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

Implied ±13.6%, either direction.

FROGNasdaqServices-Prepackaged Software

JFrog Ltd (FROG) earnings date, market-implied expected move, and options open interest by expiry

88.48

−0.01 · −0.01%

post 86.32 −2.44%

After hours15:59 ETdelayed

Open88.00Volume1.5MMkt cap$10.9BEPS-0.37

Day84.33 – 89.6437%52-wk34.05 – 105.7673%

FROG

JFrog Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.6%implied · report alone

76.45100.53

straddle ±16.4%

spot 88.49exp Nov 20ATM strike 87.5ATM straddle 17.10IV 113%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+7.80%

vs ±16.0% implied · ×0.49

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+25.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

418 managers

Top fund weight

0.31%

FROG weight · IWM

N-PORTJun 30 '26

4 funds

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

JFrog (FROG) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±16.0%▲+7.80%×0.49

quarterimplied−20%0+20%realized×

Q2 FY26±16.0%▲+7.80%×0.49

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.73OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

2,869+136%Nov 2016d3,911+211%

2,400+6%Dec 1844d1.621,480+14%1.62

1,147+12%Jan 1572d0.264,356+41%0.26

484+17%Mar 19135d0.78622+36%0.78

ExpiryPutsCallsP/C

Nov 2016d2,869+136%3,911+211%0.73

Dec 1844d2,400+6%1,480+14%1.62

Jan 1572d1,147+12%4,356+41%0.26

Mar 19135d484+17%622+36%0.78

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

Positioning

Linked exposure

scenario · straddle±16.4%

Funds 4

IWM±0.1%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−2.54%as filednet margin · revenue +6.36% QoQ · +28.73% YoY

Revenue$164M+6.36%

Gross profit$128M77.93%+6.02%

Operating income−$13M−8.09%−2.46%

Pre-tax income−$6M+3.44%

Net income−$4M−2.54%+49.62%

Cost of revenue$36M+7.60%

Operating expenses$141M+5.67%

Tax−$1M−156.87%

Other income$8M+7.23%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×2.06· ±5.1% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.1%3 of 10×2.06

GDPgross domestic product±3.8%12 of 19×1.55

PCEpersonal income & outlays±3.8%12 of 19×1.55

PPIproducer prices±3.0%4 of 10×1.23

CPROFcorporate profits±3.0%7 of 12×1.22

CPIconsumer prices±1.8%3 of 10×0.75

FOMCrate decision±1.8%15 of 24×0.72

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

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.03	—
Q1 FY26	—	-0.07	—
Q3 FY25	—	-0.14	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod