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

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

LIVNNasdaqElectromedical & Electrotherapeutic Apparatus

LivaNova PLC (LIVN) earnings date, market-implied expected move, and options open interest by expiry

91.07

−3.12 · −3.32%

Regular session12:28 ET

Open95.20Volume3.8MMkt cap$5.2BP/E25.44EPS3.58

Day91.08 – 95.700%52-wk48.82 – 99.3884%

LIVN

LivaNova PLC

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

before open · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

+17.88%

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+13.94%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

303 managers

Top fund weight

0.14%

LIVN weight · IWM

N-PORTJun 30 '26

4 funds

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

LivaNova (LIVN) is expected to report on Feb 24 before open (estimated date).

Implied vs realized

8 reports

5 of 7≥ implied

avg implied: ±9.2%
avg realized: ±11.7%

Feb 25 '25Feb 25 '25confirmed±8.6%▼−15.76%×1.83

May 7 '25May 7 '25confirmed±9.5%▲+23.72%×2.49

Aug 6 '25Aug 6 '25confirmed±9.7%▲+11.15%×1.15

Nov 5 '25Nov 5 '25confirmed±10.4%▼−5.80%×0.56

Q1 FY26Feb 25 '26confirmed±9.3%▲+1.80%×0.19

May 6 '26May 6 '26confirmed±9.1%▲+15.05%×1.65

Q2 FY26Aug 5 '26confirmed±7.7%▼−8.41%×1.09

Q3 FY26Nov 4 '26confirmed—▲+17.88%—

quarterimplied−25%0+25%realized×

Q3 FY26—▲+17.88%—

Q2 FY26±7.7%−8.41%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.35OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

150%Nov 2015d2.1470%2.14

42+5%Dec 1843d0.321330%0.32

790%Jan 1571d0.581360%0.58

report · Feb 24 · before open · est.

9+50%Apr 16162d26+13%

ExpiryPutsCallsP/C

Nov 2015d150%70%2.14

Dec 1843d42+5%1330%0.32

Jan 1571d790%1360%0.58

report · Feb 24 · before open · est.

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

8.72%as filednet margin · revenue +0.66% QoQ · +9.89% YoY

Revenue

$393M+0.66% QoQ

Gross profit

$265M−3.15% QoQ

67.42% margin

Operating income

$28M−42.56% QoQ

7.23% margin

Pre-tax income

$47M+153.12% QoQ

Net income

$34M−68.41% QoQ

8.72% margin

Cost of revenue

$128M+9.56% QoQ

Operating expenses

$237M+5.55% QoQ

SG&A $155M

R&D $48M

Other operating $34M

Tax

$12M+113.74% QoQ

Other income

$18M+158.69% QoQ

Revenue$393M+0.66%

Gross profit

$265M−3.15%

67.42% margin

Operating income

$28M−42.56%

7.23% margin

Pre-tax income

$47M+153.12%

Net income

$34M−68.41%

8.72% margin

Cost of revenue

$128M+9.56%

Operating expenses

$237M+5.55%

SG&A $155M

R&D $48M

Other operating $34M

Other income$18M+158.69%

Tax$12M+113.74%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:15 ET

Intraday

Event sensitivity

FOMC ×2.18· ±3.6% vs ±1.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.6%13 of 24×2.18

CPIconsumer prices±1.9%5 of 10×1.14

PCEpersonal income & outlays±1.3%9 of 19×0.78

CPROFcorporate profits±1.0%5 of 12×0.62

PPIproducer prices±1.0%7 of 10×0.61

GDPgross domestic product±1.0%8 of 19×0.58

NFPjobs report±0.9%6 of 10×0.55

Bar = avg |move| to ±4% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	0.11	—
Q2 FY26	Aug 5 '26 · confirmed	1.93	—
Q1 FY26	Feb 25 '26 · confirmed	0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod