How often does Organogenesis move more than the options market prices?

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

ORGONasdaqPharmaceutical Preparations

Organogenesis Holdings Inc. (ORGO) earnings date, market-implied expected move, and options open interest by expiry

0.76

0.00 · +0.37%

post 0.85 +12.04%

Closed15:59 ET

Open0.77Volume2.2MMkt cap$107.4MEPS-0.78

Day0.77 – 0.85100%52-wk0.73 – 7.082%

ORGO

Organogenesis Holdings Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−22.82%

vs ±32.3% implied · ×0.71

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+13.52%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

134 managers

Top fund weight

0.01%

ORGO weight · IWM

N-PORTJun 30 '26

3 funds

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

Organogenesis (ORGO) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±36.3%
avg realized: ±32.7%

Nov 12 '24Nov 12 '24confirmed±30.4%▲+28.41%×0.94

Feb 27 '25Feb 27 '25confirmed±49.3%▲+102.28%×2.07

May 8 '25May 8 '25confirmed±16.5%▼−42.70%×2.58

Aug 7 '25Aug 7 '25confirmed±40.9%▲+0.77%×0.02

Q3 FY25Nov 6 '25confirmed±50.3%▲+44.73%×0.89

Q1 FY26Feb 26 '26confirmed±35.8%▼−13.24%×0.37

May 7 '26May 7 '26confirmed±34.7%▼−6.32%×0.18

Q2 FY26Aug 6 '26confirmed±32.3%▼−22.82%×0.71

quarterimplied−105%0+105%realized×

Q2 FY26±32.3%▼−22.82%×0.71

May '26±34.7%▼−6.32%×0.18

Q1 FY26±35.8%▼−13.24%×0.37

Q3 FY25±50.3%▲+44.73%×0.89

Aug '25±40.9%▲+0.77%×0.02

May '25±16.5%▼−42.70%×2.58

2 older reports

Feb '25±49.3%▲+102.28%×2.07

Nov '24±30.4%▲+28.41%×0.94

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

0.07OI · 1 expiry · Oct 28 closeP/C open interest · Jan 15 · first expiry after the report

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

180%Jan 1573d2750%

ExpiryPutsCallsP/C

Jan 1573d180%2750%0.07

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 filedQ2 FY26

−220.01%as filednet margin · revenue +17.53% QoQ · −56.68% YoY

Revenue$44M+17.53%

Gross profit$20M45.90%+75.30%

Operating income−$51M−116.54%+25.98%

Pre-tax income−$51M+25.69%

Net income−$96M−220.01%−81.10%

Cost of revenue$24M−8.14%

Operating expenses$71M−11.54%

Tax$45M+396.32%

Other income$112,000−73.21%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PCE ×2.26· ±7.6% vs ±3.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±7.6%8 of 19×2.26

NFPjobs report±5.7%2 of 10×1.69

PPIproducer prices±5.7%3 of 10×1.67

FOMCrate decision±3.4%9 of 24×1.00

CPIconsumer prices±3.2%4 of 10×0.96

CPROFcorporate profits±2.2%5 of 12×0.64

GDPgross domestic product±1.9%8 of 19×0.57

Bar = avg |move| to ±8% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.77 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.77	—
Q1 FY26	Feb 26 '26 · confirmed	-0.44	—
Q3 FY25	Nov 6 '25 · confirmed	0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod