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

Implied ±15.4%, either direction.

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

0 of the last 7 reports moved at least as far as the implied move.

INGNNasdaqOrthopedic, Prosthetic & Surgical Appliances & Supplies

Inogen Inc (INGN) earnings date, market-implied expected move, and options open interest by expiry

7.32

+0.30 · +4.20%

Regular session14:08 ET

Open7.34Volume201,831Mkt cap$186.3MEPS-0.90

Day7.25 – 7.3471%52-wk5.05 – 8.2970%

INGN

Inogen Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.4%implied · straddle

5.948.10

spot 7.02exp Nov 20ATM strike 7.5ATM straddle 1.28IV 97%

Nov 3 closethin chain

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−6.78%

vs ±39.6% implied · ×0.17

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+10.60%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

127 managers

Top fund weight

0.01%

INGN weight · IWM

N-PORTJun 30 '26

3 funds

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

Inogen (INGN) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±20.5%
avg realized: ±8.1%

Nov 7 '24Nov 7 '24confirmed—▲+17.23%—

Feb 25 '25Feb 25 '25confirmed±17.2%▼−14.81%×0.86

May 7 '25May 7 '25confirmed±14.3%▼−11.44%×0.80

Aug 7 '25Aug 7 '25confirmed±17.0%▲+10.39%×0.61

Q3 FY25Nov 5 '25confirmed±18.9%▼−8.31%×0.44

Q1 FY26Feb 24 '26confirmed±19.7%▲+2.91%×0.15

May 7 '26May 7 '26confirmed±16.8%▼−2.36%×0.14

Q2 FY26Aug 6 '26confirmed±39.6%▼−6.78%×0.17

quarterimplied−40%0+40%realized×

Q2 FY26±39.6%▼−6.78%×0.17

May '26±16.8%▼−2.36%×0.14

Q1 FY26±19.7%▲+2.91%×0.15

Q3 FY25±18.9%▼−8.31%×0.44

Aug '25±17.0%▲+10.39%×0.61

May '25±14.3%▼−11.44%×0.80

2 older reports

Feb '25±17.2%▼−14.81%×0.86

Nov '24—▲+17.23%—

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.00OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

10%Nov 2016d402−2%

315+2%Dec 1844d0.181,7260%0.18

2580%Mar 19135d0.386710%0.38

ExpiryPutsCallsP/C

Nov 2016d10%402−2%0.00

Dec 1844d315+2%1,7260%0.18

Mar 19135d2580%6710%0.38

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

Positioning

Linked exposure

scenario · straddle±15.4%

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

−4.05%as filednet margin · revenue +11.72% QoQ · +3.04% YoY

Revenue$95M+11.72%

Gross profit$43M45.51%+14.29%

Operating income−$5M−5.36%+45.42%

Pre-tax income−$4M+52.88%

Net income−$4M−4.05%+53.75%

Cost of revenue$52M+9.66%

Operating expenses$48M+2.48%

Tax−$154,000+11.49%

Other income$1M+30.31%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

FOMC ×1.12· ±3.0% vs ±2.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.0%13 of 24×1.12

PPIproducer prices±2.3%4 of 10×0.88

NFPjobs report±2.3%2 of 10×0.86

CPIconsumer prices±1.8%6 of 10×0.67

PCEpersonal income & outlays±1.7%5 of 19×0.65

GDPgross domestic product±1.1%6 of 19×0.42

CPROFcorporate profits±0.7%5 of 12×0.27

Bar = avg |move| to ±3% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.14	—
Q1 FY26	Feb 24 '26 · confirmed	-0.30	—
Q3 FY25	Nov 5 '25 · confirmed	-0.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod