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

Implied ±10.2%, either direction.

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

0 of the last 7 reports moved at least as far as the implied move.

PSNLNasdaqServices-Medical Laboratories

Personalis, Inc. (PSNL) earnings date, market-implied expected move, and options open interest by expiry

15.83

−0.10 · −0.61%

post 15.83 +0.01%

Closed16:00 ET

Open15.85Volume2.4MMkt cap$1.7BEPS-1.09

Day15.66 – 15.8974%52-wk4.96 – 18.8978%

PSNL

Personalis, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.2%implied · report alone

8Q avg ±9.9%·×1.03·fair

14.2017.44

straddle ±11.8%

spot 15.82exp Nov 20ATM strike 15ATM straddle 2.20IV 71%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

0.00%

vs ±10.9% implied · ×0.00

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

22.00%

of PSNL revenue · ModernaTX

customerPSNL 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.75%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

158 managers

Top fund weight

0.03%

PSNL weight · IWM

N-PORTJun 30 '26

3 funds

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

Personalis (PSNL) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±36.8%
avg realized: ±8.3%

May 6 '25May 6 '25confirmed—▲+21.00%—

Aug 5 '25Aug 5 '25confirmed±29.9%▼−21.90%×0.73

Q3 FY25Nov 4 '25confirmed±22.8%▼−12.26%×0.54

Jan 8 '26Jan 8 '26confirmed±38.4%▼−10.43%×0.27

Q1 FY26Feb 26 '26confirmed±85.0%▲+0.33%×0.00

May 7 '26May 7 '26confirmed±36.4%▼−0.17%×0.00

Q2 FY26Jul 20 '26confirmed±34.0%▼−13.32%×0.39

Aug 4 '26Aug 4 '26confirmed±10.9%0.00%×0.00

quarterimplied−85%0+85%realized×

Aug '26±10.9%0.00%×0.00

Q2 FY26±34.0%▼−13.32%×0.39

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

1.65OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

476+9%

Positioning

Linked exposure

scenario · straddle±11.8%

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

−141.71%as filednet margin · revenue +44.50% QoQ · +29.96% YoY

Revenue$22M+44.50%

Gross profit$5M21.21%+1587.90%

Operating income−$34M−150.25%−4.45%

Pre-tax income−$32M−5.54%

Net income−$32M−141.71%−5.50%

Cost of revenue$18M+15.95%

Operating expenses$38M+18.16%

Tax$5,000−68.75%

Other income$2M−10.82%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.17· ±5.5% vs ±4.7% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.5%5 of 12×1.17

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 20 '26 · confirmed	-0.30	—
Q1 FY26	Feb 26 '26 · confirmed	-0.29	—
Q3 FY25	Nov 4 '25 · confirmed	-0.24	—

Personalis, Inc. (PSNL) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Personalis, Inc. (PSNL) earnings date, market-implied expected move, and options open interest by expiry

Intraday

Revenue flow

Linked exposure