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

Implied ±27.0%, either direction · provisional.

How often does Evolent Health move more than the options market prices?

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

EVHNYSEServices-Management Services

Evolent Health, Inc. (EVH) earnings date, market-implied expected move, and options open interest by expiry

4.64

−0.17 · −3.44%

Regular session11:54 ET

Open4.87Volume2.6MMkt cap$542.7MEPS-4.49

Day4.20 – 4.8765%52-wk2.10 – 6.6656%

EVH

Evolent Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.0%implied · straddle

3.506.10

spot 4.80exp Mar 19ATM strike 5ATM straddle 1.53IV 65%

Nov 4 closeprovisional

Expected move

Inputs

News

4hEvolent Health posts net loss of $78,562 thousand for nine months to Sept. 30, 2026
26dEvolent To Release Third Quarter 2026 Financial Results on Thursday, November 5, 2026
45dTransPerfect Selected by Evolent for Enterprise-Wide Telephonic Interpretation

News

Next report

Last report

Nov 5

before open

confirmedNov 4 close

Implied vs realized

Largest filed tie

25.70%

of EVH revenue · Molina Healthcare

customerEVH 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+11.35%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

199 managers

Top fund weight

0.02%

EVH weight · IWM

N-PORTJun 30 '26

3 funds

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

Evolent Health (EVH) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±20.1%
avg realized: ±17.4%

Nov 7 '24Nov 7 '24confirmed±10.9%▼−45.62%×4.20

Feb 20 '25Feb 20 '25confirmed±15.2%▼−2.61%×0.17

May 8 '25May 8 '25confirmed±18.3%▼−16.05%×0.88

Aug 7 '25Aug 7 '25confirmed±12.3%▼−7.12%×0.58

Nov 6 '25Nov 6 '25confirmed±22.2%▼−17.33%×0.78

Q1 FY26Feb 24 '26confirmed±30.5%▲+22.66%×0.74

May 7 '26May 7 '26confirmed±25.8%▲+11.49%×0.44

Q2 FY26Aug 6 '26confirmed±25.6%▲+16.56%×0.65

quarterimplied−50%0+50%realized×

Q2 FY26±25.6%▲+16.56%×0.65

May '26±25.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.10OI · 4 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

7280%Nov 2015d1.07681+4%1.07

770%Dec 1843d0.032,360−1%0.03

1,4470%Jan 1571d0.168,8270%0.16

report · Feb 23 · after close · est.

87+2%Mar 19134d886+5%

ExpiryPutsCallsP/C

Nov 2015d7280%681+4%1.07

Dec 1843d770%2,360−1%0.03

Jan 1571d1,4470%8,8270%0.16

report · Feb 23 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±27.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 3

MOH±4.7%×0.17

HUM±4.1%×0.15

PRVA±3.8%

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−3.25%as filednet margin · revenue +11.16% QoQ · +51.27% YoY

Revenue$725M+11.16%

Gross profit$88M12.19%+9.38%

Operating income−$6M−0.85%+35.28%

Pre-tax income−$22M+12.48%

Net income−$24M−3.25%+16.92%

Cost of revenue$637M+11.42%

Operating expenses$95M+4.66%

Tax$1M−58.82%

Other expense−$16M−1.07%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:45 ET

Intraday

Event sensitivity

CPI ×1.13· ±3.4% vs ±3.0% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.4%6 of 11×1.13

PPIproducer prices±3.3%4 of 11×1.09

NFPjobs report±3.0%4 of 10×1.02

GDPgross domestic product±2.4%11 of 20×0.82

FOMCrate decision±2.4%8 of 24×0.81

CPROFcorporate profits±2.4%7 of 12×0.80

PCEpersonal income & outlays±1.5%11 of 20×0.52

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.21	—
Q2 FY26	Aug 6 '26 · confirmed	-0.25	—
Q1 FY26	Feb 24 '26 · confirmed	-0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod