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

Implied ±8.1%, either direction.

How often does Fair Isaac move more than the options market prices?

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

FICONYSEServices-Business Services, NEC

Fair Isaac Corp (FICO) earnings date, market-implied expected move, and options open interest by expiry

725.98

+1.79 · +0.25%

post 720.06 −0.82%

Closed19:19 ET

Open720.00Volume566,447Mkt cap$15.6BP/E20.69EPS34.81

Day706.29 – 729.4559%52-wk586.05 – 1,858.9111%

FICO

Fair Isaac Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.1%implied · straddle

8Q avg ±4.8%·×1.69·rich

665.63782.75

spot 724.19exp Nov 6ATM strike 725ATM straddle 68.90IV 114%

Nov 2 close

Expected move

Inputs

Next report

Today

after close

est.Q4 FY26

Calendar

Next report

Last report

−17.01%

vs ±10.4% implied · ×1.64

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Largest filed tie

92.00%

of FICO revenue · Banking industry customers

customerFICO 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.27%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

852 managers

Top fund weight

0.18%

FICO weight · RSP

N-PORTJul 31 '26

10 funds

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

Fair Isaac (FICO) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±8.4%
avg realized: ±4.8%

Nov 6 '24Nov 6 '24confirmed±7.2%▲+4.09%×0.57

Feb 4 '25Feb 4 '25confirmed±8.5%▲+2.11%×0.25

Apr 29 '25Apr 29 '25confirmed±7.6%▲+1.44%×0.19

Jul 30 '25Jul 30 '25confirmed±6.8%▼−5.96%×0.88

Nov 5 '25Nov 5 '25confirmed±8.1%▲+2.80%×0.34

Jan 28 '26Jan 28 '26confirmed±8.8%▼−1.57%×0.18

Q2 FY26Apr 28 '26confirmed±10.2%▲+3.27%×0.32

Q3 FY26Jul 29 '26confirmed±10.4%▼−17.01%×1.64

quarterimplied−20%0+20%realized×

Q3 FY26±10.4%▼−17.01%×1.64

Q2 FY26±10.2%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 3 close

0.58OI · 10 expiries · Nov 3 closeP/C open interest · Nov 6 · first expiry after the report

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

308+8%Nov 62d527+24%

5010%Nov 139d3.55141+5%3.55

6,3370%Nov 2016d0.976,5010%0.97

800%Nov 2723d1.2365+2%1.23

15—Dec 430d1.5010—1.50

5 later expiries

26+160%Dec 1137d2.1712—2.17

1,365+2%Dec 1844d0.67

ExpiryPutsCallsP/C

Nov 62d308+8%527+24%0.58

Nov 139d5010%141+5%3.55

Nov 2016d6,3370%6,5010%0.97

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

Positioning

Linked exposure

scenario · straddle±8.1%

Funds 4

RSP±0.0%

XLK±0.0%

VUG±0.0%

VOO±0.0%

Customers 2

EFX±2.7%×0.33

HGV±1.7%×0.21

Dashed = straddle · × = co-movement · max 499dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

35.18%as filednet margin · revenue −2.53% QoQ · +25.68% YoY

Revenue

$674M−2.53% QoQ

Gross profit

$587M−2.22% QoQ

87.09% margin

Operating income

$363M−9.90% QoQ

53.79% margin

Pre-tax income

$315M−11.62% QoQ

Net income

$237M−10.32% QoQ

35.18% margin

Cost of revenue

$87M−4.59% QoQ

Operating expenses

$225M+13.40% QoQ

SG&A $171M

R&D $54M

Other expense

$48M

Tax

$77M−15.38% QoQ

Revenue$674M−2.53%

Gross profit

$587M−2.22%

87.09% margin

Operating income

$363M−9.90%

53.79% margin

Pre-tax income

$315M−11.62%

Net income

$237M−10.32%

35.18% margin

Cost of revenue

$87M−4.59%

Operating expenses

$225M+13.40%

SG&A $171M

R&D $54M

Other expense

$48M

Tax$77M−15.38%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:15 ET

Intraday

Event sensitivity

CPI ×1.77· ±3.4% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.4%4 of 10×1.77

NFPjobs report±3.3%4 of 10×1.71

GDPgross domestic product±2.7%10 of 19×1.40

PCEpersonal income & outlays±2.6%11 of 19×1.34

CPROFcorporate profits±2.1%6 of 12×1.11

FOMCrate decision±1.9%18 of 24×1.01

PPIproducer prices±1.9%4 of 10×1.00

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 10.45 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Jul 29 '26 · confirmed	10.45	—
Q2 FY26	Apr 28 '26 · confirmed	11.14	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod