What move does the options market price into Lemaitre Vascular's report?

Implied ±17.3%, either direction · provisional.

How often does Lemaitre Vascular move more than the options market prices?

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

LMATNasdaqSurgical & Medical Instruments & Apparatus

Lemaitre Vascular Inc (LMAT) earnings date, market-implied expected move, and options open interest by expiry

81.89

−6.03 · −6.86%

Regular session13:11 ET

Open80.50Volume520,422Mkt cap$2.0BP/E29.46EPS2.78Div yield1.08%

Day78.77 – 83.7762%52-wk78.22 – 117.379%

LMAT

Lemaitre Vascular Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.3%implied · straddle

72.71103.13

spot 87.92exp Mar 19ATM strike 90ATM straddle 17.90IV 34%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.79%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

324 managers

Top fund weight

0.07%

LMAT weight · IWM

N-PORTJun 30 '26

4 funds

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

Lemaitre Vascular (LMAT) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±7.3%
avg realized: ±11.2%

Oct 31 '24Oct 31 '24confirmed±8.0%▲+7.34%×0.92

Feb 27 '25Feb 27 '25confirmed±8.4%▼−8.07%×0.96

May 1 '25May 1 '25confirmed±5.6%▼−12.79%×2.29

Aug 5 '25Aug 5 '25confirmed±6.1%▲+8.91%×1.45

Nov 6 '25Nov 6 '25confirmed±8.0%▲+1.43%×0.18

Q1 FY26Feb 25 '26confirmed±7.6%▲+24.41%×3.20

May 5 '26May 5 '26confirmed±7.3%▼−1.59%×0.22

Q2 FY26Aug 4 '26confirmed±7.1%▼−25.32%×3.57

quarterimplied−30%0+30%realized×

Q2 FY26±7.1%▼−25.32%×3.57

May '26±7.3%▼−1.59%×0.22

Q1 FY26±7.6%▲+24.41%×3.20

Nov '25±8.0%▲+1.43%×0.18

Aug '25±6.1%▲+8.91%×1.45

May '25±5.6%▼−12.79%×2.29

2 older reports

Feb '25±8.4%▼−8.07%×0.96

Oct '24±8.0%▲+7.34%×0.92

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

0.76OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

38+3%Nov 2015d1.52250%1.52

199+1%Dec 1843d1.761130%1.76

report · Feb 24 · after close · est.

620%Mar 19134d820%

ExpiryPutsCallsP/C

Nov 2015d38+3%250%1.52

Dec 1843d199+1%1130%1.76

report · Feb 24 · after close · est.

Mar 19134d620%820%0.76

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±17.3%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

22.10%as filednet margin · revenue −3.43% QoQ · +11.34% YoY

Revenue

$68M−3.43% QoQ

Gross profit

$49M−4.06% QoQ

71.66% margin

Operating income

$18M−13.26% QoQ

26.03% margin

Pre-tax income

$20M−11.33% QoQ

Net income

$15M−11.88% QoQ

22.10% margin

Cost of revenue

$19M−1.80% QoQ

Operating expenses

$31M+2.12% QoQ

Marketing $15M

SG&A $12M

R&D $4M

Tax

$5M−9.52% QoQ

Other income

$2M+10.56% QoQ

Revenue$68M−3.43%

Gross profit

$49M−4.06%

71.66% margin

Operating income

$18M−13.26%

26.03% margin

Pre-tax income

$20M−11.33%

Net income

$15M−11.88%

22.10% margin

Cost of revenue

$19M−1.80%

Operating expenses

$31M+2.12%

Marketing $15M

SG&A $12M

R&D $4M

Other income$2M+10.56%

Tax$5M−9.52%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

CPI ×1.23· ±1.9% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.9%4 of 10×1.23

PCEpersonal income & outlays±1.6%8 of 19×1.05

PPIproducer prices±1.6%5 of 10×1.03

GDPgross domestic product±1.4%7 of 19×0.88

CPROFcorporate profits±1.2%4 of 12×0.75

NFPjobs report±1.0%7 of 10×0.64

FOMCrate decision±1.0%8 of 24×0.63

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 0.65 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.65	—
Q2 FY26	Aug 4 '26 · confirmed	0.74	—
Q1 FY26	Feb 25 '26 · confirmed	0.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod