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

Implied ±11.0%, either direction.

CAINasdaqServices-Medical Laboratories

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

32.84

+0.74 · +2.31%

post 32.89 +0.15%

Closed19:26 ET

Open32.06Volume2.6MMkt cap$9.3BP/E88.39

Day31.67 – 33.8357%52-wk14.19 – 36.5084%

CAI

Caris Life Sciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.0%implied · report alone

29.2436.46

straddle ±16.2%

spot 32.85exp Nov 20ATM strike 35ATM straddle 6.28IV 104%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

+21.58%

vs ±19.9% implied · ×1.09

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

7hABBV · customerAbbVie posts net earnings $4,220 million, diluted EPS $2.37 for quarter
1dILMN · supplierIllumina selected to help bring precision medicine into everyday healthcare in Singapore
1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

−11.30%

shares held · 10 largest managers

13F · Jun 30 '26127d 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) reports on Nov 4 after close (confirmed 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

0.50OI · 5 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

413−8%Nov 2017d832−2%

5030%Dec 1845d0.311,6020%0.31

2,1250%Jan 1573d0.613,457+1%0.61

373−1%Mar 19136d0.97386−3%0.97

770%Apr 16164d0.023,4180%0.02

ExpiryPutsCallsP/C

Nov 2017d413−8%832−2%0.50

Dec 1845d5030%1,6020%0.31

Jan 1573d2,1250%3,457+1%0.61

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

Positioning

Linked exposure

scenario · straddle±16.2%

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 filedQ2 FY26

−0.24%as filednet margin · revenue +21.99% QoQ · +45.38% YoY

Revenue$264M+21.99%

Gross profit$180M68.10%+27.06%

Operating income$27M10.21%+409.77%

Pre-tax income−$614,000+4.66%

Net income−$637,000−0.24%−24.90%

Cost of revenue$84M+12.42%

Operating expenses$153M+12.20%

Tax$23,000+117.16%

Other expense−$28M−364.73%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 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 0.00 · consensus —

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

Source: filed financials

Methodology

ties · implied moves · holdersMethod