How often does Castle Biosciences move more than the options market prices?

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

CSTLNasdaqServices-Medical Laboratories

Castle Biosciences Inc (CSTL) earnings date, market-implied expected move, and options open interest by expiry

34.94

−2.22 · −5.98%

post 34.94 0.00%

After hours16:00 ETdelayed

Open35.85Volume334,260Mkt cap$1.1BEPS-0.65

Day34.72 – 35.8919%52-wk17.72 – 44.2865%

CSTL

Castle Biosciences Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

+4.52%

vs ±15.4% implied · ×0.29

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Largest filed tie

44.00%

of CSTL revenue · Medicare

customerCSTL 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+6.18%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

175 managers

Top fund weight

0.02%

CSTL weight · IWM

N-PORTJun 30 '26

3 funds

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

Castle Biosciences (CSTL) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±14.0%
avg realized: ±14.3%

Feb 27 '25Feb 27 '25confirmed±11.9%▼−14.24%×1.20

May 5 '25May 5 '25confirmed±17.3%▼−11.36%×0.66

Aug 4 '25Aug 4 '25confirmed±10.4%▲+32.83%×3.17

Nov 3 '25Nov 3 '25confirmed±14.8%▲+21.70%×1.47

Jan 13 '26Jan 13 '26confirmed±7.7%▼−0.05%×0.01

Q1 FY26Feb 26 '26confirmed±15.2%▼−7.25%×0.48

May 6 '26May 6 '26confirmed±19.4%▼−22.26%×1.15

Q2 FY26Jul 30 '26confirmed±15.4%▲+4.52%×0.29

quarterimplied−35%0+35%realized×

Q2 FY26±15.4%▲+4.52%×0.29

May '26±19.4%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 28 close

0.27OI · 1 expiry · Oct 28 closeP/C open interest · Jan 15 · first expiry after the report

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

170%Jan 1574d620%

ExpiryPutsCallsP/C

Jan 1574d170%620%0.27

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 filedQ2 FY26

−1.99%as filednet margin · revenue +23.74% QoQ · +20.14% YoY

Revenue$104M+23.74%

Gross profit$80M77.11%+26.45%

Operating income−$3M−2.96%+83.32%

Pre-tax income−$2M+88.27%

Net income−$2M−1.99%+85.81%

Cost of revenue$24M+15.42%

Operating expenses$83M+1.67%

Tax$370,000+239.45%

Other income$1M−65.45%

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

PCE ×1.30· ±3.3% vs ±2.6% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.3%12 of 19×1.30

CPROFcorporate profits±2.8%8 of 12×1.10

GDPgross domestic product±2.8%13 of 19×1.08

FOMCrate decision±2.5%13 of 24×0.99

PPIproducer prices±2.5%5 of 10×0.98

NFPjobs report±2.0%5 of 10×0.77

CPIconsumer prices±1.2%3 of 10×0.49

Bar = avg |move| to ±4% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS -0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	-0.07	—
Q1 FY26	Feb 26 '26 · confirmed	-0.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod