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

Implied ±10.7%, either direction.

GWRENYSEServices-Prepackaged Software

Guidewire Software, Inc. (GWRE) earnings date, market-implied expected move, and options open interest by expiry

165.56

+2.97 · +1.83%

Regular session13:37 ET

Open162.36Volume842,829Mkt cap$13.3BP/E100.34EPS1.65

Day162.36 – 165.57100%52-wk102.30 – 239.4046%

GWRE

Guidewire Software, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.7%implied · report alone

8Q avg ±10.9%·×0.97·fair

145.26179.92

straddle ±16.5%

spot 162.59exp Dec 18ATM strike 165ATM straddle 31.65IV 66%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Dec 10

after close · in 38 days

est.Q1 FY27

Calendar

Next report

Last report

−10.00%

shaded = implied · ▲▼ = realized

Jun 4 '26 · confirmed

Implied vs realized

Linked news

38mAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

0.00%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

553 managers

Top fund weight

0.29%

GWRE weight · MDY

N-PORTJun 30 '26

3 funds

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

Guidewire Software (GWRE) is expected to report on Dec 10 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Sep 5 '24Sep 5 '24confirmed—▲+12.36%—

Dec 5 '24Dec 5 '24confirmed—▼−14.04%—

Mar 6 '25Mar 6 '25confirmed—▼−7.35%—

Jun 3 '25Jun 3 '25confirmed—▲+16.41%—

Sep 4 '25Sep 4 '25confirmed—▲+20.15%—

Dec 3 '25Dec 3 '25confirmed—▼−2.17%—

Q2 FY26Mar 5 '26confirmed—▲+4.99%—

Q3 FY26Jun 4 '26confirmed—▼−10.00%—

quarterimplied−25%0+25%realized×

Q3 FY26—▼−10.00%—

Q2 FY26—▲+4.99%

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

0.60OI · 4 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

496+27%Nov 2018d0.381,291+47%0.38

report · Dec 10 · after close · est.

2,161+1%Dec 1846d3,600+1%

1,126+4%Jan 1574d0.482,3380%0.48

2,584+1385%Apr 16165d5.89439+6%5.89

ExpiryPutsCallsP/C

Nov 2018d496+27%1,291+47%0.38

report · Dec 10 · after close · est.

Dec 1846d2,161+1%3,600+1%0.60

Jan 1574d1,126+4%

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

Positioning

Linked exposure

scenario · straddle±16.5%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

7.64%derived from FYnet margin · revenue +10.35% QoQ · +15.29% YoY

Revenue

$411M+10.35% QoQ

Gross profit

$270M+13.96% QoQ

65.60% margin

Operating income

$62M+103.41% QoQ

15.16% margin

Pre-tax income

$45M+129.27% QoQ

Net income

$31M+90.60% QoQ

7.64% margin

Cost of revenue

$141M+4.06% QoQ

Operating expenses

$207M+0.66% QoQ

R&D $91M

Marketing $65M

SG&A $52M

Other expense

$17M

Tax

$14M+322.89% QoQ

Revenue$411M+10.35%

Gross profit

$270M+13.96%

65.60% margin

Operating income

$62M+103.41%

15.16% margin

Pre-tax income

$45M+129.27%

Net income

$31M+90.60%

7.64% margin

Cost of revenue

$141M+4.06%

Operating expenses

$207M+0.66%

R&D $91M

Marketing $65M

SG&A $52M

Other expense

$17M

Tax$14M+322.89%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

NFP ×3.01· ±5.5% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.5%4 of 10×3.01

PPIproducer prices±2.7%4 of 10×1.46

CPIconsumer prices±2.1%4 of 10×1.15

CPROFcorporate profits±2.0%5 of 12×1.11

GDPgross domestic product±1.6%8 of 19×0.88

PCEpersonal income & outlays±1.6%8 of 19×0.87

FOMCrate decision±1.6%15 of 24×0.86

Bar = avg |move| to ±6% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.38 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	—	0.38	—
Q3 FY26	Jun 4 '26 · confirmed	0.19	—
Q2 FY26	Mar 5 '26 · confirmed	0.70	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod