How often does Health Catalyst move more than the options market prices?

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

HCATNasdaqServices-Computer Programming, Data Processing, Etc.

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

1.60

+0.16 · +10.76%

post 1.60 0.00%

Closed16:00 ET

Open1.51Volume310,806Mkt cap$119.7M

Day1.51 – 1.60100%52-wk0.96 – 3.3626%

HCAT

Health Catalyst, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−25.11%

vs ±23.4% implied · ×1.08

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

10hMSFT · supplierMicrosoft announces change to director slate for Annual Shareholders Meeting

News

Largest filed tie

13F top-10 QoQ

−2.88%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

126 managers

Top fund weight

0.00%

HCAT weight · VTI

N-PORTJun 30 '26

1 fund

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

Health Catalyst (HCAT) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±26.1%
avg realized: ±13.3%

Feb 26 '25Feb 26 '25confirmed±17.2%▼−11.13%×0.65

May 7 '25May 7 '25confirmed±23.7%▲+5.29%×0.22

Aug 7 '25Aug 7 '25confirmed±28.3%▼−23.31%×0.82

Q3 FY25Nov 10 '25confirmed±15.8%▼−5.61%×0.36

Jan 12 '26Jan 12 '26confirmed±6.1%▼−2.44%×0.40

Q1 FY26Mar 12 '26confirmed±36.1%▼−26.26%×0.73

May 11 '26May 11 '26confirmed±58.0%▲+7.25%×0.12

Q2 FY26Aug 6 '26confirmed±23.4%▼−25.11%×1.08

quarterimplied−60%0+60%realized×

Q2 FY26±23.4%▼−25.11%×1.08

May '26±58.0%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 19 close

0.44OI · 1 expiry · Oct 19 closeP/C open interest · Dec 18 · first expiry after the report

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

16,1220%Dec 1843d36,7000%

ExpiryPutsCallsP/C

Dec 1843d16,1220%36,7000%0.44

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−57.51%as filednet margin · revenue −0.38% QoQ · −12.68% YoY

Revenue$70M−0.38%

Gross profit$35M49.46%−1.70%

Operating income−$36M−51.75%+65.74%

Pre-tax income−$40M+63.64%

Net income−$41M−57.51%+63.49%

Cost of revenue$36M+0.95%

Operating expenses$71M−49.74%

Tax$315,000−23.91%

Other expense−$4M+9.50%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.36· ±4.4% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.4%5 of 10×1.36

GDPgross domestic product±4.4%6 of 19×1.35

PCEpersonal income & outlays±4.1%8 of 19×1.27

PPIproducer prices±3.4%3 of 10×1.06

FOMCrate decision±3.1%10 of 24×0.95

CPIconsumer prices±2.4%3 of 10×0.74

CPROFcorporate profits±2.3%6 of 12×0.71

Bar = avg |move| to ±5% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS -0.55 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.55	—
Q1 FY26	Mar 12 '26 · confirmed	-1.53	—
Q3 FY25	Nov 10 '25 · confirmed	-0.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod