CTSONasdaqSurgical & Medical Instruments & Apparatus

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

4.46

+0.34 · +8.28%

post 4.23 −5.18%

Closed15:59 ET

Open4.12Volume24,298Mkt cap$14.3MEPS-0.29

Day4.12 – 4.23100%52-wk2.84 – 17.0010%

CTSO

Cytosorbents Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 12

after close · in 9 days

confirmedQ3 FY26

Calendar

Next report

Last report

−9.68%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.30%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

43 managers

Top fund weight

0.00%

CTSO weight · VTI

N-PORTJun 30 '26

1 fund

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

Cytosorbents (CTSO) reports on Nov 12 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−9.68%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−9.68%—

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 26 close

0.00OI · 1 expiry · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

0—Nov 2017d1490%

ExpiryPutsCallsP/C

Nov 2017d0—1490%0.00

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

−45.85%as filednet margin · revenue +8.68% QoQ · +0.17% YoY

Revenue$10M+8.68%

Gross profit$7M73.18%+14.99%

Operating income−$3M−27.39%+13.34%

Pre-tax income−$4M+13.88%

Net income−$4M−45.85%+13.88%

Cost of revenue$3M−5.49%

Operating expenses$10M+5.59%

Other expense−$2M+14.68%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.25· ±4.6% vs ±3.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.6%9 of 24×1.25

NFPjobs report±3.0%2 of 10×0.81

CPIconsumer prices±2.9%7 of 10×0.78

PPIproducer prices±2.6%4 of 10×0.69

GDPgross domestic product±2.5%4 of 19×0.68

PCEpersonal income & outlays±2.4%7 of 19×0.64

CPROFcorporate profits±2.3%3 of 12×0.61

Bar = avg |move| to ±5% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.07	—
Q1 FY26	—	-0.08	—
Q3 FY25	—	-0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod