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

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

LUNGNasdaqSurgical & Medical Instruments & Apparatus

Pulmonx Corp (LUNG) earnings date, market-implied expected move, and options open interest by expiry

2.71

+0.13 · +5.02%

post 2.73 +0.75%

Closed16:36 ET

Open2.75Volume743,908Mkt cap$110.8M

Day2.65 – 2.7577%52-wk1.13 – 3.2575%

LUNG

Pulmonx Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

+27.27%

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−12.74%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

107 managers

Top fund weight

0.00%

LUNG weight · VTI

N-PORTJun 30 '26

1 fund

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

Pulmonx (LUNG) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±35.5%
avg realized: ±23.1%

Feb 19 '25Feb 19 '25confirmed±10.6%▲+32.23%×3.04

Apr 30 '25Apr 30 '25confirmed±22.8%▼−21.95%×0.96

Jul 30 '25Jul 30 '25confirmed±43.3%▼−41.59%×0.96

Nov 12 '25Nov 12 '25confirmed±29.8%▼−18.88%×0.63

Q1 FY26Mar 4 '26confirmed±38.6%▲+11.81%×0.31

Apr 29 '26Apr 29 '26confirmed±68.0%▲+6.67%×0.10

Q2 FY26Jul 29 '26confirmed±35.2%▲+28.80%×0.82

Q3 FY26Oct 27 '26confirmed—▲+27.27%—

quarterimplied−70%0+70%realized×

Q3 FY26—▲+27.27%—

Q2 FY26±35.2%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 19 close

0.16OI · 2 expiries · Oct 19 closeP/C open interest · Dec 18 · nearest expiry

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

180%Dec 1844d1160%

1240%Feb 19107d3.26380%3.26

ExpiryPutsCallsP/C

Dec 1844d180%1160%0.16

Feb 19107d1240%380%3.26

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

−36.76%as filednet margin · revenue +0.35% QoQ · +6.20% YoY

Revenue$23M+0.35%

Gross profit$17M76.19%−1.93%

Operating income−$7M−32.80%+17.30%

Pre-tax income−$8M+17.13%

Net income−$8M−36.76%+16.73%

Cost of revenue$5M+8.42%

Operating expenses$25M−7.13%

Tax$151,000+13.53%

Other expense−$753,000+15.39%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

PCE ×2.08· ±7.4% vs ±3.6% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±7.4%9 of 19×2.08

GDPgross domestic product±6.2%8 of 19×1.74

NFPjobs report±5.0%1 of 10×1.40

CPROFcorporate profits±4.7%5 of 12×1.33

PPIproducer prices±4.0%2 of 10×1.12

FOMCrate decision±3.0%13 of 24×0.84

CPIconsumer prices±1.7%6 of 11×0.48

Bar = avg |move| to ±8% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	-0.19	—
Q2 FY26	Jul 29 '26 · confirmed	-0.24	—
Q1 FY26	Mar 4 '26 · confirmed	-0.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod