GUTSNasdaqSurgical & Medical Instruments & Apparatus

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

0.97

+0.07 · +7.87%

Regular session13:07 ET

Open0.94Volume176,585Mkt cap$11.9MEPS-0.90

Day0.93 – 0.9799%52-wk0.82 – 29.341%

GUTS

Fractyl Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 11

after close · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+3.97%

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+7.94%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

77 managers

Top fund weight

0.00%

GUTS weight · VTI

N-PORTJun 30 '26

1 fund

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

Fractyl Health (GUTS) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 10 '26confirmed—▲+3.97%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+3.97%—

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

Implied vs realized

Positioning

No open-interest data.

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

derived from FYQ4 FY24

−832333.33%derived from FYnet margin · revenue −78.57% QoQ · −57.14% YoY

Revenue$3,000−78.57%

Gross profit$3,000100.00%−57.14%

Operating income−$25M−840333.33%−5.95%

Pre-tax income−$25M−7.75%

Net income−$25M−832333.33%−7.75%

Operating expenses$25M+5.93%

Other income$240,000−61.35%

Derived: FY − Q1–Q3 · QE Dec 31 '24 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

PPI ×1.75· ±7.9% vs ±4.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±7.9%4 of 10×1.75

PCEpersonal income & outlays±5.0%10 of 19×1.11

FOMCrate decision±4.5%7 of 21×1.01

NFPjobs report±3.9%3 of 10×0.86

CPIconsumer prices±3.5%5 of 10×0.79

CPROFcorporate profits±2.7%5 of 12×0.61

GDPgross domestic product±2.6%8 of 19×0.58

Bar = avg |move| to ±8% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.16 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.16	—
Q1 FY26	—	0.06	—
Q3 FY25	—	-0.71	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod