What move does the options market price into FactSet Research Systems's report?

Implied ±3.3%, either direction.

How often does FactSet Research Systems move more than the options market prices?

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

FDSNYSEServices-Computer Programming, Data Processing, Etc.

FactSet Research Systems Inc (FDS) earnings date, market-implied expected move, and options open interest by expiry

332.64

Pre-market15:59 ETdelayed

Open342.99Volume921,255Mkt cap$11.7BP/E22.74EPS14.63Div yield1.36%

Day327.80 – 342.9932%52-wk182.47 – 345.6692%

FDS

FactSet Research Systems Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.3%implied · report alone

8Q avg ±5.4%·×0.60·cheap

321.73343.45

straddle ±11.1%

spot 332.59exp Dec 18ATM strike 330ATM straddle 43.60IV 47%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 17

before open · in 43 days

est.Q1 FY27

Calendar

Next report

Last report

+3.84%

vs ±9.0% implied · ×0.43

shaded = implied · ▲▼ = realized

Sep 30 '26 · confirmed

Implied vs realized

Linked news

10hNWSA · supplierNews Corp buys US$371,877,199.62 of Class A and US$193,562,377.59 of Class B stock

News

Largest filed tie

13F top-10 QoQ

+11.25%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

769 managers

Top fund weight

0.20%

FDS weight · RSP

N-PORTJul 31 '26

10 funds

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

FactSet Research Systems (FDS) is expected to report on Dec 17 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.8%
avg realized: ±5.4%

Dec 19 '24Dec 19 '24confirmed±4.5%▲+3.53%×0.79

Mar 20 '25Mar 20 '25confirmed±3.6%▼−1.70%×0.47

Jun 23 '25Jun 23 '25confirmed±5.4%▲+3.48%×0.65

Sep 17 '25Sep 17 '25confirmed±7.6%▼−10.36%×1.37

Dec 18 '25Dec 18 '25confirmed±5.9%▼−7.68%×1.31

Q2 FY26Mar 31 '26confirmed±8.9%▲+6.08%×0.68

Q3 FY26Jul 1 '26confirmed±9.8%▲+6.72%×0.68

Q4 FY26Sep 30 '26confirmed±9.0%▲+3.84%×0.43

quarterimplied−15%0+15%realized×

Q4 FY26±9.0%▲+3.84%×0.43

Q3 FY26±9.8%▲+6.72%×0.68

Q2 FY26±8.9%▲+6.08%×0.68

Dec '25±5.9%▼−7.68%×1.31

Sep '25±7.6%▼−10.36%×1.37

Jun '25±5.4%▲+3.48%×0.65

2 older reports

Mar '25±3.6%▼−1.70%×0.47

Dec '24±4.5%▲+3.53%×0.79

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 28 close

4.41OI · 5 expiries · Oct 28 closeP/C open interest · Dec 18 · first expiry after the report

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

1,888+103%Nov 2016d1.181,598+143%1.18

report · Dec 17 · before open · est.

2,860−11%Dec 1844d649+31%

1,637+1104%Jan 1572d11.53142+35%11.53

305−3%Feb 19107d1.05291+17%1.05

4640%Mar 19135d0.98472+4%0.98

ExpiryPutsCallsP/C

Nov 2016d1,888+103%1,598+143%1.18

report · Dec 17 · before open · est.

Dec 1844d2,860−11%649+31%4.41

Jan 1572d1,637+1104%142+35%11.53

Feb 19107d305−3%291+17%1.05

Mar 19135d4640%472+4%0.98

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

Positioning

Linked exposure

scenario · straddle±11.1%

Funds 4

RSP±0.0%

XLF±0.0%

REVS±0.0%

VIG±0.0%

Suppliers 1

NWSA±2.9%×0.26

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY26

19.08%derived from FYnet margin · revenue +1.89% QoQ · +6.33% YoY

Revenue

$635M+1.89% QoQ

Gross profit

$308M−0.75% QoQ

48.59% margin

Operating income

$157M−5.82% QoQ

24.68% margin

Pre-tax income

$144M−6.33% QoQ

Net income

$121M−4.41% QoQ

19.08% margin

Cost of revenue

$326M+4.52% QoQ

Operating expenses

$152M+5.09% QoQ

Other expense

$12M

Tax

$23M−15.18% QoQ

Revenue$635M+1.89%

Gross profit

$308M−0.75%

48.59% margin

Operating income

$157M−5.82%

24.68% margin

Pre-tax income

$144M−6.33%

Net income

$121M−4.41%

19.08% margin

Cost of revenue

$326M+4.52%

Operating expenses

$152M+5.09%

Other expense

$12M

Tax$23M−15.18%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Aug 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.88· ±2.7% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.7%4 of 10×1.88

CPIconsumer prices±2.5%2 of 10×1.77

NFPjobs report±2.0%6 of 10×1.43

PCEpersonal income & outlays±1.9%10 of 19×1.34

CPROFcorporate profits±1.7%5 of 12×1.21

GDPgross domestic product±1.7%9 of 19×1.20

FOMCrate decision±1.4%9 of 24×1.01

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 3.42 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Sep 30 '26 · confirmed	3.42	—
Q3 FY26	Jul 1 '26 · confirmed	3.50	—
Q2 FY26	Mar 31 '26 · confirmed	3.59	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod