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

Implied ±13.6%, either direction.

How often does Guardant Health move more than the options market prices?

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

GHNasdaqServices-Medical Laboratories

Guardant Health, Inc. (GH) earnings date, market-implied expected move, and options open interest by expiry

178.83

−6.48 · −3.50%

post 176.30 −1.41%

Closed19:12 ET

Open182.91Volume1.5MMkt cap$24.0BEPS-3.50

Day175.98 – 183.584%52-wk74.55 – 191.0587%

Guardant Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.6%implied · report alone

8Q avg ±8.2%·×1.65·rich

154.52203.08

straddle ±15.5%

spot 178.80exp Nov 20ATM strike 180ATM straddle 32.50IV 95%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+6.33%

vs ±12.9% implied · ×0.49

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

1dILMN · supplierIllumina posts net income $220 million, revenue $1,129 million, diluted EPS $1.43

News

Largest filed tie

13F top-10 QoQ

−9.19%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

601 managers

Top fund weight

0.03%

GH weight · VTI

N-PORTJun 30 '26

2 funds

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

Guardant Health (GH) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±11.5%
avg realized: ±8.2%

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

2.91OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

8,541+6%Nov 2020d2,937+7%

173+1%Dec 1848d1.68103+5%1.68

6,468+1%Jan 1576d1.056,1580%1.05

1,1570%Mar 19139d0.871,3370%0.87

320%Apr 16167d0.241360%0.24

ExpiryPutsCallsP/C

Nov 2020d8,541+6%2,937+7%2.91

Dec 1848d173+1%103+5%1.68

Jan 1576d6,468+1%6,1580%1.05

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

Positioning

Linked exposure

scenario · straddle±15.5%

Funds 2

VTI±0.0%

VT±0.0%

Suppliers 1

ILMN±3.7%×0.24

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

Linked exposure

Revenue flow

as filedQ2 FY26

−35.87%as filednet margin · revenue +11.04% QoQ · +44.33% YoY

Revenue$335M+11.04%

Gross profit$219M65.39%+11.33%

Operating income−$129M−38.55%−6.40%

Pre-tax income−$120M−7.39%

Net income−$120M−35.87%−7.20%

Cost of revenue$116M+10.51%

Operating expenses$348M+9.45%

Tax$185,000−50.27%

Other income$9M−5.04%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:00 ET

Intraday

Event sensitivity

PCE ×1.37· ±3.8% vs ±2.8% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.8%12 of 19×1.37

FOMCrate decision±3.0%13 of 24×1.09

GDPgross domestic product±2.9%15 of 19×1.04

NFPjobs report±2.8%6 of 10×1.00

CPROFcorporate profits±2.5%10 of 12×0.90

PPIproducer prices±2.5%5 of 10×0.89

CPIconsumer prices±2.2%5 of 10×0.77

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.90 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	-0.90	—
Q1 FY26	May 7 '26 · confirmed	-0.85	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod