OSIS
OSI SYSTEMS INC236.73post+$0.13 (+0.05%)at close +$0.00 (+0.00%)
as of 19:59:52 UTCnext report Aug 20 · 15d
Earnings Room‹ back to OSIS
The report
fiscal Q4 2026 · from the company's noticeAug 20before open15days out
Expected movement
market-implied · at the Aug 4 close±5.1%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±8.7% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 48% annualized.
expiry Aug 21 · first after the reportATM strike 240straddle 24.35ATM IV 59% vs 53% at Sep 18× 0.85 straddle-to-rangespot 236.73
Blast radius
2 linked · N-PORT + EDGARIf OSIS moves ±8.7% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color4/8reports moved further than the options market had pricedtypically ±9.3% realized vs ±8.2% priced
May 4 '26±7.9%→−17.0%×2.16
Jan 29 '26±8.7%→−7.3%×0.83
Oct 30 '25±8.4%→+14.2%×1.69
Aug 21 '25±9.2%→−2.5%×0.27
May 1 '25±8.6%→+9.6%×1.11
Jan 23 '25±7.9%→+14.2%×1.80
Oct 24 '24±7.7%→−3.2%×0.41
Aug 22 '24±7.4%→+6.7%×0.91
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q3 FY26 · reported 2.33 · rev $453M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.