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

Implied ±7.9%, either direction.

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

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

PODDNasdaqSurgical & Medical Instruments & Apparatus

Insulet Corp (PODD) earnings date, market-implied expected move, and options open interest by expiry

152.42

+2.74 · +1.83%

Regular session13:20 ET

Open152.46Volume1.1MMkt cap$10.4BP/E28.44EPS5.36

Day152.01 – 152.4689%52-wk126.40 – 354.8811%

PODD

Insulet Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · report alone

8Q avg ±9.9%·×0.80·cheap

137.80161.56

straddle ±10.3%

spot 149.68exp Nov 20ATM strike 150ATM straddle 18.05IV 63%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

−20.12%

vs ±10.9% implied · ×1.84

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

4hABT · supplierHSS Medical Supply Announces Distributor Agreement for Abbott's ID NOW Rapid Molecular Testing Platform
3dDXCM · supplierDexcom posts Q3 revenue $1,344.5 million, net income $275.1 million, diluted EPS $0.72
4dAMGN · customerAMGEN ANNOUNCES WEBCAST OF 2026 THIRD QUARTER FINANCIAL RESULTS

News

Largest filed tie

13F top-10 QoQ

+8.68%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

731 managers

Top fund weight

0.21%

PODD weight · RSP

N-PORTJul 31 '26

8 funds

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

Insulet (PODD) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±8.9%
avg realized: ±9.9%

Nov 7 '24Nov 7 '24confirmed±10.5%▲+9.40%×0.90

Feb 20 '25Feb 20 '25confirmed±8.5%▼−1.90%×0.22

May 8 '25May 8 '25confirmed±5.7%▲+20.88%×3.64

Aug 7 '25Aug 7 '25confirmed±8.2%▲+9.47%×1.16

Q3 FY25Nov 6 '25confirmed±10.1%▲+2.85%×0.28

Feb 18 '26Feb 18 '26confirmed±7.6%▲+4.76%×0.63

Q1 FY26May 6 '26confirmed±9.3%▼−9.70%×1.04

Q2 FY26Aug 5 '26confirmed±10.9%▼−20.12%×1.84

quarterimplied−25%0+25%realized×

Q2 FY26±10.9%▼−20.12%×1.84

Q1 FY26±9.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 23 close

0.61OI · 3 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

362+172%Nov 2018d598+50%

3,029+1%Dec 1846d1.142,646+6%1.14

1,0590%Mar 19137d2.28464+9%2.28

ExpiryPutsCallsP/C

Nov 2018d362+172%598+50%0.61

Dec 1846d3,029+1%2,646+6%1.14

Mar 19137d1,0590%464+9%2.28

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

Positioning

Linked exposure

scenario · straddle±10.3%

Funds 4

RSP±0.0%

XLV±0.0%

SPY±0.0%

VOO±0.0%

Customers 2

DXCM±4.1%×0.40

ABT±1.8%×0.18

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

11.85%as filednet margin · revenue +5.25% QoQ · +23.51% YoY

Revenue

$802M+5.25% QoQ

Gross profit

$563M+6.33% QoQ

70.18% margin

Operating income

$130M+6.22% QoQ

16.18% margin

Pre-tax income

$119M+5.04% QoQ

Net income

$95M+4.28% QoQ

11.85% margin

Cost of revenue

$239M+2.75% QoQ

Operating expenses

$433M+6.39% QoQ

SG&A $345M

R&D $88M

Other expense

$11M

Tax

$24M+8.22% QoQ

Revenue$802M+5.25%

Gross profit

$563M+6.33%

70.18% margin

Operating income

$130M+6.22%

16.18% margin

Pre-tax income

$119M+5.04%

Net income

$95M+4.28%

11.85% margin

Cost of revenue

$239M+2.75%

Operating expenses

$433M+6.39%

SG&A $345M

R&D $88M

Other expense

$11M

Tax$24M+8.22%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mVolume ×0.14 · 20d avgSource: market data · 13:15 ET

Intraday

Event sensitivity

FOMC ×1.32· ±2.3% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.3%13 of 24×1.32

PCEpersonal income & outlays±2.3%8 of 19×1.32

GDPgross domestic product±2.2%9 of 19×1.26

NFPjobs report±2.0%4 of 10×1.15

PPIproducer prices±1.6%5 of 10×0.93

CPIconsumer prices±1.6%5 of 10×0.91

CPROFcorporate profits±1.5%5 of 12×0.88

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

Earnings history

EPS 1.37 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	1.37	—
Q1 FY26	May 6 '26 · confirmed	1.30	—
Q3 FY25	Nov 6 '25 · confirmed	1.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod