How often does CareDx move more than the options market prices?

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

CDNANasdaqServices-Medical Laboratories

CareDx, Inc. (CDNA) earnings date, market-implied expected move, and options open interest by expiry

85.99

Closed17:51 ET

Open85.51Volume3.6MMkt cap$4.5BP/E40.00EPS2.15

Day84.59 – 86.6468%52-wk14.27 – 90.8794%

CDNA

CareDx, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 11

before open · in 69 days

est.

Calendar

Next report

Last report

+22.22%

vs ±15.0% implied · ×1.48

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

7hILMN · supplierIllumina selected to help bring precision medicine into everyday healthcare in Singapore
3dTMO · supplierThermo Fisher EVP Michael D. Shafer to retire effective December 31, 2026
5dBDX · supplierBD Advances Portal Hypertension Care in the U.S. with Support for More Personalized Treatment Options

News

Largest filed tie

13F top-10 QoQ

−7.45%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

227 managers

Top fund weight

0.30%

CDNA weight · XBI

N-PORTJun 30 '26

4 funds

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

CareDx (CDNA) is expected to report on Jan 11 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±17.1%
avg realized: ±14.4%

Aug 6 '25Aug 6 '25confirmed±18.4%▼−7.86%×0.43

Nov 4 '25Nov 4 '25confirmed±26.9%▲+13.84%×0.51

Jan 12 '26Jan 12 '26confirmed±8.2%▲+20.08%×2.45

Feb 24 '26Feb 24 '26confirmed±15.9%▼−4.10%×0.26

Q1 FY26Apr 16 '26confirmed±24.2%▲+27.60%×1.14

Apr 28 '26Apr 28 '26confirmed±16.1%▼−5.07%×0.32

Q2 FY26Jul 30 '26confirmed±11.8%▲+14.72%×1.25

Oct 29 '26Oct 29 '26confirmed±15.0%▲+22.22%×1.48

quarterimplied−30%0+30%realized×

Oct '26±15.0%▲+22.22%×1.48

Q2 FY26±11.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.50OI · 4 expiries · Oct 29 closeP/C open interest · Feb 19 · first expiry after the report

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

7,189+1%Nov 2017d1.953,685+1%1.95

120%Dec 1845d0.4825+39%0.48

report · Jan 11 · before open · est.

5800%Feb 19108d1,163+2%

300%Mar 19136d0.11276−3%0.11

ExpiryPutsCallsP/C

Nov 2017d7,189+1%3,685+1%1.95

Dec 1845d120%25+39%0.48

report · Jan 11 · before open · est.

Feb 19108d5800%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

41.92%as filednet margin · revenue +124.21% QoQ · +204.45% YoY

Revenue

$264M+124.21% QoQ

Gross profit

$229M+172.31% QoQ

86.75% margin

Operating income

$113M+9351.00% QoQ

42.90% margin

Pre-tax income

$115M+4023.80% QoQ

Net income

$111M+3838.63% QoQ

41.92% margin

Cost of revenue

$35M+3.98% QoQ

Operating expenses

$115M+39.31% QoQ

SG&A $41M

Marketing $33M

R&D $22M

Other operating $19M

Tax

$4M+12226.70% QoQ

Other income

$3M+64.03% QoQ

Revenue$264M+124.21%

Gross profit

$229M+172.31%

86.75% margin

Operating income

$113M+9351.00%

42.90% margin

Pre-tax income

$115M+4023.80%

Net income

$111M+3838.63%

41.92% margin

Cost of revenue

$35M+3.98%

Operating expenses

$115M+39.31%

SG&A $41M

Marketing $33M

R&D $22M

Other income$3M+64.03%

Tax$4M+12226.70%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

FOMC ×1.17· ±3.7% vs ±3.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.7%13 of 24×1.17

PCEpersonal income & outlays±3.0%13 of 19×0.94

NFPjobs report±2.5%4 of 10×0.81

GDPgross domestic product±2.3%12 of 19×0.74

CPROFcorporate profits±2.0%7 of 12×0.65

CPIconsumer prices±1.6%6 of 10×0.51

PPIproducer prices±1.6%5 of 10×0.50

Bar = avg |move| to ±4% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS 2.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	2.07	—
Q1 FY26	Apr 16 '26 · confirmed	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod