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

Implied ±26.9%, either direction.

How often does Orthofix Medical move more than the options market prices?

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

OFIXNasdaqSurgical & Medical Instruments & Apparatus

Orthofix Medical Inc. (OFIX) earnings date, market-implied expected move, and options open interest by expiry

8.72

pre 8.72 −0.29%

Pre-market16:00 ETdelayed

Open8.67Volume402,152Mkt cap$356.8MEPS-1.53

Day8.67 – 8.8336%52-wk8.50 – 16.993%

OFIX

Orthofix Medical Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±26.9%implied · report alone

6.4111.11

straddle ±30.8%

spot 8.76exp Nov 20ATM strike 10ATM straddle 3.17IV 189%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

News

83dOrthofix (OFIX) Q2 2026 Earnings Call Transcript

News

Next report

Last report

−14.59%

vs ±19.6% implied · ×0.74

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

1dDHC · supplierDiversified Healthcare Trust posts net loss $50,229 Q3; $130,923 nine months

News

Largest filed tie

13F top-10 QoQ

+9.03%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

140 managers

Top fund weight

0.01%

OFIX weight · IWM

N-PORTJun 30 '26

3 funds

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

Orthofix Medical (OFIX) is expected to report on Nov 10 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±21.0%
avg realized: ±7.7%

Feb 25 '25Feb 25 '25confirmed±13.5%▼−3.53%×0.26

May 6 '25May 6 '25confirmed±18.4%▼−10.93%×0.59

Aug 5 '25Aug 5 '25confirmed±20.1%▲+13.46%×0.67

Nov 4 '25Nov 4 '25confirmed±17.6%▼−7.41%×0.42

Feb 24 '26Feb 24 '26confirmed±28.2%▼−6.18%×0.22

Q1 FY26Apr 9 '26confirmed±32.2%▲+1.80%×0.06

May 5 '26May 5 '26confirmed±18.4%▲+3.58%×0.19

Q2 FY26Aug 5 '26confirmed±19.6%▼−14.59%×0.74

quarterimplied−35%0+35%realized×

Q2 FY26±19.6%▼−14.59%×0.74

May '26±18.4%

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

Implied vs realized

Positioning

OI · 1 expiry · Nov 3 close

2.29OI · 1 expiry · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1720%Nov 2016d750%

ExpiryPutsCallsP/C

Nov 2016d1720%750%2.29

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

Positioning

Linked exposure

scenario · straddle±30.8%

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

−7.49%as filednet margin · revenue +7.23% QoQ · +3.85% YoY

Revenue$211M+7.23%

Gross profit$150M70.97%+7.28%

Operating income−$8M−3.86%+43.65%

Pre-tax income−$15M+28.02%

Net income−$16M−7.49%+24.44%

Cost of revenue$61M+7.11%

Operating expenses$158M+2.51%

Tax$801,000+982.43%

Other expense−$7M−7.27%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.08· ±2.2% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.2%5 of 10×1.08

PPIproducer prices±2.2%5 of 10×1.08

NFPjobs report±2.0%3 of 10×0.98

GDPgross domestic product±1.5%5 of 19×0.75

CPROFcorporate profits±1.5%4 of 12×0.75

PCEpersonal income & outlays±1.4%7 of 19×0.70

FOMCrate decision±1.4%8 of 24×0.69

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS -0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.39	—
Q1 FY26	Apr 9 '26 · confirmed	-0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod