NEPHNasdaqSurgical & Medical Instruments & Apparatus

Nephros Inc (NEPH) earnings date, market-implied expected move, and options open interest by expiry

3.28

+0.04 · +1.23%

post 3.30 +0.61%

Closed15:59 ET

Open3.30Volume10,335Mkt cap$35.3MP/E20.63EPS0.16

Day3.30 – 3.30100%52-wk2.66 – 6.4217%

NEPH

Nephros Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+17.27%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−2.28%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

33 managers

Top fund weight

0.00%

NEPH weight · VTI

N-PORTJun 30 '26

1 fund

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

Nephros (NEPH) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+17.27%—

quarterimplied−20%0+20%realized×

Q2 FY26—▲+17.27%—

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

Implied vs realized

Positioning

No open-interest data.

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

19.89%as filednet margin · revenue +15.45% QoQ · +36.16% YoY

Revenue

$6M+15.45% QoQ

Gross profit

$4M+34.51% QoQ

66.91% margin

Operating income

$1M+1150.52% QoQ

20.16% margin

Pre-tax income

$1M+764.29% QoQ

Net income

$1M+755.00% QoQ

19.89% margin

Cost of revenue

$2M−10.27% QoQ

Operating expenses

$3M−2.87% QoQ

SG&A $2M

R&D $366,000

Depreciation $29,000

Other expense

$3,000

Tax

$13,000

Revenue$6M+15.45%

Gross profit

$4M+34.51%

66.91% margin

Operating income

$1M+1150.52%

20.16% margin

Pre-tax income

$1M+764.29%

Net income

$1M+755.00%

19.89% margin

Cost of revenue

$2M−10.27%

Operating expenses

$3M−2.87%

SG&A $2M

R&D $366,000

Depreciation $29,000

Other expense

$3,000

Tax$13,000

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.29· ±4.3% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.3%4 of 10×1.29

PCEpersonal income & outlays±4.2%8 of 19×1.25

PPIproducer prices±3.9%5 of 10×1.17

GDPgross domestic product±3.6%10 of 19×1.07

FOMCrate decision±3.5%13 of 24×1.03

CPROFcorporate profits±3.1%5 of 12×0.91

CPIconsumer prices±2.7%5 of 10×0.81

Bar = avg |move| to ±5% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.11	—
Q1 FY26	—	0.01	—
Q3 FY25	—	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod