What move does the options market price into Cooper Companies's report?

Implied ±10.8%, either direction.

How often does Cooper Companies move more than the options market prices?

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

COONasdaqOphthalmic Goods

Cooper Companies, Inc. (COO) earnings date, market-implied expected move, and options open interest by expiry

60.83

pre 62.60 +2.91%

Pre-market09:19 ETdelayed

Open60.50Volume2.2MMkt cap$11.6BP/E21.44EPS2.92

Day60.50 – 62.60100%52-wk51.01 – 89.8330%

COO

Cooper Companies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.8%implied · straddle

54.2467.42

spot 60.83exp Dec 18ATM strike 60ATM straddle 7.75IV 46%

Nov 3 close

Expected move

Inputs

Next report

Dec 3

after close · in 29 days

est.Q4 FY26

Calendar

Next report

Last report

−14.67%

vs ±9.6% implied · ×1.53

shaded = implied · ▲▼ = realized

Sep 9 '26 · confirmed

Implied vs realized

Linked news

77dEYE · customerNational Vision Holdings (EYE) Q2 2026 Earnings Call Transcript

News

Largest filed tie

13F top-10 QoQ

−4.25%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

676 managers

Top fund weight

0.24%

COO weight · XLV

N-PORTJun 30 '26

8 funds

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

Cooper Companies (COO) is expected to report on Dec 3 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±7.9%
avg realized: ±9.0%

Dec 5 '24Dec 5 '24confirmed±6.5%▼−4.39%×0.68

Mar 6 '25Mar 6 '25confirmed±6.4%▼−6.57%×1.02

May 29 '25May 29 '25confirmed±7.5%▼−14.61%×1.95

Aug 27 '25Aug 27 '25confirmed±7.7%▼−12.85%×1.67

Dec 4 '25Dec 4 '25confirmed±9.0%▲+5.67%×0.63

Q1 FY26Mar 5 '26confirmed±8.3%▼−4.55%×0.55

Q2 FY26Jun 4 '26confirmed±8.4%▲+8.58%×1.02

Q3 FY26Sep 9 '26confirmed±9.6%▼−14.67%×1.53

quarterimplied−15%0+15%realized×

Q3 FY26±9.6%▼−14.67%×1.53

Q2 FY26±8.4%

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

0.52OI · 4 expiries · Nov 2 closeP/C open interest · Dec 18 · first expiry after the report

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

1,2860%Nov 2016d0.177,5730%0.17

report · Dec 3 · after close · est.

1,401−1%Dec 1844d2,7070%

3,8730%Feb 19107d0.834,6570%0.83

5460%Mar 19135d1.533570%1.53

ExpiryPutsCallsP/C

Nov 2016d1,2860%7,5730%0.17

report · Dec 3 · after close · est.

Dec 1844d1,401−1%2,7070%0.52

Feb 19107d3,8730%

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

Positioning

Linked exposure

scenario · straddle±10.8%

Funds 4

XLV±0.0%

RSP±0.0%

SPY±0.0%

VOO±0.0%

Customers 1

EYE±4.7%×0.44

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

40.59%as filednet margin · revenue −1.41% QoQ · +0.56% YoY

Revenue

$1.1B−1.41% QoQ

Gross profit

$712M−3.20% QoQ

66.77% margin

Operating income

$222M+816.13% QoQ

20.82% margin

Pre-tax income

$202M+516.94% QoQ

Net income

$433M+655.58% QoQ

40.59% margin

Cost of revenue

$354M+2.37% QoQ

Operating expenses

$490M−36.08% QoQ

SG&A $401M

R&D $42M

Other operating $47M

Other expense

$20M

Tax benefit

$231M

Revenue$1.1B−1.41%

Gross profit

$712M−3.20%

66.77% margin

Operating income

$222M+816.13%

20.82% margin

Pre-tax income

$202M+516.94%

Net income

$433M+655.58%

40.59% margin

Cost of revenue

$354M+2.37%

Operating expenses

$490M−36.08%

SG&A $401M

R&D $42M

Other operating $47M

Other expense

$20M

Tax benefit$231M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:15 ET

Intraday

Event sensitivity

NFP ×1.87· ±2.4% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.4%5 of 10×1.87

PCEpersonal income & outlays±2.3%10 of 19×1.77

PPIproducer prices±2.2%2 of 10×1.68

CPROFcorporate profits±1.9%5 of 12×1.42

GDPgross domestic product±1.7%8 of 19×1.27

FOMCrate decision±1.5%12 of 24×1.17

CPIconsumer prices±1.2%2 of 10×0.93

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 2.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 9 '26 · confirmed	2.24	—
Q2 FY26	Jun 4 '26 · confirmed	-0.40	—
Q1 FY26	Mar 5 '26 · confirmed	0.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod