CON as of Oct 30 · 21:37 ET

CONNYSEServices-Specialty Outpatient Facilities, NEC

Concentra Group Holdings Parent, Inc. · Brief

Next report

5 days

Nov 5 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±2.9%implied · report alone

39.2141.55

straddle ±6.5%

spot 40.38exp Nov 20ATM strike 40ATM straddle 3.08IV 40%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Implied vs realized

8 reportsHistory

1 of 8≥ implied

avg implied: ±9.8%
avg realized: ±4.1%

Mar 3 '25±6.8%▲+0.27%×0.04

May 7 '25±10.2%▼−3.47%×0.34

Aug 7 '25±7.8%▲+7.03%×0.90

Q3 FY25±12.2%▲+3.37%×0.28

Jan 12 '26±11.7%▲+3.57%×0.30

Q1 FY26±10.6%▲+1.35%×0.13

May 7 '26±10.4%▲+2.37%×0.23

Q2 FY26±8.6%▲+11.53%×1.33

quarterimplied−15%0+15%realized×

Q2 FY26±8.6%▲+11.53%×1.33

May '26±10.4%▲+2.37%×0.23

Q1 FY26±10.6%▲+1.35%×0.13

Jan '26±11.7%▲+3.57%×0.30

Q3 FY25±12.2%▲+3.37%×0.28

Aug '25±7.8%▲+7.03%×0.90

2 older reports

May '25±10.2%▼−3.47%×0.34

Mar '25±6.8%▲+0.27%×0.04

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

Bull & bear

Nov 5 report · est.

Bull2 of 3

288managers reporting positions in the latest quarterly filings13F · Jun 30 '26

+3.93%change in shares held by the ten largest reporting managers13F · Jun 30 '26

Bear2 of 4

7 of 8recent reports where the move came in under the options implied rangeEarnings history

0.11%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

CON report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 22impliedImplied move: ±7.3% into Nov 5 earnings (Oct 22 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.