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

712.25

−12.13 · −1.67%

post 737.20 +3.50%

After hours16:16 ETdelayed

Open725.01Volume566,447Mkt cap$15.6BP/E21.18EPS34.81

Day710.19 – 758.3756%52-wk586.05 – 1,858.9112%

FICO

Fair Isaac Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

Next report

Last report

Nov 4

after close

confirmedNov 3 close

Implied vs realized

Largest filed tie

51.00%

of FICO revenue · Experian, TransUnion and Equifax

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 Jan 27 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

0.92OI · 10 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

6 nearer expiries

308+8%Nov 62d0.58527+24%0.58

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

26+160%Dec 1137d2.1712—2.17

1,365+2%Dec 1844d0.672,0260%0.67

2,500+9%Jan 1572d1.092,297+13%1.09

report · Jan 27 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 62d308+8%527+24%0.58

Nov 139d5010%141+5%3.55

Nov 2016d6,3370%6,501

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

Positioning

Linked exposure

No implied move.

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

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:15 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

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

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

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

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

Revenue flow

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Intraday

Linked exposure