What move does the options market price into Docusign's report?

Implied ±6.4%, either direction.

DOCUNasdaqServices-Prepackaged Software

Docusign, Inc. (DOCU) earnings date, market-implied expected move, and options open interest by expiry

80.35

−1.30 · −1.59%

post 80.50 +0.19%

Closed18:46 ET

Open80.92Volume2.2MMkt cap$15.3BP/E47.92EPS1.68

Day79.93 – 82.6221%52-wk40.16 – 85.9088%

DOCU

Docusign, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.4%implied · report alone

75.2085.52

straddle ±11.7%

spot 80.36exp Dec 4ATM strike 80ATM straddle 11.10IV 60%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 3

after close · in 30 days

est.Q3 FY27

Calendar

Next report

Last report

+3.70%

vs ±9.3% implied · ×0.40

shaded = implied · ▲▼ = realized

Sep 3 '26 · confirmed

Implied vs realized

Linked news

1hGOOGL · supplierGoogle responds to political backlash over removing search from schools that ban AI
10hMSFT · supplier5 questions to ask if your boss offers you a buyout, as Microsoft did with 60,000 employees
1dWDAY · supplierWorkday to Announce Fiscal 2027 Third Quarter Financial Results on November 24, 2026

News

Largest filed tie

13F top-10 QoQ

+7.70%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

672 managers

Top fund weight

0.24%

DOCU weight · MDY

N-PORTJun 30 '26

5 funds

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

Docusign (DOCU) is expected to report on Dec 3 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY27Sep 3 '26confirmed±9.3%▲+3.70%×0.40

quarterimplied−10%0+10%realized×

Q2 FY27±9.3%▲+3.70%×0.40

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.14OI · 8 expiries · Oct 30 closeP/C open interest · Dec 4 · first expiry after the report

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

2 nearer expiries

1,266+24%Nov 63d1.141,108+14%1.14

608+14%Nov 1310d1.28475+3%1.28

4,015+2%Nov 2017d0.775,202+2%0.77

226+14%Nov 2724d0.26883+39%0.26

report · Dec 3 · after close · est.

ExpiryPutsCallsP/C

2 nearer expiries

Nov 63d1,266+24%1,108+14%1.14

Nov 1310d608+14%475+3%1.28

Nov 2017d4,015+2%5,202

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±11.7%

Funds 4

MDY±0.0%

IGPT±0.0%

REVS±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

8.87%as filednet margin · revenue +5.48% QoQ · +9.38% YoY

Revenue

$876M+5.48% QoQ

Gross profit

$698M+5.90% QoQ

79.69% margin

Operating income

$118M+5.67% QoQ

13.43% margin

Pre-tax income

$125M+6.13% QoQ

Net income

$78M−0.62% QoQ

8.87% margin

Cost of revenue

$178M+3.85% QoQ

Operating expenses

$580M+5.95% QoQ

Marketing $314M

R&D $164M

SG&A $103M

Tax

$47M+19.47% QoQ

Other income

$7M+14.08% QoQ

Revenue$876M+5.48%

Gross profit

$698M+5.90%

79.69% margin

Operating income

$118M+5.67%

13.43% margin

Pre-tax income

$125M+6.13%

Net income

$78M−0.62%

8.87% margin

Cost of revenue

$178M+3.85%

Operating expenses

$580M+5.95%

Marketing $314M

R&D $164M

SG&A $103M

Other income$7M+14.08%

Tax$47M+19.47%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

PPI ×1.48· ±3.0% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.0%4 of 10×1.48

NFPjobs report±2.9%3 of 10×1.44

PCEpersonal income & outlays±2.4%11 of 19×1.19

CPIconsumer prices±2.2%3 of 10×1.07

GDPgross domestic product±1.9%8 of 19×0.92

FOMCrate decision±1.8%13 of 24×0.91

CPROFcorporate profits±1.7%5 of 12×0.84

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 3 '26 · confirmed	0.40	—
Q1 FY27	—	0.40	—
Q3 FY26	—	0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod