HAE
HAEMONETICS CORP85.39post+$0.01 (+0.01%)at close +$0.00 (+0.00%)
as of 19:59:58 UTCnext report Aug 13 · 8d
Earnings Room‹ back to HAE
The report
fiscal Q1 2027 · from the company's noticeAug 13before open8days out
Expected movement
market-implied · at the Aug 4 close±8.9%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±10.7% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 40% annualized.
expiry Aug 21 · first after the reportATM strike 85straddle 10.75ATM IV 73% vs 55% at Sep 18× 0.85 straddle-to-rangespot 85.39
Blast radius
3 linked · N-PORT + EDGARIf HAE moves ±10.7% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color5/8reports moved further than the options market had pricedtypically ±12.8% realized vs ±9.9% priced
May 7 '26±10.6%→+3.2%×0.31
Feb 5 '26±11.1%→−1.4%×0.13
Nov 6 '25±13.5%→+32.3%×2.39
Aug 7 '25±7.6%→−26.6%×3.51
May 8 '25±10.4%→+5.8%×0.56
Feb 6 '25±9.8%→−11.6%×1.18
Nov 7 '24±10.0%→+10.7%×1.07
Aug 8 '24±6.1%→−10.8%×1.79
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q3 FY26 · reported 0.95 · rev $339M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.