LUNG
Pulmonx Corp2.05post−$0.01 (−0.49%)at close +$0.00 (+0.00%)
as of 23:45:41 UTCnext report Nov 4 · 91d
Earnings Room‹ back to LUNG
The report
fiscal Q3 2026 · from the company's noticeNov 4after close91days out
Expected movement
market-implied · at the Aug 4 close±52.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Nov 20 · first after the reportATM strike 2.5straddle 1.28ATM IV 128%× 0.85 straddle-to-rangespot 2.05
Blast radius
2 linked · N-PORT + EDGARIf LUNG moves ±52.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +2%11.2k
Aug 21
18d
934▲ +1%
first
0
Sep 18
46d
13
▲ +30%
first
0
Nov 20
109d
14
▲ +27%
▲ +0%7
Dec 18
137d
87
▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±23.6% realized vs ±53.5% priced
Q2 FY26±35.2%→+28.8%×0.82
Apr 29 '26±68.0%→+6.7%×0.10
Mar 4 '26±38.6%→+11.8%×0.31
Nov 12 '25±29.8%→−18.9%×0.63
Oct 27 '25±180.0%→+26.9%×0.15
Jul 30 '25±43.3%→−41.6%×0.96
Apr 30 '25±22.8%→−21.9%×0.96
Feb 19 '25±10.6%→+32.2%×3.04
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.24 · rev $23M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.