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

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

INNVNasdaqServices-Health Services

InnovAge Holding Corp. (INNV) earnings date, market-implied expected move, and options open interest by expiry

8.99

−0.10 · −1.10%

Regular session10:55 ET

Open9.08Volume521,004Mkt cap$1.2BP/E149.84EPS0.06

Day8.99 – 9.080%52-wk4.17 – 12.6457%

INNV

InnovAge Holding Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

after close · in 88 days

est.Q2 FY27

Calendar

Next report

Last report

+10.62%

vs ±19.9% implied · ×0.53

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

42.00%

of INNV revenue · State of Colorado

customerINNV 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+34.16%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

107 managers

Top fund weight

0.01%

INNV weight · IWM

N-PORTJun 30 '26

3 funds

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

InnovAge (INNV) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±17.3%
avg realized: ±12.3%

Feb 4 '25Feb 4 '25confirmed±29.1%▼−9.08%×0.31

May 6 '25May 6 '25confirmed±14.2%▲+14.39%×1.02

Sep 9 '25Sep 9 '25confirmed±19.9%▼−2.81%×0.14

Nov 4 '25Nov 4 '25confirmed±12.5%▼−17.56%×1.40

Q2 FY26Feb 3 '26confirmed±16.4%▲+37.46%×2.28

Q3 FY26May 5 '26confirmed±11.1%▲+2.01%×0.18

Q1 FY27Sep 8 '26confirmed±15.7%▲+4.85%×0.31

Nov 3 '26Nov 3 '26confirmed±19.9%thin chain▲+10.62%×0.53

quarterimplied−40%0+40%realized×

Nov '26±19.9%▲+10.62%×0.53

Q1 FY27±15.7%

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

Implied vs realized

Positioning

OI · 1 expiry · Nov 5 close

0.06OI · 1 expiry · Nov 5 closeP/C open interest · Nov 20 · nearest expiry

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

250%Nov 2014d402+4%

ExpiryPutsCallsP/C

Nov 2014d250%402+4%0.06

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 filedQ1 FY27

7.89%as filednet margin · revenue +1.07% QoQ · +12.14% YoY

Revenue

$265M+1.07% QoQ

Gross profit

$179M+0.54% QoQ

67.71% margin

Operating income

$20M+98.60% QoQ

7.61% margin

Pre-tax income

$20M+107.27% QoQ

Net income

$21M+113.41% QoQ

7.89% margin

Cost of revenue

$85M+2.21% QoQ

Operating expenses

$159M−5.38% QoQ

Other operating $116M

SG&A $29M

Marketing $9M

Other operating $6M

Other expense

$113,000

Tax benefit

$841,000

Revenue$265M+1.07%

Gross profit

$179M+0.54%

67.71% margin

Operating income

$20M+98.60%

7.61% margin

Pre-tax income

$20M+107.27%

Net income

$21M+113.41%

7.89% margin

Cost of revenue

$85M+2.21%

Operating expenses

$159M−5.38%

Other operating $116M

SG&A $29M

Marketing $9M

Other expense

$113,000

Tax benefit$841,000

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:45 ET

Intraday

Event sensitivity

FOMC ×1.08· ±3.3% vs ±3.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.3%7 of 24×1.08

NFPjobs report±3.0%4 of 10×0.98

PPIproducer prices±2.9%3 of 11×0.95

CPIconsumer prices±2.5%9 of 11×0.82

CPROFcorporate profits±2.2%6 of 12×0.72

GDPgross domestic product±2.1%13 of 20×0.67

PCEpersonal income & outlays±1.7%11 of 20×0.57

Bar = avg |move| to ±4% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Sep 8 '26 · confirmed	0.14	—
Q4 FY26	—	0.06	—
Q3 FY26	May 5 '26 · confirmed	-0.22	—
Q2 FY26	Feb 3 '26 · confirmed	0.08	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod