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

Implied ±11.7%, either direction.

How often does Palladyne AI move more than the options market prices?

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

PDYNNasdaqServices-Prepackaged Software

Palladyne AI Corp. (PDYN) earnings date, market-implied expected move, and options open interest by expiry

3.24

−0.10 · −3.14%

post 3.26 +0.77%

Closed16:31 ET

Open3.34Volume929,011Mkt cap$158.9MEPS-0.66

Day3.23 – 3.4117%52-wk3.21 – 10.001%

PDYN

Palladyne AI Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.7%implied · report alone

8Q avg ±9.3%·×1.25·rich

2.843.60

straddle ±23.1%

spot 3.22exp Nov 20ATM strike 3ATM straddle 0.87IV 158%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

before open · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

−1.34%

vs ±15.7% implied · ×0.09

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+19.03%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

120 managers

Top fund weight

0.01%

PDYN weight · IWM

N-PORTJun 30 '26

3 funds

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

Palladyne AI (PDYN) is expected to report on Nov 11 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±15.4%
avg realized: ±9.3%

Mar 31 '25Mar 31 '25confirmed±20.0%▼−1.19%×0.06

Aug 6 '25Aug 6 '25confirmed±13.6%▼−12.15%×0.89

Nov 12 '25Nov 12 '25confirmed±15.9%▼−0.59%×0.04

Jan 13 '26Jan 13 '26confirmed±8.5%▲+13.72%×1.62

Q1 FY26Mar 5 '26confirmed±20.2%▲+34.05%×1.68

May 5 '26May 5 '26confirmed±16.5%▼−5.83%×0.35

Q2 FY26Jul 8 '26confirmed±12.9%▲+5.59%×0.43

Aug 6 '26Aug 6 '26confirmed±15.7%▼−1.34%×0.09

quarterimplied−35%0+35%realized×

Aug '26±15.7%▼−1.34%×0.09

Q2 FY26±12.9%▲+5.59%×0.43

May '26±16.5%▼−5.83%×0.35

Q1 FY26±20.2%▲+34.05%×1.68

Jan '26±8.5%▲+13.72%×1.62

Nov '25±15.9%▼−0.59%×0.04

2 older reports

Aug '25±13.6%▼−12.15%×0.89

Mar '25±20.0%▼−1.19%×0.06

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 19 close

1.01OI · 4 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

1,5230%Nov 2016d1,506+10%

0—Dec 1844d0.00103—0.00

2,0180%Jan 1572d0.267,749+2%0.26

142+4%Apr 16163d0.236120%0.23

ExpiryPutsCallsP/C

Nov 2016d1,5230%1,506+10%1.01

Dec 1844d0—103—0.00

Jan 1572d2,0180%7,749+2%0.26

Apr 16163d142+4%6120%0.23

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

Positioning

Linked exposure

scenario · straddle±23.1%

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

−213.14%as filednet margin · revenue +63.45% QoQ · +469.75% YoY

Revenue$6M+63.45%

Gross profit$2M29.07%+57.84%

Operating income−$13M−231.94%−12.53%

Pre-tax income−$12M+2.24%

Net income−$12M−213.14%+2.24%

Cost of revenue$4M+65.87%

Operating expenses$15M+16.25%

Tax$0—

Other income$1M+257.76%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

CPROF ×0.93· ±5.2% vs ±5.6% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.2%5 of 12×0.93

FOMCrate decision±5.1%11 of 24×0.91

GDPgross domestic product±5.1%8 of 19×0.90

PCEpersonal income & outlays±4.2%8 of 19×0.74

NFPjobs report±4.0%3 of 10×0.72

PPIproducer prices±3.8%1 of 10×0.68

CPIconsumer prices±3.8%8 of 10×0.68

Bar = avg |move| to ±6% · tick = ±5.6% avg day · ×base = |move| ÷ ±5.6% · min 6 releases

Earnings history

EPS -0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 8 '26 · confirmed	-0.27	—
Q1 FY26	Mar 5 '26 · confirmed	-0.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod