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

Implied ±7.7%, either direction.

RBRKNYSEServices-Prepackaged Software

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

124.35

−9.28 · −6.94%

post 123.79 −0.45%

Closed19:23 ET

Open130.29Volume4.0MMkt cap$25.7BEPS-1.27

Day119.72 – 132.0233%52-wk42.25 – 139.9283%

RBRK

Rubrik, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.7%implied · report alone

114.62133.68

straddle ±16.9%

spot 124.15exp Dec 4ATM strike 124ATM straddle 24.75IV 82%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Dec 3

after close · in 34 days

est.Q3 FY27

Calendar

Next report

Last report

−13.05%

vs ±11.9% implied · ×1.10

shaded = implied · ▲▼ = realized

Aug 27 '26 · confirmed

Implied vs realized

Linked news

6hMSFT · supplierMicrosoft is winning the cloud wars and becoming Wall Street’s new golden child
8hGOOGL · supplierGoogle lost nearly half a trillion this week. Here's how Mike Khouw is trading it
10hAMZN · supplierAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

+24.75%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

581 managers

Top fund weight

0.02%

RBRK weight · VTI

N-PORTJun 30 '26

3 funds

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

Rubrik (RBRK) is expected to report on Dec 3 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY27Aug 27 '26confirmed±11.9%▼−13.05%×1.10

quarterimplied−15%0+15%realized×

Q2 FY27±11.9%▼−13.05%×1.10

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 19 close

1.70OI · 7 expiries · Oct 19 closeP/C open interest · Dec 18 · first expiry after the report

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

2 nearer expiries

315+1%Nov 67d0.79399+3%0.79

299+1%Nov 1314d3.1894+12%3.18

2,206+18%Nov 2021d0.812,732+11%0.81

1—Nov 2728d0.0331+1450%0.03

ExpiryPutsCallsP/C

2 nearer expiries

Nov 67d315+1%399+3%0.79

Nov 1314d299+1%94+12%3.18

Nov 2021d2,206+18%2,732

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

Positioning

Linked exposure

scenario · straddle±16.9%

Funds 3

VTI±0.0%

REVS±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY27

−14.46%as filednet margin · revenue +10.38% QoQ · +37.89% YoY

Revenue$427M+10.38%

Gross profit$335M78.44%+7.49%

Operating income−$72M−16.83%−36.61%

Pre-tax income−$56M−51.27%

Net income−$62M−14.46%−47.60%

Cost of revenue$92M+22.38%

Operating expenses$407M+11.69%

Tax$5M+18.22%

Other income$16M+1.23%

Source: SEC filings · standardized · QE Jul 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

CPROF ×1.30· ±3.8% vs ±2.9% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±3.8%7 of 12×1.30

PCEpersonal income & outlays±3.4%6 of 19×1.18

PPIproducer prices±3.3%5 of 11×1.14

GDPgross domestic product±2.9%8 of 19×0.98

CPIconsumer prices±2.7%4 of 11×0.94

NFPjobs report±2.7%6 of 10×0.92

FOMCrate decision±2.6%12 of 20×0.90

Bar = avg |move| to ±4% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -0.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 27 '26 · confirmed	-0.30	—
Q1 FY27	—	-0.21	—
Q3 FY26	—	-0.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod