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

Implied ±0.8%, either direction.

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

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

PTCNasdaqServices-Prepackaged Software

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

194.10

−0.21 · −0.11%

post 194.83 +0.38%

After hours16:52 ETdelayed

Open194.59Volume2.0MMkt cap$21.1BP/E18.82EPS10.35

Day193.80 – 194.83100%52-wk108.50 – 198.7696%

PTC

PTC Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±0.8%implied · straddle

193.09196.32

spot 194.70exp Nov 20ATM strike 195ATM straddle 1.90IV 5%

Nov 3 close

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

confirmedQ4 FY26

Calendar

Next report

Last report

+2.90%

vs ±9.2% implied · ×0.32

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−6.02%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

677 managers

Top fund weight

0.20%

PTC weight · RSP

N-PORTJul 31 '26

8 funds

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

PTC (PTC) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±6.4%
avg realized: ±5.2%

Jul 31 '24Jul 31 '24confirmed±6.2%▼−1.11%×0.18

Nov 6 '24Nov 6 '24confirmed±4.9%▼−4.03%×0.81

Feb 5 '25Feb 5 '25confirmed±6.0%▼−9.56%×1.60

Jul 30 '25Jul 30 '25confirmed±5.6%▲+6.07%×1.08

Nov 5 '25Nov 5 '25confirmed±6.2%▼−8.44%×1.36

Feb 4 '26Feb 4 '26confirmed±7.3%▲+1.72%×0.23

Q2 FY26May 6 '26confirmed±5.3%▲+7.96%×1.49

Q3 FY26Jul 29 '26confirmed±9.2%▲+2.90%×0.32

quarterimplied−10%0+10%realized×

Q3 FY26±9.2%▲+2.90%×0.32

Q2 FY26±5.3%

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

0.88OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

5,190+2%Nov 2017d5,885+2%

1,059+5%Dec 1845d0.293,6130%0.29

2,6370%Jan 1573d0.1616,9430%0.16

5,8540%Apr 16164d1.733,3750%1.73

ExpiryPutsCallsP/C

Nov 2017d5,190+2%5,885+2%0.88

Dec 1845d1,059+5%3,6130%0.29

Jan 1573d2,6370%16,9430%0.16

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

Positioning

Linked exposure

scenario · straddle±0.8%

Funds 4

RSP±0.0%

XLK±0.0%

FB±0.0%

SPY±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

19.80%as filednet margin · revenue −22.50% QoQ · −6.82% YoY

Revenue

$600M−22.50% QoQ

Gross profit

$490M−25.76% QoQ

81.74% margin

Operating income

$167M−43.71% QoQ

27.75% margin

Pre-tax income

$152M−79.59% QoQ

Net income

$119M−79.89% QoQ

19.80% margin

Cost of revenue

$110M−3.55% QoQ

Operating expenses

$324M−11.22% QoQ

Marketing $136M

R&D $116M

SG&A $60M

Other operating $12M

Other expense

$14M

Tax

$34M−78.43% QoQ

Revenue$600M−22.50%

Gross profit

$490M−25.76%

81.74% margin

Operating income

$167M−43.71%

27.75% margin

Pre-tax income

$152M−79.59%

Net income

$119M−79.89%

19.80% margin

Cost of revenue

$110M−3.55%

Operating expenses

$324M−11.22%

Marketing $136M

R&D $116M

SG&A $60M

Other expense

$14M

Tax$34M−78.43%

flow · deduction · 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 · ▮ down · bars = volume, 15mSource: market data · 16:45 ET

Intraday

Event sensitivity

PPI ×2.00· ±2.7% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.7%3 of 10×2.00

NFPjobs report±2.1%2 of 10×1.55

CPIconsumer prices±1.8%3 of 10×1.35

FOMCrate decision±1.5%9 of 24×1.14

PCEpersonal income & outlays±1.5%11 of 19×1.11

CPROFcorporate profits±1.3%5 of 12×0.98

GDPgross domestic product±1.1%9 of 19×0.82

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.03 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Jul 29 '26 · confirmed	1.03	—
Q2 FY26	May 6 '26 · confirmed	4.98	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod