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

Implied ±14.2%, either direction · provisional.

How often does Glaukos move more than the options market prices?

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

GKOSNYSESurgical & Medical Instruments & Apparatus

Glaukos Corp (GKOS) earnings date, market-implied expected move, and options open interest by expiry

248.07

+15.03 · +6.45%

Regular session12:08 ET

Open233.32Volume1.7MMkt cap$14.1BEPS-2.96

Day233.32 – 248.07100%52-wk80.91 – 248.75100%

GKOS

Glaukos Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.2%implied · straddle

200.06266.02

spot 233.04exp Jan 15ATM strike 230ATM straddle 38.80IV 47%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 12

after close · in 69 days

est.Q4 FY26

Calendar

Next report

Last report

+33.65%

vs ±14.8% implied · ×2.27

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.61%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

365 managers

Top fund weight

0.25%

GKOS weight · IWM

N-PORTJun 30 '26

4 funds

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

Glaukos (GKOS) is expected to report on Jan 12 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±11.8%
avg realized: ±14.1%

Apr 30 '25Apr 30 '25confirmed±14.1%▼−11.36%×0.81

Jul 30 '25Jul 30 '25confirmed±12.7%▼−8.46%×0.67

Oct 29 '25Oct 29 '25confirmed±14.5%▲+13.89%×0.96

Jan 13 '26Jan 13 '26confirmed±4.6%▼−5.26%×1.15

Feb 17 '26Feb 17 '26confirmed±8.2%▲+13.47%×1.64

Q1 FY26Apr 29 '26confirmed±10.6%▲+22.84%×2.16

Q2 FY26Jul 29 '26confirmed±14.9%▲+4.24%×0.28

Q3 FY26Oct 28 '26confirmed±14.8%▲+33.65%×2.27

quarterimplied−35%0+35%realized×

Q3 FY26±14.8%▲+33.65%×2.27

Q2 FY26±14.9%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.73OI · 4 expiries · Oct 30 closeP/C open interest · Jan 15 · first expiry after the report

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

6,786+66%Nov 2016d5.491,236+79%5.49

924+18%Dec 1844d0.801,162+7%0.80

report · Jan 12 · after close · est.

505+51%Jan 1572d696+35%

63+320%Apr 16163d0.10618+881%0.10

ExpiryPutsCallsP/C

Nov 2016d6,786+66%1,236+79%5.49

Dec 1844d924+18%1,162+7%0.80

report · Jan 12 · after close · est.

Jan 1572d505+51%

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

Positioning

Linked exposure

scenario · straddle±14.2%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

0.96%as filednet margin · revenue +13.70% QoQ · +58.03% YoY

Revenue

$211M+13.70% QoQ

Gross profit

$180M+18.65% QoQ

85.23% margin

Operating income

$828,000+104.80% QoQ

0.39% margin

Pre-tax income

$2M+113.10% QoQ

Net income

$2M+110.98% QoQ

0.96% margin

Cost of revenue

$31M−8.38% QoQ

Operating expenses

$179M+6.03% QoQ

SG&A $131M

R&D $48M

Tax

$303,000−53.81% QoQ

Other income

$1M+428.85% QoQ

Revenue$211M+13.70%

Gross profit

$180M+18.65%

85.23% margin

Operating income

$828,000+104.80%

0.39% margin

Pre-tax income

$2M+113.10%

Net income

$2M+110.98%

0.96% margin

Cost of revenue

$31M−8.38%

Operating expenses

$179M+6.03%

SG&A $131M

R&D $48M

Other income$1M+428.85%

Tax$303,000−53.81%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

PCE ×1.53· ±3.1% vs ±2.0% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.1%9 of 19×1.53

NFPjobs report±2.9%5 of 10×1.40

GDPgross domestic product±2.7%11 of 19×1.34

PPIproducer prices±1.9%7 of 10×0.94

FOMCrate decision±1.7%12 of 24×0.83

CPROFcorporate profits±1.6%7 of 12×0.77

CPIconsumer prices±1.5%4 of 10×0.74

Bar = avg |move| to ±4% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.03	—
Q2 FY26	Jul 29 '26 · confirmed	-0.31	—
Q1 FY26	Apr 29 '26 · confirmed	-0.34	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod