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

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

KLTRNasdaqServices-Prepackaged Software

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

1.44

Closed16:01 ET

Open1.54Volume179,565Mkt cap$221.2MEPS-0.09

Day1.44 – 1.544%52-wk1.06 – 2.0538%

KLTR

Kaltura Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

+6.62%

vs ±27.3% implied · ×0.24

shaded = implied · ▲▼ = realized

May 11 '26 · confirmed

Implied vs realized

Largest filed tie

10.10%

of KLTR revenue · Vodafone

customerKLTR 10-K

Largest filed tie

13F top-10 QoQ

+3.41%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

99 managers

Top fund weight

0.00%

KLTR weight · IWM

N-PORTJun 30 '26

3 funds

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

Kaltura (KLTR) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±33.0%
avg realized: ±9.0%

Aug 8 '24Aug 8 '24confirmed±36.4%▲+6.09%×0.17

Nov 6 '24Nov 6 '24confirmed±58.8%▲+21.83%×0.37

Feb 20 '25Feb 20 '25confirmed±18.7%▼−2.00%×0.11

May 8 '25May 8 '25confirmed±18.7%▼−0.91%×0.05

Aug 7 '25Aug 7 '25confirmed±15.1%0.00%×0.00

Q3 FY25Nov 10 '25confirmed±59.7%▲+25.17%×0.42

Q1 FY26Mar 16 '26confirmed±29.4%▼−9.35%×0.32

May 11 '26May 11 '26confirmed±27.3%▲+6.62%×0.24

quarterimplied−60%0+60%realized×

May '26±27.3%▲+6.62%×0.24

Q1 FY26±29.4%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 27 close

0.00OI · 1 expiry · Oct 27 closeP/C open interest · Dec 18 · first expiry after the report

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

30%Dec 1847d45,5310%

ExpiryPutsCallsP/C

Dec 1847d30%45,5310%0.00

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

−11.82%as filednet margin · revenue +5.08% QoQ · +5.47% YoY

Revenue$47M+5.08%

Gross profit$35M73.65%+7.57%

Operating income−$775,000−1.65%+36.68%

Pre-tax income−$3M−135.68%

Net income−$6M−11.82%−47.09%

Cost of revenue$12M−1.29%

Operating expenses$35M+5.94%

Tax$2M−0.04%

Other expense−$2M−2617.65%

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

FOMC ×1.10· ±3.1% vs ±2.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%10 of 24×1.10

CPIconsumer prices±2.7%4 of 10×0.96

PCEpersonal income & outlays±2.6%10 of 19×0.92

CPROFcorporate profits±2.5%5 of 12×0.89

GDPgross domestic product±2.3%6 of 19×0.84

NFPjobs report±1.9%4 of 10×0.68

PPIproducer prices±1.8%4 of 10×0.65

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.04	—
Q1 FY26	Mar 16 '26 · confirmed	-0.03	—
Q3 FY25	Nov 10 '25 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod