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

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

PNTGNasdaqServices-Health Services

Pennant Group, Inc. (PNTG) earnings date, market-implied expected move, and options open interest by expiry

41.09

+0.59 · +1.44%

post 41.09 0.00%

Closed16:00 ET

Open40.68Volume219,180Mkt cap$1.4BP/E44.18EPS0.93

Day40.68 – 41.1586%52-wk22.26 – 43.4189%

PNTG

Pennant Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+0.64%

vs ±9.2% implied · ×0.07

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

48.40%

of PNTG revenue · Medicare program

customerPNTG 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+6.01%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

202 managers

Top fund weight

0.04%

PNTG weight · IWM

N-PORTJun 30 '26

3 funds

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

Pennant (PNTG) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±12.4%
avg realized: ±6.3%

Nov 6 '24Nov 6 '24confirmed±11.0%▼−3.38%×0.31

Feb 27 '25Feb 27 '25confirmed±10.6%▼−10.85%×1.03

May 6 '25May 6 '25confirmed±15.8%▲+3.43%×0.22

Aug 6 '25Aug 6 '25confirmed±9.3%▲+8.36%×0.90

Nov 5 '25Nov 5 '25confirmed±12.8%▼−5.64%×0.44

Q1 FY26Feb 25 '26confirmed±14.5%▼−7.86%×0.54

May 6 '26May 6 '26confirmed±16.1%▲+9.84%×0.61

Q2 FY26Aug 5 '26confirmed±9.2%▲+0.64%×0.07

quarterimplied−20%0+20%realized×

Q2 FY26±9.2%▲+0.64%×0.07

May '26±16.1%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 30 close

0.60OI · 1 expiry · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

850%Feb 19107d1410%

ExpiryPutsCallsP/C

Feb 19107d850%1410%0.60

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

3.66%as filednet margin · revenue +4.42% QoQ · +35.76% YoY

Revenue

$298M+4.42% QoQ

Gross profit

$55M+5.02% QoQ

18.57% margin

Operating income

$17M−0.66% QoQ

5.77% margin

Pre-tax income

$15M+5.30% QoQ

Net income

$11M+5.88% QoQ

3.66% margin

Cost of revenue

$243M+4.29% QoQ

Operating expenses

$38M+7.80% QoQ

SG&A $22M

Other operating $13M

Depreciation $3M

Other expense

$2M

Tax

$4M+3.74% QoQ

Revenue$298M+4.42%

Gross profit

$55M+5.02%

18.57% margin

Operating income

$17M−0.66%

5.77% margin

Pre-tax income

$15M+5.30%

Net income

$11M+5.88%

3.66% margin

Cost of revenue

$243M+4.29%

Operating expenses

$38M+7.80%

SG&A $22M

Other operating $13M

Depreciation $3M

Other expense

$2M

Tax$4M+3.74%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

PCE ×1.41· ±2.6% vs ±1.8% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±2.6%10 of 19×1.41

PPIproducer prices±1.9%8 of 10×1.04

FOMCrate decision±1.9%13 of 24×1.03

NFPjobs report±1.8%6 of 10×0.99

CPROFcorporate profits±1.7%7 of 12×0.94

GDPgross domestic product±1.4%9 of 19×0.78

CPIconsumer prices±1.3%3 of 10×0.69

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.25	—
Q1 FY26	Feb 25 '26 · confirmed	0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod