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

3 of the last 7 reports moved at least as far as the implied move.

CRVLNasdaqInsurance Agents, Brokers & Service

Corvel Corp (CRVL) earnings date, market-implied expected move, and options open interest by expiry

87.30

pre 87.31 +5.65%

Pre-market16:00 ETdelayed

Open83.00Volume216,870Mkt cap$4.4BP/E38.46EPS2.27

Day83.00 – 87.31100%52-wk44.83 – 87.8299%

CRVL

Corvel Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

after close · in 89 days

est.Q3 FY27

Calendar

Next report

Last report

−0.71%

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−0.17%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

287 managers

Top fund weight

0.06%

CRVL weight · IWM

N-PORTJun 30 '26

4 funds

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

Corvel (CRVL) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

3 of 7≥ implied

avg implied: ±6.3%
avg realized: ±8.0%

Q3 FY25Feb 4 '25confirmed±5.8%▲+7.47%×1.29

May 22 '25May 22 '25confirmed±5.3%▲+2.04%×0.39

Q1 FY26Aug 5 '25confirmed±5.5%▲+1.29%×0.23

Nov 4 '25Nov 4 '25confirmed±5.6%▲+4.02%×0.72

Q3 FY26Feb 3 '26confirmed±6.6%▼−26.05%×3.97

May 20 '26May 20 '26confirmed±8.3%▲+9.25%×1.11

Q1 FY27Aug 5 '26confirmed±7.3%▲+5.87%×0.80

Nov 3 '26Nov 3 '26confirmed—▼−0.71%—

quarterimplied−30%0+30%realized×

Nov '26—▼−0.71%—

Q1 FY27±7.3%+5.87%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

—OI · 2 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

0—Jan 1571d0.00140%0.00

report · Feb 2 · after close · est.

0—Apr 16162d0—

ExpiryPutsCallsP/C

Jan 1571d0—140%0.00

report · Feb 2 · after close · est.

Apr 16162d0—0——

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 filedQ1 FY27

12.40%as filednet margin · revenue 0.00% YoY

Revenue$260M—

Pre-tax income$43M—

Net income$32M12.40%—

Tax$11M—

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.28· ±1.9% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.9%6 of 10×1.28

FOMCrate decision±1.3%15 of 24×0.87

PPIproducer prices±1.3%6 of 10×0.85

PCEpersonal income & outlays±1.2%11 of 19×0.81

GDPgross domestic product±1.1%10 of 19×0.74

CPROFcorporate profits±0.9%7 of 12×0.60

NFPjobs report±0.6%5 of 10×0.39

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 0.63 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 5 '26 · confirmed	0.63	—
Q3 FY26	Feb 3 '26 · confirmed	0.47	—
Q1 FY26	Aug 5 '25 · confirmed	0.63	—
Q3 FY25	Feb 4 '25 · confirmed	0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod