How often does OSI Systems move more than the options market prices?

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

OSISNasdaqSemiconductors & Related Devices

OSI Systems Inc (OSIS) earnings date, market-implied expected move, and options open interest by expiry

203.35

+2.40 · +1.19%

post 202.67 −0.33%

After hours16:25 ETdelayed

Open207.85Volume177,729Mkt cap$3.2BP/E20.98EPS9.66

Day200.13 – 207.8533%52-wk186.50 – 311.7213%

OSIS

OSI Systems Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

after close · in 85 days

est.Q2 FY27

Calendar

Next report

Last report

−4.19%

vs ±8.7% implied · ×0.48

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.67%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

364 managers

Top fund weight

0.11%

OSIS weight · IWM

N-PORTJun 30 '26

4 funds

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

OSI Systems (OSIS) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±8.3%
avg realized: ±9.3%

Jan 23 '25Jan 23 '25confirmed±7.9%▲+14.22%×1.80

May 1 '25May 1 '25confirmed±8.6%▲+9.57%×1.11

Aug 21 '25Aug 21 '25confirmed±9.2%▼−2.46%×0.27

Oct 30 '25Oct 30 '25confirmed±8.4%▲+14.21%×1.69

Q2 FY26Jan 29 '26confirmed±8.7%▼−7.27%×0.83

Q3 FY26May 4 '26confirmed±7.9%▼−17.01%×2.16

Aug 20 '26Aug 20 '26confirmed±6.8%▼−5.21%×0.76

Q1 FY27Oct 29 '26confirmed±8.7%▼−4.19%×0.48

quarterimplied−20%0+20%realized×

Q1 FY27±8.7%▼−4.19%×0.48

Aug '26±6.8%

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

1.67OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

4,848+32%Nov 2016d39.10124+25%39.10

125−5%Dec 1844d0.31407+5%0.31

55+31%Jan 1572d0.014,6330%0.01

report · Jan 28 · after close · est.

35+25%Apr 16163d210%

ExpiryPutsCallsP/C

Nov 2016d4,848+32%124+25%39.10

Dec 1844d125−5%407+5%0.31

Jan 1572d55+31%4,6330%0.01

report · Jan 28 · after close · est.

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 filedQ1 FY27

6.09%as filednet margin · revenue −16.65% QoQ · +4.90% YoY

Revenue

$403M−16.65% QoQ

Gross profit

$124M−26.29% QoQ

30.68% margin

Operating income

$34M−54.57% QoQ

8.32% margin

Pre-tax income

$30M−56.64% QoQ

Net income

$25M−55.52% QoQ

6.09% margin

Cost of revenue

$280M−11.53% QoQ

Operating expenses

$90M−4.08% QoQ

SG&A $69M

R&D $19M

Other operating $2M

Other expense

$3M

Tax

$6M−60.93% QoQ

Revenue$403M−16.65%

Gross profit

$124M−26.29%

30.68% margin

Operating income

$34M−54.57%

8.32% margin

Pre-tax income

$30M−56.64%

Net income

$25M−55.52%

6.09% margin

Cost of revenue

$280M−11.53%

Operating expenses

$90M−4.08%

SG&A $69M

R&D $19M

Other operating $2M

Other expense

$3M

Tax$6M−60.93%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

PPI ×1.76· ±2.9% vs ±1.7% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%6 of 11×1.76

NFPjobs report±2.1%3 of 10×1.29

CPROFcorporate profits±2.0%8 of 12×1.21

GDPgross domestic product±1.7%12 of 19×1.03

PCEpersonal income & outlays±1.6%12 of 19×0.95

FOMCrate decision±1.5%12 of 24×0.89

CPIconsumer prices±1.2%6 of 11×0.72

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 1.51 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Oct 29 '26 · confirmed	1.51	—
Q4 FY26	—	3.22	—
Q3 FY26	May 4 '26 · confirmed	2.33	—
Q2 FY26	Jan 29 '26 · confirmed	2.22	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod