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

Implied ±7.5%, either direction.

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

88.73

+8.13 · +10.09%

Regular session15:00 ET

Open80.60Volume425,316Mkt cap$1.8BP/E30.70EPS2.89Div yield1.18%

Day80.60 – 88.73100%52-wk78.22 – 117.3727%

LMAT

Lemaitre Vascular Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.5%implied · report alone

8Q avg ±11.2%·×0.67·cheap

74.5786.63

straddle ±9.7%

spot 80.60exp Nov 20ATM strike 80ATM straddle 9.20IV 67%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−25.32%

vs ±7.1% implied · ×3.57

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.79%

shares held · 10 largest managers

13F · Jun 30 '26127d 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 Nov 5 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%

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

1.48OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

370%Nov 2016d25+67%

198+1%Dec 1844d1.751130%1.75

62+5%Mar 19135d0.7682+14%0.76

ExpiryPutsCallsP/C

Nov 2016d370%25+67%1.48

Dec 1844d198+1%1130%1.75

Mar 19135d62+5%82+14%0.76

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

Positioning

Linked exposure

scenario · straddle±9.7%

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 filedQ2 FY26

24.22%as filednet margin · revenue +5.76% QoQ · +9.57% YoY

Revenue

$70M+5.76% QoQ

Gross profit

$51M+4.89% QoQ

72.13% margin

Operating income

$20M+14.76% QoQ

28.98% margin

Pre-tax income

$22M+12.79% QoQ

Net income

$17M+8.74% QoQ

24.22% margin

Cost of revenue

$20M+8.06% QoQ

Operating expenses

$30M−0.84% QoQ

Marketing $14M

SG&A $11M

R&D $5M

Tax

$5M+28.70% QoQ

Other income

$2M−5.64% QoQ

Revenue$70M+5.76%

Gross profit

$51M+4.89%

72.13% margin

Operating income

$20M+14.76%

28.98% margin

Pre-tax income

$22M+12.79%

Net income

$17M+8.74%

24.22% margin

Cost of revenue

$20M+8.06%

Operating expenses

$30M−0.84%

Marketing $14M

SG&A $11M

R&D $5M

Other income$2M−5.64%

Tax$5M+28.70%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 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 0.74 · consensus —

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

Source: filed financials

Methodology

ties · implied moves · holdersMethod