How often does Digi International move more than the options market prices?

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

DGIINasdaqComputer Communications Equipment

Digi International Inc (DGII) earnings date, market-implied expected move, and options open interest by expiry

77.55

−0.08 · −0.10%

post 72.74 −6.20%

Closed15:59 ET

Open76.30Volume359,138Mkt cap$2.8BP/E55.95EPS1.30

Day72.09 – 76.3016%52-wk34.41 – 86.8473%

DGII

Digi International Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 11

after close · in 10 days

est.Q4 FY26

Calendar

Next report

Last report

+14.10%

vs ±10.1% implied · ×1.39

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

13.00%

of DGII revenue · One distributor customer of Digi's IoT Products & Services segment

customerDGII 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+0.61%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

279 managers

Top fund weight

0.09%

DGII weight · IWM

N-PORTJun 30 '26

3 funds

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

Digi International (DGII) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.5%
avg realized: ±7.9%

Nov 13 '24Nov 13 '24confirmed±9.1%▼−0.91%×0.10

Feb 5 '25Feb 5 '25confirmed±8.3%▲+17.33%×2.09

May 7 '25May 7 '25confirmed±12.3%▲+14.07%×1.14

Aug 6 '25Aug 6 '25confirmed±14.6%▲+0.47%×0.03

Nov 12 '25Nov 12 '25confirmed±9.5%▲+7.12%×0.75

Q1 FY26Feb 4 '26confirmed±11.6%▼−3.93%×0.34

Q2 FY26May 6 '26confirmed±8.3%▲+5.40%×0.65

Q3 FY26Aug 5 '26confirmed±10.1%▲+14.10%×1.39

quarterimplied−20%0+20%realized×

Q3 FY26±10.1%▲+14.10%×1.39

Q2 FY26±8.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.02OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

10%Nov 2019d45+96%

350%Dec 1847d0.181960%0.18

110%Mar 19138d0.20540%0.20

ExpiryPutsCallsP/C

Nov 2019d10%45+96%0.02

Dec 1847d350%1960%0.18

Mar 19138d110%540%0.20

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 filedQ3 FY26

11.35%as filednet margin · revenue +6.06% QoQ · +28.98% YoY

Revenue

$139M+6.06% QoQ

Gross profit

$90M+7.47% QoQ

64.85% margin

Operating income

$23M+34.10% QoQ

16.51% margin

Pre-tax income

$21M+43.55% QoQ

Net income

$16M+39.26% QoQ

11.35% margin

Cost of revenue

$49M+3.56% QoQ

Operating expenses

$67M+0.64% QoQ

Marketing $29M

R&D $20M

SG&A $18M

Other expense

$2M

Tax

$6M+57.39% QoQ

Revenue$139M+6.06%

Gross profit

$90M+7.47%

64.85% margin

Operating income

$23M+34.10%

16.51% margin

Pre-tax income

$21M+43.55%

Net income

$16M+39.26%

11.35% margin

Cost of revenue

$49M+3.56%

Operating expenses

$67M+0.64%

Marketing $29M

R&D $20M

SG&A $18M

Other expense

$2M

Tax$6M+57.39%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

NFP ×1.54· ±2.9% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.9%3 of 10×1.54

PPIproducer prices±2.6%3 of 10×1.41

FOMCrate decision±1.8%13 of 24×0.98

CPIconsumer prices±1.7%7 of 10×0.90

GDPgross domestic product±1.5%10 of 19×0.82

PCEpersonal income & outlays±1.5%10 of 19×0.80

CPROFcorporate profits±1.0%8 of 12×0.55

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 5 '26 · confirmed	0.40	—
Q2 FY26	May 6 '26 · confirmed	0.29	—
Q1 FY26	Feb 4 '26 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod