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

Implied ±22.9%, either direction.

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

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

NPCENasdaqSurgical & Medical Instruments & Apparatus

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

12.28

−0.06 · −0.49%

post 12.31 +0.25%

After hours16:01 ETdelayed

Open12.38Volume120,460Mkt cap$423.6MEPS-0.57

Day12.28 – 12.5910%52-wk9.22 – 19.6030%

NPCE

NeuroPace Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±22.9%implied · straddle

9.5115.17

spot 12.34exp Nov 20ATM strike 12.5ATM straddle 3.33IV 152%

Nov 2 closethin chain

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−3.26%

vs ±33.3% implied · ×0.10

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

56mGBCI · supplierGlacier Bancorp posts Q3 net income $104,562 thousand, EPS $0.80

News

Largest filed tie

13F top-10 QoQ

+0.57%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

111 managers

Top fund weight

0.01%

NPCE weight · IWM

N-PORTJun 30 '26

3 funds

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

NeuroPace (NPCE) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±24.2%
avg realized: ±8.5%

Jan 8 '25Jan 8 '25confirmed±13.6%▼−0.58%×0.04

Mar 4 '25Mar 4 '25confirmed±17.1%▼−2.43%×0.14

May 13 '25May 13 '25confirmed±9.5%▲+20.46%×2.15

Aug 12 '25Aug 12 '25confirmed±17.0%▲+2.08%×0.12

Q3 FY25Nov 4 '25confirmed±55.7%▲+38.09%×0.68

Q1 FY26Mar 3 '26confirmed±32.3%▲+0.87%×0.03

May 12 '26May 12 '26confirmed±15.3%▲+0.06%×0.00

Q2 FY26Aug 11 '26confirmed±33.3%▼−3.26%×0.10

quarterimplied−60%0+60%realized×

Q2 FY26±33.3%▼−3.26%×0.10

May '26±15.3%▲+0.06%×0.00

Q1 FY26±32.3%▲+0.87%×0.03

Q3 FY25±55.7%▲+38.09%×0.68

Aug '25±17.0%▲+2.08%×0.12

May '25±9.5%▲+20.46%×2.15

2 older reports

Mar '25±17.1%▼−2.43%×0.14

Jan '25±13.6%▼−0.58%×0.04

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.06OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

140%Nov 2017d254+4%

20%Feb 19108d0.01183+20%0.01

ExpiryPutsCallsP/C

Nov 2017d140%254+4%0.06

Feb 19108d20%183+20%0.01

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

Positioning

Linked exposure

scenario · straddle±22.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

GBCI±2.9%×0.13

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−27.16%as filednet margin · revenue +3.43% QoQ · +17.05% YoY

Revenue$23M+3.43%

Gross profit$19M82.83%+4.75%

Operating income−$5M−22.53%+7.63%

Pre-tax income−$6M+7.31%

Net income−$6M−27.16%+7.31%

Cost of revenue$4M−2.49%

Operating expenses$24M+1.83%

Other expense−$1M+5.71%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.08· ±3.3% vs ±3.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.3%12 of 24×1.08

NFPjobs report±3.1%4 of 10×1.03

CPIconsumer prices±2.9%5 of 10×0.95

GDPgross domestic product±2.2%9 of 19×0.74

CPROFcorporate profits±2.2%7 of 12×0.73

PPIproducer prices±2.1%5 of 10×0.69

PCEpersonal income & outlays±1.9%10 of 19×0.64

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.18	—
Q1 FY26	Mar 3 '26 · confirmed	-0.20	—
Q3 FY25	Nov 4 '25 · confirmed	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod