CRVL
CORVEL CORP59.04post−$0.06 (−0.10%)at close +$0.00 (+0.00%)
as of 19:59:56 UTCnext report Aug 5 · today
Earnings Room‹ back to CRVL
The report
fiscal Q1 2027 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±5.6%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±7.3% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 32% annualized.
expiry Aug 21 · first after the reportATM strike 60straddle 5.10ATM IV 49% vs 39% at Sep 18× 0.85 straddle-to-rangespot 59.04
Blast radius
2 linked · N-PORT + EDGARIf CRVL moves ±7.3% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first
0
Aug 21
18d
0
first
first
0
Sep 18
46d
0
first
▲ +0%
5
Oct 16
74d
5
▲ +0%
first
0
Jan 15
165d
10
▲ +0%
The record
expected in pale · actual in full color2/8reports moved further than the options market had pricedtypically ±4.1% realized vs ±5.8% priced
May 20 '26±7.3%→−4.2%×0.58
Feb 3 '26±10.1%→−4.8%×0.48
Nov 4 '25±6.7%→−0.8%×0.12
Aug 5 '25±5.3%→+0.8%×0.15
May 22 '25±5.2%→−3.7%×0.71
Feb 4 '25±5.4%→+3.1%×0.56
Nov 5 '24±3.1%→+11.0%×3.56
Jul 30 '24±3.0%→−4.1%×1.36
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.52 · rev $235M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.