CVLT
COMMVAULT SYSTEMS INC133.00post+$0.90 (+0.68%)at close +$0.00 (+0.00%)
as of 08:23:47 UTCnext report Oct 27 · 83d
Earnings Room‹ back to CVLT
The report
fiscal Q2 2027 · from the company's noticeOct 27before open83days out
Expected movement
market-implied · at the Aug 4 close±22.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 135straddle 35.80ATM IV 56%× 0.85 straddle-to-rangespot 133.00
Blast radius
3 linked · N-PORT + EDGARIf CVLT moves ±22.9% 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
5 expiries · as of the Jul 29 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
first595
Aug 21
23d
582first
first4
Sep 18
51d
116first
first
461
Oct 16
79d
451first
first577
Dec 18
142d
1.6k
first
first
343
Jan 15
170d
493
first
The record
expected in pale · actual in full color5/8reports moved further than the options market had pricedtypically ±15.4% realized vs ±12.1% priced
Jul 28 '26±9.0%→−19.7%×2.19
Apr 28 '26±12.2%→+10.8%×0.89
Jan 27 '26±11.9%→−31.1%×2.62
Oct 28 '25±13.9%→−16.3%×1.18
Jul 29 '25±11.4%→+18.3%×1.60
Apr 29 '25±13.3%→+1.7%×0.13
Jan 28 '25±15.3%→+1.1%×0.07
Oct 29 '24±10.2%→+24.0%×2.35
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY27 · reported 0.50 · rev $314M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.