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

Implied ±10.4%, either direction.

How often does Privia Health move more than the options market prices?

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

PRVANasdaqServices-Health Services

Privia Health Group, Inc. (PRVA) earnings date, market-implied expected move, and options open interest by expiry

22.40

+0.93 · +4.33%

Regular session12:15 ET

Open22.13Volume1.3MMkt cap$2.7BP/E97.39EPS0.23

Day22.13 – 22.4488%52-wk18.92 – 28.8235%

PRVA

Privia Health Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.4%implied · report alone

8Q avg ±5.4%·×1.92·rich

19.2323.71

straddle ±13.0%

spot 21.47exp Nov 20ATM strike 22.5ATM straddle 3.28IV 84%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−8.18%

vs ±10.2% implied · ×0.80

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

17hGOOGL · supplierGoogle responds to political backlash over removing search from schools that ban AI

News

Largest filed tie

13F top-10 QoQ

+2.01%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

300 managers

Top fund weight

0.10%

PRVA weight · IWM

N-PORTJun 30 '26

4 funds

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

Privia Health (PRVA) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±10.3%
avg realized: ±5.4%

Nov 7 '24Nov 7 '24confirmed±9.6%▲+6.47%×0.68

Feb 27 '25Feb 27 '25confirmed±8.9%▲+5.82%×0.66

May 8 '25May 8 '25confirmed±15.1%▲+7.50%×0.50

Aug 7 '25Aug 7 '25confirmed±10.7%▼−1.37%×0.13

Nov 6 '25Nov 6 '25confirmed±8.3%▼−4.16%×0.50

Q1 FY26Feb 26 '26confirmed±10.8%▲+9.98%×0.92

May 7 '26May 7 '26confirmed±9.0%0.00%×0.00

Q2 FY26Aug 6 '26confirmed±10.2%▼−8.18%×0.80

quarterimplied−20%0+20%realized×

Q2 FY26±10.2%▼−8.18%×0.80

May '26±9.0%0.00%×0.00

Q1 FY26±10.8%▲+9.98%×0.92

Nov '25±8.3%▼−4.16%×0.50

Aug '25±10.7%▼−1.37%×0.13

May '25±15.1%▲+7.50%×0.50

2 older reports

Feb '25±8.9%▲+5.82%×0.66

Nov '24±9.6%▲+6.47%×0.68

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.01OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

230%Nov 2016d3,9330%

142+26%Feb 19107d0.26547−1%0.26

ExpiryPutsCallsP/C

Nov 2016d230%3,9330%0.01

Feb 19107d142+26%547−1%0.26

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

Positioning

Linked exposure

scenario · straddle±13.0%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

EVH±9.9%×0.76

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

Linked exposure

Revenue flow

as filedQ2 FY26

1.54%as filednet margin · revenue +4.77% QoQ · +21.39% YoY

Revenue

$633M+4.77% QoQ

Gross profit

$563M+5.20% QoQ

89.04% margin

Operating income

$12M+58.62% QoQ

1.86% margin

Pre-tax income

$17M+79.92% QoQ

Net income

$10M+162.37% QoQ

1.54% margin

Cost of revenue

$69M+1.37% QoQ

Operating expenses

$552M+4.45% QoQ

Other operating $500M

SG&A $40M

Marketing $8M

Other operating $3M

Tax

$7M+25.30% QoQ

Other income

$5M+163.67% QoQ

Revenue$633M+4.77%

Gross profit

$563M+5.20%

89.04% margin

Operating income

$12M+58.62%

1.86% margin

Pre-tax income

$17M+79.92%

Net income

$10M+162.37%

1.54% margin

Cost of revenue

$69M+1.37%

Operating expenses

$552M+4.45%

Other operating $500M

SG&A $40M

Marketing $8M

Other income$5M+163.67%

Tax$7M+25.30%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:15 ET

Intraday

Event sensitivity

FOMC ×1.02· ±1.8% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.8%10 of 24×1.02

NFPjobs report±1.6%4 of 10×0.91

CPIconsumer prices±1.6%6 of 10×0.90

PPIproducer prices±1.5%5 of 10×0.83

PCEpersonal income & outlays±1.1%10 of 19×0.62

GDPgross domestic product±0.9%13 of 19×0.52

CPROFcorporate profits±0.7%7 of 12×0.39

Bar = avg |move| to ±2% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.07	—
Q1 FY26	Feb 26 '26 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod