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

Implied ±16.5%, either direction.

NTSKNasdaqServices-Prepackaged Software

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

21.85

+0.01 · +0.03%

post 22.78 +4.27%

Closed15:59 ET

Open22.15Volume3.4MMkt cap$8.8BEPS-2.60

Day21.77 – 23.0877%52-wk7.67 – 26.7179%

NTSK

Netskope Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.5%implied · report alone

19.0026.54

straddle ±22.0%

spot 22.77exp Dec 18ATM strike 22.5ATM straddle 5.90IV 95%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Dec 10

after close · in 35 days

est.Q3 FY27

Calendar

Next report

Last report

+4.29%

vs ±20.9% implied · ×0.20

shaded = implied · ▲▼ = realized

Sep 2 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+30.97%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

205 managers

Top fund weight

0.00%

NTSK weight · VTI

N-PORTJun 30 '26

1 fund

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

Netskope (NTSK) is expected to report on Dec 10 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Sep 2 '26confirmed±20.9%▲+4.29%×0.20

quarterimplied−25%0+25%realized×

Q2 FY26±20.9%▲+4.29%×0.20

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.19OI · 4 expiries · Oct 29 closeP/C open interest · Dec 18 · first expiry after the report

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

7,833+4%Nov 2015d0.3323,466+40%0.33

report · Dec 10 · after close · est.

4,3600%Dec 1843d22,816+1%

1,437+21%Jan 1571d0.1211,905+9%0.12

394+16%Apr 16162d0.075,9420%0.07

ExpiryPutsCallsP/C

Nov 2015d7,833+4%23,466+40%0.33

report · Dec 10 · after close · est.

Dec 1843d4,3600%22,816+1%0.19

Jan 1571d1,437+21%

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

Positioning

Linked exposure

scenario · straddle±22.0%

Funds 1

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−50.25%as filednet margin · revenue +9.40% QoQ · +29.15% YoY

Revenue$221M+9.40%

Gross profit$163M73.92%+9.96%

Operating income−$90M−40.72%+17.42%

Pre-tax income−$108M+5.06%

Net income−$111M−50.25%+4.87%

Cost of revenue$58M+7.85%

Operating expenses$253M−1.62%

Tax$3M+2.09%

Other expense−$18M−280.57%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.22· ±4.4% vs ±3.6% · 8 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.4%5 of 8×1.22

PPIproducer prices±4.2%4 of 10×1.16

PCEpersonal income & outlays±3.8%10 of 11×1.06

CPIconsumer prices±3.6%5 of 10×1.01

GDPgross domestic product±3.5%8 of 11×0.97

NFPjobs report±3.2%4 of 10×0.88

FOMCrate decision±1.0%2 of 8×0.29

Bar = avg |move| to ±5% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Sep 2 '26 · confirmed	-0.27	—
Q1 FY26	—	-0.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod