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

Implied ±35.3%, either direction.

How often does Inspired Entertainment move more than the options market prices?

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

INSENasdaqServices-Prepackaged Software

Inspired Entertainment, Inc. (INSE) earnings date, market-implied expected move, and options open interest by expiry

3.80

+0.01 · +0.22%

post 3.78 −0.37%

Closed15:59 ET

Open3.77Volume331,255Mkt cap$99.6MEPS-0.32

Day3.77 – 3.9210%52-wk3.10 – 9.9510%

INSE

Inspired Entertainment, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±35.3%implied · straddle

2.455.13

spot 3.79exp Nov 20ATM strike 5ATM straddle 1.58IV 158%

Nov 2 closethin chain

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−4.75%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.62%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

98 managers

Top fund weight

0.01%

INSE weight · IWM

N-PORTJun 30 '26

2 funds

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

Inspired Entertainment (INSE) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±15.7%
avg realized: ±7.2%

Nov 7 '24Nov 7 '24confirmed±9.0%▲+2.96%×0.33

Mar 17 '25Mar 17 '25confirmed±17.4%▼−6.00%×0.34

May 8 '25May 8 '25confirmed±14.6%▲+4.42%×0.30

Aug 6 '25Aug 6 '25confirmed±14.4%▼−6.12%×0.43

Nov 5 '25Nov 5 '25confirmed±23.0%▲+12.78%×0.56

Q1 FY26Mar 10 '26confirmed±14.0%▼−5.28%×0.38

May 7 '26May 7 '26confirmed±17.8%▲+12.50%×0.70

Q2 FY26Aug 5 '26confirmed—▼−4.75%—

quarterimplied−25%0+25%realized×

Q2 FY26—▼−4.75%—

May '26±17.8%▲+12.50%

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

0—

Positioning

Linked exposure

scenario · straddle±35.3%

Funds 2

IWM±0.0%

UWM±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

0.33%as filednet margin · revenue +6.29% QoQ · −24.28% YoY

Revenue

$61M+6.29% QoQ

Gross profit

$49M+5.65% QoQ

79.93% margin

Operating income

$10M+7.61% QoQ

16.28% margin

Pre-tax income

$600,000+150.00% QoQ

Net income

$200,000+140.00% QoQ

0.33% margin

Cost of revenue

$12M+8.93% QoQ

Operating expenses

$39M+5.16% QoQ

SG&A $24M

Depreciation $15M

Other expense

$9M

Tax

$400,000+157.14% QoQ

Revenue$61M+6.29%

Gross profit

$49M+5.65%

79.93% margin

Operating income

$10M+7.61%

16.28% margin

Pre-tax income

$600,000+150.00%

Net income

$200,000+140.00%

0.33% margin

Cost of revenue

$12M+8.93%

Operating expenses

$39M+5.16%

SG&A $24M

Depreciation $15M

Other expense

$9M

Tax$400,000+157.14%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.47· ±3.4% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.4%0 of 10×1.47

FOMCrate decision±2.6%8 of 24×1.13

CPROFcorporate profits±2.4%7 of 12×1.07

GDPgross domestic product±2.3%9 of 19×0.99

PPIproducer prices±2.1%5 of 10×0.93

PCEpersonal income & outlays±1.8%8 of 19×0.79

NFPjobs report±1.7%4 of 10×0.75

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.01	—
Q1 FY26	Mar 10 '26 · confirmed	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod