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

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

OMNasdaqElectromedical & Electrotherapeutic Apparatus

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

4.46

+0.31 · +7.47%

post 4.44 −0.45%

After hours18:29 ETdelayed

Open4.25Volume64,113Mkt cap$78.0MEPS-3.99

Day4.25 – 4.4883%52-wk2.84 – 12.9716%

Outset Medical, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

after close · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 2 close

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−5.26%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

92 managers

Top fund weight

0.00%

OM weight · VTI

N-PORTJun 30 '26

1 fund

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

Outset Medical (OM) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±40.3%
avg realized: ±22.8%

May 7 '25May 7 '25confirmed±56.7%▲+35.26%×0.62

Aug 6 '25Aug 6 '25confirmed±85.0%▲+7.67%×0.09

Q3 FY25Nov 10 '25confirmed±24.2%▼−48.47%×2.00

Jan 12 '26Jan 12 '26confirmed±60.8%▲+22.15%×0.36

Feb 11 '26Feb 11 '26confirmed±15.0%▼−16.30%×1.09

Q1 FY26May 7 '26confirmed±17.2%▼−21.05%×1.22

Q2 FY26Jun 17 '26confirmed±39.4%▲+25.62%×0.65

Aug 6 '26Aug 6 '26confirmed±24.1%▼−5.77%×0.24

quarterimplied−85%0+85%realized×

Aug '26±24.1%▼−5.77%×0.24

Q2 FY26±39.4%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 28 close

0.66OI · 1 expiry · Oct 28 closeP/C open interest · Nov 20 · nearest expiry

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

471+14%Nov 2016d7130%

ExpiryPutsCallsP/C

Nov 2016d471+14%7130%0.66

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

−43.71%as filednet margin · revenue +6.20% QoQ · +14.15% YoY

Revenue$34M+6.20%

Gross profit$14M40.69%+2.93%

Operating income−$12M−36.52%+21.73%

Pre-tax income−$15M+18.19%

Net income−$15M−43.71%+18.34%

Cost of revenue$20M+8.57%

Operating expenses$26M−10.42%

Tax$153,000−30.45%

Other expense−$2M−8.43%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

NFP ×1.23· ±5.8% vs ±4.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.8%2 of 10×1.23

FOMCrate decision±5.7%13 of 24×1.20

CPIconsumer prices±4.8%3 of 10×1.01

CPROFcorporate profits±4.6%5 of 12×0.97

GDPgross domestic product±4.0%7 of 19×0.84

PPIproducer prices±3.6%3 of 10×0.75

PCEpersonal income & outlays±3.1%7 of 19×0.66

Bar = avg |move| to ±6% · tick = ±4.7% avg day · ×base = |move| ÷ ±4.7% · min 6 releases

Earnings history

EPS -0.78 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.78	—
Q2 FY26	Jun 17 '26 · confirmed	-0.97	—
Q1 FY26	May 7 '26 · confirmed	-1.03	—
Q3 FY25	Nov 10 '25 · confirmed	-1.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod