How often does Lifecore Biomedical move more than the options market prices?

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

LFCRNasdaqPharmaceutical Preparations

Lifecore Biomedical, Inc. (LFCR) earnings date, market-implied expected move, and options open interest by expiry

6.39

−0.05 · −0.85%

Regular session13:47 ET

Open6.44Volume270,833Mkt cap$244.1MEPS-2.09

Day6.39 – 6.440%52-wk3.63 – 8.9852%

LFCR

Lifecore Biomedical, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Apr 2

before open · in 148 days

est.Q2 FY27

Calendar

Next report

Last report

+0.31%

vs ±13.6% implied · ×0.02

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Largest filed tie

44.00%

of LFCR revenue · Alcon Research

customerLFCR 10-K

Largest filed tie

13F top-10 QoQ

+2.86%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

100 managers

Top fund weight

0.00%

LFCR weight · IWM

N-PORTJun 30 '26

3 funds

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

Lifecore Biomedical (LFCR) is expected to report on Apr 2 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±18.9%
avg realized: ±10.8%

Jan 2 '25Jan 2 '25confirmed±19.2%▲+14.41%×0.75

Apr 3 '25Apr 3 '25confirmed±21.7%▼−22.32%×1.03

Aug 7 '25Aug 7 '25confirmed±10.4%▼−6.70%×0.64

Nov 6 '25Nov 6 '25confirmed±21.1%▲+3.47%×0.16

Q1 FY26Mar 16 '26confirmed±17.0%▼−33.26%×1.96

May 6 '26May 6 '26confirmed±13.3%▼−3.88%×0.29

Q2 FY26Aug 5 '26confirmed±35.1%▲+2.07%×0.06

Q3 FY26Nov 4 '26confirmed±13.6%▲+0.31%×0.02

quarterimplied−40%0+40%realized×

Q3 FY26±13.6%▲+0.31%×0.02

Q2 FY26±35.1%▲+2.07%×0.06

May '26±13.3%▼−3.88%×0.29

Q1 FY26±17.0%▼−33.26%×1.96

Nov '25±21.1%▲+3.47%×0.16

Aug '25±10.4%▼−6.70%×0.64

2 older reports

Apr '25±21.7%▼−22.32%×1.03

Jan '25±19.2%▲+14.41%×0.75

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.17OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · nearest expiry

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

1810%Nov 2015d1,0460%

1,051+11%Dec 1843d0.502,086+5%0.50

530+1%Mar 19134d0.311,734+17%0.31

ExpiryPutsCallsP/C

Nov 2015d1810%1,0460%0.17

Dec 1843d1,051+11%2,086+5%0.50

Mar 19134d530+1%1,734+17%0.31

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 filedQ3 FY26

−158.30%as filednet margin · revenue −25.89% QoQ · −27.97% YoY

Revenue$25M−25.89%

Gross profit$7M26.96%−43.47%

Operating income−$894,000−3.53%−134.83%

Pre-tax income−$40M−552.75%

Net income−$40M−158.30%−551.14%

Cost of revenue$18M−16.28%

Operating expenses$8M−18.81%

Tax$51,000+121.74%

Other expense−$39M−349.87%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:45 ET

Intraday

Event sensitivity

FOMC ×1.14· ±3.2% vs ±2.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.2%12 of 24×1.14

CPROFcorporate profits±2.9%6 of 12×1.04

PPIproducer prices±2.8%4 of 10×1.00

GDPgross domestic product±2.2%9 of 19×0.77

PCEpersonal income & outlays±1.9%9 of 19×0.68

NFPjobs report±1.9%4 of 10×0.67

CPIconsumer prices±1.0%5 of 10×0.34

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

Earnings history

EPS -1.08 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	-1.08	—
Q2 FY26	Aug 5 '26 · confirmed	-0.19	—
Q1 FY26	Mar 16 '26 · confirmed	-0.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod