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

Implied ±13.8%, either direction.

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

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

PDNYSEServices-Prepackaged Software

PagerDuty, Inc. (PD) earnings date, market-implied expected move, and options open interest by expiry

16.60

−0.11 · −0.63%

post 16.97 +2.20%

Closed16:08 ET

Open16.55Volume1.2MMkt cap$1.3BP/E8.24EPS2.06

Day16.19 – 16.97100%52-wk5.70 – 18.0691%

PagerDuty, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.8%implied · straddle

14.3218.90

spot 16.61exp Dec 18ATM strike 17.5ATM straddle 2.70IV 56%

Nov 3 close

Expected move

Inputs

Next report

Nov 24

after close · in 20 days

est.Q3 FY27

Calendar

Next report

Last report

+9.50%

vs ±15.6% implied · ×0.61

shaded = implied · ▲▼ = realized

Aug 27 '26 · confirmed

Implied vs realized

Linked news

5hGOOGL · customerGoogle responds to political backlash over removing search from schools that ban AI
9hAAPL · customerApple warns of risks related to AI agents behaving in 'unintended or unpredictable' ways

News

Largest filed tie

13F top-10 QoQ

+0.17%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

259 managers

Top fund weight

0.03%

PD weight · IWM

N-PORTJun 30 '26

3 funds

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

PagerDuty (PD) is expected to report on Nov 24 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.3%
avg realized: ±13.2%

Nov 26 '24Nov 26 '24confirmed±12.9%▲+0.48%×0.04

Mar 13 '25Mar 13 '25confirmed±11.9%▲+17.75%×1.49

May 29 '25May 29 '25confirmed±12.3%▼−11.43%×0.93

Sep 3 '25Sep 3 '25confirmed±14.0%▲+6.29%×0.45

Q3 FY26Nov 25 '25confirmed±13.2%▼−23.32%×1.76

Mar 12 '26Mar 12 '26confirmed±14.0%▼−2.75%×0.20

Q1 FY27May 28 '26confirmed±20.4%▲+33.74%×1.65

Q2 FY27Aug 27 '26confirmed±15.6%▲+9.50%×0.61

quarterimplied−35%0+35%realized×

Q2 FY27±15.6%▲+9.50%×0.61

Q1 FY27±20.4%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

2.96OI · 4 expiries · Oct 29 closeP/C open interest · Dec 18 · first expiry after the report

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

3340%Nov 2016d0.083,9660%0.08

report · Nov 24 · after close · est.

4,7000%Dec 1844d1,590−1%

1,4380%Jan 1572d0.522,7570%0.52

7430%Feb 19107d1.50495+5%1.50

ExpiryPutsCallsP/C

Nov 2016d3340%3,9660%0.08

report · Nov 24 · after close · est.

Dec 1844d4,7000%1,590−1%2.96

Jan 1572d1,4380%

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

Positioning

Linked exposure

scenario · straddle±13.8%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

AMZN±2.5%×0.18

Customers 1

AAPL±1.7%×0.13

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY27

6.20%as filednet margin · revenue +2.87% QoQ · +0.83% YoY

Revenue

$124M+2.87% QoQ

Gross profit

$104M+2.41% QoQ

83.90% margin

Operating income

$10M+11.50% QoQ

8.23% margin

Pre-tax income

$12M+10.42% QoQ

Net income

$8M+50.35% QoQ

6.20% margin

Cost of revenue

$20M+5.35% QoQ

Operating expenses

$94M+1.50% QoQ

Marketing $38M

R&D $31M

SG&A $25M

Tax

$4M−24.89% QoQ

Other income

$2M+4.75% QoQ

Revenue$124M+2.87%

Gross profit

$104M+2.41%

83.90% margin

Operating income

$10M+11.50%

8.23% margin

Pre-tax income

$12M+10.42%

Net income

$8M+50.35%

6.20% margin

Cost of revenue

$20M+5.35%

Operating expenses

$94M+1.50%

Marketing $38M

R&D $31M

SG&A $25M

Other income$2M+4.75%

Tax$4M−24.89%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.37· ±3.1% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.1%3 of 10×1.37

CPIconsumer prices±2.7%5 of 10×1.18

PCEpersonal income & outlays±2.3%7 of 19×1.00

GDPgross domestic product±1.9%5 of 19×0.85

CPROFcorporate profits±1.9%5 of 12×0.83

PPIproducer prices±1.8%5 of 10×0.80

FOMCrate decision±1.8%9 of 24×0.80

Bar = avg |move| to ±4% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS 0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 27 '26 · confirmed	0.06	—
Q1 FY27	May 28 '26 · confirmed	0.13	—
Q3 FY26	Nov 25 '25 · confirmed	1.69	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod