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

Implied ±7.9%, either direction.

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

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

HAENYSESurgical & Medical Instruments & Apparatus

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

128.52

+8.24 · +6.85%

post 126.84 −1.31%

After hours18:05 ETdelayed

Open122.24Volume978,283Mkt cap$5.8BP/E60.98EPS2.08

Day122.24 – 128.5273%52-wk49.96 – 128.8397%

HAE

Haemonetics Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · report alone

8Q avg ±11.7%·×0.68·cheap

117.33137.51

straddle ±9.7%

spot 127.42exp Nov 20ATM strike 125ATM straddle 14.60IV 68%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

confirmedQ2 FY27

Calendar

Next report

Last report

+1.70%

vs ±10.3% implied · ×0.17

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2dGRFS · customerGrifols approves interim dividend of euro 0.15 per each share
6dCSL · customerCarlisle posts Q3 net income $208.1 million, diluted EPS $5.24 on revenue $1,463.4 million

News

Largest filed tie

13F top-10 QoQ

+5.90%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

328 managers

Top fund weight

0.11%

HAE weight · IWM

N-PORTJun 30 '26

5 funds

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

Haemonetics (HAE) reports on Nov 5 before open (confirmed date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±10.4%
avg realized: ±11.7%

Nov 7 '24Nov 7 '24confirmed±10.0%▲+10.71%×1.07

Feb 6 '25Feb 6 '25confirmed±9.8%▼−11.58%×1.18

May 8 '25May 8 '25confirmed±10.4%▲+5.85%×0.56

Aug 7 '25Aug 7 '25confirmed±7.6%▼−26.58%×3.51

Q2 FY26Nov 6 '25confirmed±13.5%▲+32.31%×2.39

Q3 FY26Feb 5 '26confirmed±11.1%▼−1.41%×0.13

Q4 FY26May 7 '26confirmed±10.6%▲+3.23%×0.31

Q1 FY27Aug 6 '26confirmed±10.3%▲+1.70%×0.17

quarterimplied−35%0+35%realized×

Q1 FY27±10.3%▲+1.70%×0.17

Q4 FY26±10.6%▲+3.23%×0.31

Q3 FY26±11.1%▼−1.41%×0.13

Q2 FY26±13.5%▲+32.31%×2.39

Aug '25±7.6%▼−26.58%×3.51

May '25±10.4%▲+5.85%×0.56

2 older reports

Feb '25±9.8%▼−11.58%×1.18

Nov '24±10.0%▲+10.71%×1.07

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.89OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1,781+1%Nov 2016d1,9930%

117−11%Dec 1844d0.32369+2%0.32

2190%Jan 1572d0.415360%0.41

760%Mar 19135d0.56136+5%0.56

ExpiryPutsCallsP/C

Nov 2016d1,781+1%1,9930%0.89

Dec 1844d117−11%369+2%0.32

Jan 1572d2190%5360%0.41

Mar 19135d760%136+5%0.56

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

Positioning

Linked exposure

scenario · straddle±9.7%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ1 FY27

9.73%as filednet margin · revenue −2.01% QoQ · +5.60% YoY

Revenue

$339M−2.01% QoQ

Gross profit

$203M+2.32% QoQ

59.76% margin

Operating income

$57M+349.55% QoQ

16.93% margin

Pre-tax income

$48M+267.52% QoQ

Net income

$33M+263.85% QoQ

9.73% margin

Cost of revenue

$137M−7.80% QoQ

Operating expenses

$145M−34.30% QoQ

SG&A $119M

R&D $16M

Other operating $10M

Other expense

$10M

Tax

$15M+276.49% QoQ

Revenue$339M−2.01%

Gross profit

$203M+2.32%

59.76% margin

Operating income

$57M+349.55%

16.93% margin

Pre-tax income

$48M+267.52%

Net income

$33M+263.85%

9.73% margin

Cost of revenue

$137M−7.80%

Operating expenses

$145M−34.30%

SG&A $119M

R&D $16M

Other operating $10M

Other expense

$10M

Tax$15M+276.49%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:00 ET

Intraday

Event sensitivity

CPI ×1.48· ±2.4% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.4%5 of 10×1.48

FOMCrate decision±2.3%14 of 24×1.42

PPIproducer prices±2.3%6 of 10×1.41

CPROFcorporate profits±1.7%4 of 12×1.04

NFPjobs report±1.4%7 of 10×0.88

GDPgross domestic product±1.4%9 of 19×0.87

PCEpersonal income & outlays±1.2%8 of 19×0.77

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.72 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 6 '26 · confirmed	0.72	—
Q4 FY26	May 7 '26 · confirmed	-0.41	—
Q3 FY26	Feb 5 '26 · confirmed	0.95	—
Q2 FY26	Nov 6 '25 · confirmed	0.81	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod