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

Implied ±16.4%, either direction.

GEOSNasdaqMeasuring & Controlling Devices, NEC

Geospace Technologies Corp (GEOS) earnings date, market-implied expected move, and options open interest by expiry

3.94

−0.14 · −3.43%

Regular session15:44 ET

Open4.15Volume100,466Mkt cap$52.8MEPS-3.08

Day3.94 – 4.150%52-wk4.00 – 28.770%

GEOS

Geospace Technologies Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.4%implied · report alone

3.414.75

straddle ±25.5%

spot 4.08exp Nov 20ATM strike 5ATM straddle 1.22IV 124%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 19

after close · in 15 days

est.Q4 FY26

Calendar

Next report

Last report

−14.22%

vs ±18.7% implied · ×0.76

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Largest filed tie

27.40%

of GEOS revenue · Undisclosed customer (27.4% of revenue, fiscal year 2024)

customerGEOS 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.79%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

82 managers

Top fund weight

0.00%

GEOS weight · VTI

N-PORTJun 30 '26

1 fund

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

Geospace Technologies (GEOS) is expected to report on Nov 19 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 7 '26confirmed±18.7%▼−14.22%×0.76

quarterimplied−20%0+20%realized×

Q3 FY26±18.7%▼−14.22%×0.76

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 23 close

0.24OI · 3 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

161+198%Nov 2016d659+88%

2,3900%Dec 1844d1.321,814+15%1.32

1,915+1%Mar 19135d2.10910+9%2.10

ExpiryPutsCallsP/C

Nov 2016d161+198%659+88%0.24

Dec 1844d2,3900%1,814+15%1.32

Mar 19135d1,915+1%910+9%2.10

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

Positioning

Linked exposure

scenario · straddle±25.5%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−61.43%as filednet margin · revenue −19.95% QoQ · −36.38% YoY

Revenue$16M−19.95%

Gross profit$496,0003.14%−28.53%

Operating income−$10M−64.15%+11.22%

Pre-tax income−$10M+12.22%

Net income−$10M−61.43%+12.13%

Cost of revenue$15M−19.77%

Operating expenses$11M−11.98%

Tax−$1,000+91.67%

Other income$429,000+19.50%

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 · 15:30 ET

Intraday

Event sensitivity

NFP ×1.60· ±5.2% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.2%5 of 10×1.60

CPROFcorporate profits±3.3%4 of 12×1.00

FOMCrate decision±3.1%11 of 24×0.94

GDPgross domestic product±3.0%7 of 19×0.92

PPIproducer prices±3.0%1 of 10×0.91

PCEpersonal income & outlays±3.0%6 of 19×0.90

CPIconsumer prices±2.9%5 of 10×0.88

Bar = avg |move| to ±6% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.75 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 7 '26 · confirmed	-0.75	—
Q2 FY26	—	-0.86	—
Q1 FY26	—	-0.76	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod