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

Implied ±14.9%, either direction.

How often does PROCEPT BioRobotics move more than the options market prices?

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

PRCTNasdaqSurgical & Medical Instruments & Apparatus

PROCEPT BioRobotics Corp (PRCT) earnings date, market-implied expected move, and options open interest by expiry

20.19

+0.75 · +3.87%

post 20.19 0.00%

After hours16:00 ETdelayed

Open19.35Volume1.3MMkt cap$1.1BEPS-1.95

Day19.35 – 20.2792%52-wk16.67 – 38.1116%

PRCT

PROCEPT BioRobotics Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.9%implied · straddle

16.5522.33

spot 19.44exp Nov 20ATM strike 20ATM straddle 3.40IV 97%

Nov 2 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+5.80%

vs ±16.8% implied · ×0.35

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+5.44%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

256 managers

Top fund weight

0.04%

PRCT weight · IWM

N-PORTJun 30 '26

4 funds

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

PROCEPT BioRobotics (PRCT) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±16.8%
avg realized: ±9.2%

Feb 25 '25Feb 25 '25confirmed±18.0%▲+8.61%×0.48

Apr 24 '25Apr 24 '25confirmed±17.4%▼−5.64%×0.32

Jul 24 '25Jul 24 '25confirmed±14.5%▼−4.98%×0.34

Aug 6 '25Aug 6 '25confirmed±12.3%▼−13.35%×1.09

Nov 4 '25Nov 4 '25confirmed±18.7%▼−9.74%×0.52

Feb 25 '26Feb 25 '26confirmed±17.7%▼−15.12%×0.86

Q1 FY26Apr 29 '26confirmed±19.3%▲+10.73%×0.56

Q2 FY26Aug 4 '26confirmed±16.8%▲+5.80%×0.35

quarterimplied−20%0+20%realized×

Q2 FY26±16.8%▲+5.80%×0.35

Q1 FY26±19.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.33OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

2730%Nov 2017d8340%

80—Dec 1845d0.213900%0.21

679−1%Jan 1573d0.262,5870%0.26

7720%Apr 16164d0.671,1600%0.67

ExpiryPutsCallsP/C

Nov 2017d2730%8340%0.33

Dec 1845d80—3900%0.21

Jan 1573d679−1%2,5870%0.26

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

Positioning

Linked exposure

scenario · straddle±14.9%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−28.42%as filednet margin · revenue +13.67% QoQ · +19.34% YoY

Revenue$94M+13.67%

Gross profit$62M66.01%+15.63%

Operating income−$27M−28.98%+16.00%

Pre-tax income−$27M+15.51%

Net income−$27M−28.42%+15.10%

Cost of revenue$32M+10.05%

Operating expenses$90M+3.72%

Tax$94,000+318.60%

Other income$623,000−32.65%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.81· ±4.9% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.9%4 of 10×1.81

PPIproducer prices±3.9%3 of 10×1.43

NFPjobs report±3.8%4 of 10×1.41

FOMCrate decision±3.3%10 of 24×1.22

GDPgross domestic product±2.9%7 of 19×1.07

PCEpersonal income & outlays±2.7%9 of 19×0.98

CPROFcorporate profits±2.1%3 of 12×0.78

Bar = avg |move| to ±5% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.47 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.47	—
Q1 FY26	Apr 29 '26 · confirmed	-0.56	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod