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

Implied ±9.4%, either direction.

How often does Omada Health move more than the options market prices?

0 of the last 4 reports moved at least as far as the implied move.

OMDANasdaqServices-Health Services

Omada Health, Inc. (OMDA) earnings date, market-implied expected move, and options open interest by expiry

15.10

−3.85 · −20.32%

post 15.10 0.00%

After hours16:00 ETdelayed

Open16.77Volume707,300Mkt cap$1.2BP/E288.62

Day14.92 – 17.377%52-wk10.28 – 25.5432%

OMDA

Omada Health, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.4%implied · report alone

8Q avg ±8.0%·×1.17·rich

17.1720.73

straddle ±22.1%

spot 18.95exp Jan 15ATM strike 20ATM straddle 4.93IV 71%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Jan 11

before open · in 66 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

after close

confirmedNov 5 close

Implied vs realized

Linked news

1dCI · customerCigna Group shareholders' net income $1,442 million for quarter ended Sept. 30, 2026
1dAMZN · supplierKyndryl Uses Agentic AI to Accelerate Enterprise Modernization with AWS

News

Largest filed tie

13F top-10 QoQ

+2.27%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

153 managers

Top fund weight

0.02%

OMDA weight · IWM

N-PORTJun 30 '26

3 funds

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

Omada Health (OMDA) is expected to report on Jan 11 before open (estimated date).

Implied vs realized

6 reports

0 of 4≥ implied

avg implied: ±15.0%
avg realized: ±6.2%

Aug 7 '25Aug 7 '25confirmed—▼−2.26%—

Q3 FY25Nov 6 '25confirmed±26.9%▼−7.13%×0.26

Jan 12 '26Jan 12 '26confirmed±7.5%▲+4.61%×0.62

Q1 FY26Mar 5 '26confirmed±14.4%▲+3.31%×0.23

May 7 '26May 7 '26confirmed±11.4%▼−9.63%×0.85

Q2 FY26Aug 6 '26confirmed—▲+21.14%—

quarterimplied−30%0+30%realized×

Q2 FY26—▲+21.14%—

May '26±11.4%−9.63%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 5 close

0.02OI · 5 expiries · Nov 5 closeP/C open interest · Jan 15 · first expiry after the report

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

331−1%Nov 2014d1.90174−14%1.90

7870%Dec 1842d0.253,2070%0.25

report · Jan 11 · before open · est.

1890%Jan 1570d10,7200%

800%Mar 19133d0.051,5550%0.05

20%Apr 16161d0.011390%0.01

ExpiryPutsCallsP/C

Nov 2014d331−1%174−14%1.90

Dec 1842d7870%3,2070%0.25

report · Jan 11 · before open · est.

Jan 1570d1890%

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

Positioning

Linked exposure

scenario · straddle±22.1%

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

6.03%as filednet margin · revenue +12.54% QoQ · +43.12% YoY

Revenue

$88M+12.54% QoQ

Gross profit

$64M+31.00% QoQ

72.62% margin

Operating income

$4M+174.23% QoQ

4.04% margin

Pre-tax income

$5M+278.25% QoQ

Net income

$5M+278.25% QoQ

6.03% margin

Cost of revenue

$24M−18.08% QoQ

Operating expenses

$60M+12.65% QoQ

Marketing $30M

SG&A $16M

R&D $15M

Other income

$2M−3.64% QoQ

Revenue$88M+12.54%

Gross profit

$64M+31.00%

72.62% margin

Operating income

$4M+174.23%

4.04% margin

Pre-tax income

$5M+278.25%

Net income

$5M+278.25%

6.03% margin

Cost of revenue

$24M−18.08%

Operating expenses

$60M+12.65%

Marketing $30M

SG&A $16M

R&D $15M

Other income$2M−3.64%

Tax$0

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.75· ±4.9% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.9%4 of 10×1.75

FOMCrate decision±3.2%3 of 11×1.14

PPIproducer prices±3.1%5 of 10×1.10

CPROFcorporate profits±2.9%8 of 10×1.06

CPIconsumer prices±2.7%3 of 10×0.96

GDPgross domestic product±2.7%11 of 14×0.95

PCEpersonal income & outlays±2.4%10 of 14×0.87

Bar = avg |move| to ±5% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.08	—
Q1 FY26	Mar 5 '26 · confirmed	-0.05	—
Q3 FY25	Nov 6 '25 · confirmed	-0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod