What move does the options market price into ClearPoint Neuro's report?

Implied ±21.7%, either direction · provisional.

How often does ClearPoint Neuro move more than the options market prices?

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

CLPTNasdaqSurgical & Medical Instruments & Apparatus

ClearPoint Neuro, Inc. (CLPT) earnings date, market-implied expected move, and options open interest by expiry

9.69

Closed15:59 ET

Open10.13Volume784,044Mkt cap$311.2MEPS-1.20

Day9.59 – 10.1318%52-wk8.27 – 19.6313%

CLPT

ClearPoint Neuro, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.7%implied · straddle

7.6111.81

spot 9.71exp Jan 15ATM strike 10ATM straddle 2.47IV 71%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 11

before open · in 68 days

est.Q4 FY26

Calendar

Next report

Last report

+1.23%

vs ±22.9% implied · ×0.05

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+13.79%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

130 managers

Top fund weight

0.02%

CLPT weight · IWM

N-PORTJun 30 '26

3 funds

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

ClearPoint Neuro (CLPT) is expected to report on Jan 11 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±13.4%
avg realized: ±10.0%

May 13 '25May 13 '25confirmed±10.3%▼−12.46%×1.20

Aug 12 '25Aug 12 '25confirmed±10.7%▲+13.09%×1.23

Nov 6 '25Nov 6 '25confirmed±14.7%▼−13.27%×0.90

Jan 12 '26Jan 12 '26confirmed±8.3%▲+4.89%×0.59

Q1 FY26Mar 17 '26confirmed±15.6%▼−13.93%×0.90

May 13 '26May 13 '26confirmed±8.5%▲+4.76%×0.56

Q2 FY26Aug 3 '26confirmed±16.7%▼−16.29%×0.98

Q3 FY26Oct 28 '26confirmed±22.9%▲+1.23%×0.05

quarterimplied−25%0+25%realized×

Q3 FY26±22.9%▲+1.23%×0.05

Q2 FY26±16.7%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.23OI · 4 expiries · Nov 2 closeP/C open interest · Jan 15 · first expiry after the report

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

1,305−1%Nov 2016d0.187,259+10%0.18

70%Dec 1844d0.06111+95%0.06

report · Jan 11 · before open · est.

9440%Jan 1572d4,150+9%

846−14%Apr 16163d1.03822+43%1.03

ExpiryPutsCallsP/C

Nov 2016d1,305−1%7,259+10%0.18

Dec 1844d70%111+95%0.06

report · Jan 11 · before open · est.

Jan 1572d9440%

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

Positioning

Linked exposure

scenario · straddle±21.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−61.78%as filednet margin · revenue +10.98% QoQ · +36.27% YoY

Revenue$12M+10.98%

Gross profit$7M58.46%+5.20%

Operating income−$6M−52.44%+38.19%

Pre-tax income−$7M+34.38%

Net income−$7M−61.78%+34.20%

Cost of revenue$5M+20.29%

Operating expenses$13M−21.02%

Tax−$4,000+89.47%

Other expense−$1M−0.09%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.52· ±5.5% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.5%4 of 10×1.52

PPIproducer prices±5.1%4 of 10×1.41

FOMCrate decision±4.3%11 of 24×1.18

GDPgross domestic product±3.4%8 of 19×0.94

PCEpersonal income & outlays±3.2%7 of 19×0.89

CPIconsumer prices±2.9%7 of 10×0.79

CPROFcorporate profits±2.2%5 of 12×0.61

Bar = avg |move| to ±6% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	-0.24	—
Q2 FY26	Aug 3 '26 · confirmed	-0.38	—
Q1 FY26	Mar 17 '26 · confirmed	-0.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod