQ3 FY26Nov 4 close

Implied vs realized

Linked news

13hAMZN · supplierKyndryl Uses Agentic AI to Accelerate Enterprise Modernization with AWS
21hXNCR · customerXencor posts Q3 net income $39,436 thousand; nine-month net loss $111,209 thousand
1dABBV · customerAbbVie posts net earnings $4,220 million, diluted EPS $2.37 for quarter

News

Largest filed tie

13F top-10 QoQ

−11.30%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

247 managers

Top fund weight

0.00%

CAI weight · VTI

N-PORTJun 30 '26

3 funds

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

Caris Life Sciences (CAI) is expected to report on Feb 25 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±19.9%▲+21.58%×1.09

quarterimplied−25%0+25%realized×

Q2 FY26±19.9%▲+21.58%×1.09

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

0.97OI · 5 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

413−8%Nov 2015d0.50832−2%0.50

5030%Dec 1843d0.311,6020%0.31

2,1250%Jan 1571d0.613,457+1%0.61

report · Feb 25 · after close · est.

373−1%Mar 19134d386−3%

770%Apr 16162d0.023,4180%0.02

ExpiryPutsCallsP/C

Nov 2015d413−8%832−2%0.50

Dec 1843d5030%1,6020%0.31

Jan 1571d2,1250%3,457+1%0.61

report · Feb 25 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±31.9%

Funds 3

VTI±0.0%

VT±0.0%

REVS±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

5.54%as filednet margin · revenue +4.42% QoQ · +26.99% YoY

Revenue

$275M+4.42% QoQ

Gross profit

$182M+1.50% QoQ

66.20% margin

Operating income

$19M−28.26% QoQ

7.01% margin

Pre-tax income

$17M+2848.21% QoQ

Net income

$15M+2494.03% QoQ

5.54% margin

Cost of revenue

$93M+10.65% QoQ

Operating expenses

$163M+6.75% QoQ

SG&A $69M

Marketing $60M

R&D $34M

Other expense

$2M

Tax

$2M+6960.87% QoQ

Revenue$275M+4.42%

Gross profit

$182M+1.50%

66.20% margin

Operating income

$19M−28.26%

7.01% margin

Pre-tax income

$17M+2848.21%

Net income

$15M+2494.03%

5.54% margin

Cost of revenue

$93M+10.65%

Operating expenses

$163M+6.75%

SG&A $69M

Marketing $60M

R&D $34M

Other expense

$2M

Tax$2M+6960.87%

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 · ▮ downSource: market data · 13:15 ET

Intraday

Event sensitivity

NFP ×1.71· ±5.1% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.1%3 of 10×1.71

PPIproducer prices±3.9%6 of 10×1.32

GDPgross domestic product±3.6%9 of 14×1.20

PCEpersonal income & outlays±3.4%9 of 14×1.13

CPROFcorporate profits±2.6%5 of 10×0.86

CPIconsumer prices±2.4%6 of 10×0.81

FOMCrate decision±1.8%2 of 10×0.62

Bar = avg |move| to ±6% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS 0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.05	—
Q2 FY26	Aug 5 '26 · confirmed	0.00	—
Q1 FY26	—	0.00	—
Q3 FY25	—	0.08

Methodology

ties · implied moves · holdersMethod