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

Implied ±17.4%, either direction.

How often does Ocular Therapeutix move more than the options market prices?

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

OCULNasdaqPharmaceutical Preparations

Ocular Therapeutix, Inc (OCUL) earnings date, market-implied expected move, and options open interest by expiry

6.83

+0.10 · +1.54%

post 6.83 +0.01%

Closed16:00 ET

Open6.90Volume1.9MMkt cap$1.5BEPS-1.40

Day6.83 – 6.941%52-wk6.00 – 16.448%

OCUL

Ocular Therapeutix, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.4%implied · straddle

5.567.90

spot 6.73exp Nov 20ATM strike 7ATM straddle 1.38IV 112%

Nov 2 close

Expected move

Inputs

News

Next report

Last report

+2.82%

vs ±13.6% implied · ×0.21

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+6.18%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

263 managers

Top fund weight

0.06%

OCUL weight · IWM

N-PORTJun 30 '26

3 funds

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

Ocular Therapeutix (OCUL) is expected to report on Nov 3 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±15.0%
avg realized: ±6.3%

Nov 14 '24Nov 14 '24confirmed±6.6%▼−6.42%×0.98

Mar 3 '25Mar 3 '25confirmed±11.0%▼−17.02%×1.54

May 5 '25May 5 '25confirmed±8.1%▼−12.16%×1.51

Aug 5 '25Aug 5 '25confirmed±11.6%▼−2.83%×0.24

Nov 4 '25Nov 4 '25confirmed±10.3%▼−4.47%×0.43

Feb 5 '26Feb 5 '26confirmed±50.7%▲+4.21%×0.08

Q1 FY26May 5 '26confirmed±8.0%▼−0.61%×0.08

Q2 FY26Aug 3 '26confirmed±13.6%▲+2.82%×0.21

quarterimplied−55%0+55%realized×

Q2 FY26±13.6%▲+2.82%×0.21

Q1 FY26±8.0%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.16OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

484+2%Nov 2017d3,0480%

1,0320%Dec 1845d0.0813,1300%0.08

2,5180%Jan 1573d0.279,500+3%0.27

1000%Mar 19136d0.042,752+4%0.04

ExpiryPutsCallsP/C

Nov 2017d484+2%3,0480%0.16

Dec 1845d1,0320%13,1300%0.08

Jan 1573d2,5180%9,500+3%0.27

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

Positioning

Linked exposure

scenario · straddle±17.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−584.51%as filednet margin · revenue +24.94% QoQ · +0.12% YoY

Revenue$13M+24.94%

Gross profit$11M85.08%+21.24%

Operating income−$82M−609.34%+12.03%

Pre-tax income−$79M+11.11%

Net income−$79M−584.51%+11.11%

Cost of revenue$2M+51.32%

Operating expenses$94M−8.97%

Other income$3M−29.23%

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

PPI ×1.13· ±3.7% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.7%3 of 10×1.13

FOMCrate decision±3.4%9 of 24×1.04

CPROFcorporate profits±3.1%6 of 12×0.96

CPIconsumer prices±3.1%2 of 10×0.96

PCEpersonal income & outlays±2.5%8 of 19×0.76

GDPgross domestic product±2.4%9 of 19×0.72

NFPjobs report±2.3%4 of 10×0.69

Bar = avg |move| to ±4% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.35 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	-0.35	—
Q1 FY26	May 5 '26 · confirmed	-0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod