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

Implied ±15.2%, either direction.

HTFLNasdaqSurgical & Medical Instruments & Apparatus

Heartflow, Inc. (HTFL) earnings date, market-implied expected move, and options open interest by expiry

54.57

+0.08 · +0.15%

Regular session14:22 ET

Open54.04Volume1.6MMkt cap$4.7BP/E17.95EPS3.04

Day54.03 – 55.7532%52-wk20.13 – 60.5685%

HTFL

Heartflow, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.2%implied · report alone

8Q avg ±13.3%·×1.14·fair

46.2362.75

straddle ±17.7%

spot 54.49exp Nov 20ATM strike 55ATM straddle 11.35IV 118%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

+35.70%

vs ±10.4% implied · ×3.42

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+3.83%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

192 managers

Top fund weight

0.07%

HTFL weight · IWM

N-PORTJun 30 '26

3 funds

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

Heartflow (HTFL) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

5 reports

—≥ implied

Q3 FY25Sep 10 '25confirmed—▼−3.52%—

Nov 12 '25Nov 12 '25confirmed—▼−13.43%—

Q1 FY26Mar 18 '26confirmed±17.1%▲+1.65%×0.10

May 14 '26May 14 '26confirmed±11.5%▼−12.17%×1.06

Q2 FY26Aug 13 '26confirmed±10.4%▲+35.70%×3.42

quarterimplied−40%0+40%realized×

Q2 FY26±10.4%▲+35.70%×3.42

May '26±11.5%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 27 close

1.13OI · 5 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

3,3290%Nov 2017d2,934−3%

466+2%Dec 1845d0.588040%0.58

1,370+2%Jan 1573d0.662,0900%0.66

650%Mar 19136d0.50130−2%0.50

510%Apr 16164d0.78650%0.78

ExpiryPutsCallsP/C

Nov 2017d3,3290%2,934−3%1.13

Dec 1845d466+2%8040%0.58

Jan 1573d1,370+2%2,0900%0.66

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

Positioning

Linked exposure

scenario · straddle±17.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−24.57%as filednet margin · revenue +21.86% QoQ · +47.57% YoY

Revenue$64M+21.86%

Gross profit$53M83.00%+26.15%

Operating income−$18M−27.93%+39.33%

Pre-tax income−$16M+42.53%

Net income−$16M−24.57%+42.50%

Cost of revenue$11M+4.50%

Operating expenses$71M−0.81%

Tax$22,000−4.35%

Other income$2M+1.49%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 ET

Intraday

Event sensitivity

PPI ×1.68· ±5.9% vs ±3.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±5.9%7 of 10×1.68

CPIconsumer prices±3.6%6 of 10×1.04

NFPjobs report±3.5%3 of 10×0.99

FOMCrate decision±3.3%4 of 9×0.94

GDPgross domestic product±2.7%5 of 12×0.77

PCEpersonal income & outlays±2.5%5 of 12×0.72

CPROFcorporate profits±2.5%2 of 9×0.71

Bar = avg |move| to ±6% · tick = ±3.5% avg day · ×base = |move| ÷ ±3.5% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.18	—
Q1 FY26	Mar 18 '26 · confirmed	-0.32	—
Q3 FY25	Sep 10 '25 · confirmed	-1.04	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod