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

Implied ±13.3%, either direction.

How often does Egain move more than the options market prices?

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

EGANNasdaqServices-Prepackaged Software

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

6.17

Closed16:00 ET

Open6.08Volume115,305Mkt cap$161.7MP/E18.71EPS0.33

Day6.08 – 6.1890%52-wk5.02 – 15.9511%

EGAN

Egain Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.3%implied · report alone

8Q avg ±10.1%·×1.32·rich

5.367.00

straddle ±21.7%

spot 6.18exp Nov 20ATM strike 5ATM straddle 1.58IV 105%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 6 days

est.Q1 FY27

Calendar

Next report

Last report

−17.86%

vs ±12.3% implied · ×1.45

shaded = implied · ▲▼ = realized

Sep 3 '26 · confirmed

Implied vs realized

Linked news

1dCSCO · customerCisco Schedules Conference Call for Q1 Fiscal Year 2027 Financial Results

News

Largest filed tie

13F top-10 QoQ

+5.01%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

106 managers

Top fund weight

0.00%

EGAN weight · IWM

N-PORTJun 30 '26

3 funds

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

Egain (EGAN) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±16.4%
avg realized: ±10.1%

Nov 12 '24Nov 12 '24confirmed±16.7%▼−7.25%×0.43

Feb 13 '25Feb 13 '25confirmed±18.5%▼−18.18%×0.98

May 14 '25May 14 '25confirmed±6.7%▲+3.56%×0.53

Sep 4 '25Sep 4 '25confirmed±31.4%▲+5.35%×0.17

Nov 12 '25Nov 12 '25confirmed±16.4%▼−24.83%×1.52

Q2 FY26Feb 3 '26confirmed±17.2%▼−0.10%×0.01

Q3 FY26May 14 '26confirmed±11.6%▼−3.57%×0.31

Q4 FY26Sep 3 '26confirmed±12.3%▼−17.86%×1.45

quarterimplied−35%0+35%realized×

Q4 FY26±12.3%▼−17.86%×1.45

Q3 FY26±11.6%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.36OI · 2 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

171−4%Nov 2015d4730%

3090%Feb 19106d2.061500%2.06

ExpiryPutsCallsP/C

Nov 2015d171−4%4730%0.36

Feb 19106d3090%1500%2.06

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

Positioning

Linked exposure

scenario · straddle±21.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

5.89%derived from FYnet margin · revenue −1.55% QoQ · −4.67% YoY

Revenue

$22M−1.55% QoQ

Gross profit

$16M−3.90% QoQ

71.61% margin

Operating income

$1M−46.31% QoQ

4.87% margin

Pre-tax income

$2M−41.84% QoQ

Net income

$1M−46.03% QoQ

5.89% margin

Cost of revenue

$6M+4.92% QoQ

Operating expenses

$15M+1.97% QoQ

R&D $7M

Marketing $6M

SG&A $2M

Tax

$317,000−14.56% QoQ

Other income

$543,000−30.30% QoQ

Revenue$22M−1.55%

Gross profit

$16M−3.90%

71.61% margin

Operating income

$1M−46.31%

4.87% margin

Pre-tax income

$2M−41.84%

Net income

$1M−46.03%

5.89% margin

Cost of revenue

$6M+4.92%

Operating expenses

$15M+1.97%

R&D $7M

Marketing $6M

SG&A $2M

Other income$543,000−30.30%

Tax$317,000−14.56%

flow · deduction · inflow · signed % = QoQDerived: FY − Q1–Q3 · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.38· ±3.4% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.4%2 of 10×1.38

CPIconsumer prices±2.6%4 of 10×1.03

CPROFcorporate profits±2.5%5 of 12×1.01

PCEpersonal income & outlays±2.5%6 of 19×0.98

GDPgross domestic product±2.5%6 of 19×0.98

PPIproducer prices±2.5%4 of 10×0.98

FOMCrate decision±2.2%10 of 24×0.86

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Sep 3 '26 · confirmed	0.05	—
Q3 FY26	May 14 '26 · confirmed	0.09	—
Q2 FY26	Feb 3 '26 · confirmed	0.08	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod