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

Implied ±7.4%, either direction.

GMEDNYSESurgical & Medical Instruments & Apparatus

Globus Medical Inc (GMED) earnings date, market-implied expected move, and options open interest by expiry

78.05

−4.86 · −5.86%

post 78.05 0.00%

Closed16:00 ET

Open79.70Volume1.7MMkt cap$10.5BP/E19.66EPS3.97

Day77.99 – 79.803%52-wk59.51 – 101.4044%

GMED

Globus Medical Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · report alone

72.2983.81

straddle ±9.2%

spot 78.05exp Nov 20ATM strike 77.5ATM straddle 8.45IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

+1.57%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+7.20%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

602 managers

Top fund weight

0.25%

GMED weight · MDY

N-PORTJun 30 '26

3 funds

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

Globus Medical (GMED) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+1.57%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+1.57%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.07OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

88+17%Nov 2021d1,341+39%

466+22%Dec 1849d0.61768−3%0.61

179+1%Mar 19140d0.45400+108%0.45

ExpiryPutsCallsP/C

Nov 2021d88+17%1,341+39%0.07

Dec 1849d466+22%768−3%0.61

Mar 19140d179+1%400+108%0.45

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

Positioning

Linked exposure

scenario · straddle±9.2%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

19.20%as filednet margin · revenue +3.92% QoQ · +5.94% YoY

Revenue

$790M+3.92% QoQ

Gross profit

$548M+4.26% QoQ

69.42% margin

Operating income

$182M+21.31% QoQ

23.10% margin

Pre-tax income

$190M+20.85% QoQ

Net income

$152M+21.94% QoQ

19.20% margin

Cost of revenue

$241M+3.15% QoQ

Operating expenses

$366M−2.57% QoQ

SG&A $287M

R&D $36M

Other operating $43M

Tax

$38M+16.71% QoQ

Other income

$7M+10.45% QoQ

Revenue$790M+3.92%

Gross profit

$548M+4.26%

69.42% margin

Operating income

$182M+21.31%

23.10% margin

Pre-tax income

$190M+20.85%

Net income

$152M+21.94%

19.20% margin

Cost of revenue

$241M+3.15%

Operating expenses

$366M−2.57%

SG&A $287M

R&D $36M

Other operating $43M

Other income$7M+10.45%

Tax$38M+16.71%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.41· ±2.1% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.1%4 of 10×1.41

PPIproducer prices±1.6%6 of 11×1.08

CPIconsumer prices±1.4%5 of 11×0.94

FOMCrate decision±1.4%10 of 24×0.94

PCEpersonal income & outlays±1.1%10 of 19×0.73

GDPgross domestic product±0.9%7 of 19×0.62

CPROFcorporate profits±0.8%4 of 12×0.54

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 1.10 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.10	—
Q1 FY26	—	0.90	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod