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

Implied ±15.3%, either direction.

How often does AVITA Medical move more than the options market prices?

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

RCELNasdaqSurgical & Medical Instruments & Apparatus

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

15.37

+0.04 · +0.24%

post 16.29 +6.00%

Closed15:59 ET

Open15.51Volume532,198Mkt cap$23.7MEPS-1.43

Day15.51 – 16.3296%52-wk3.22 – 16.9096%

RCEL

AVITA Medical, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.3%implied · report alone

8Q avg ±20.1%·×0.76·cheap

13.8318.81

straddle ±18.5%

spot 16.32exp Nov 20ATM strike 17.5ATM straddle 3.55IV 122%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+63.58%

vs ±20.8% implied · ×3.06

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−8.27%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

74 managers

Top fund weight

0.00%

RCEL weight · VTI

N-PORTJun 30 '26

1 fund

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

AVITA Medical (RCEL) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±26.9%
avg realized: ±20.1%

Feb 13 '25Feb 13 '25confirmed±17.9%▲+20.39%×1.14

May 8 '25May 8 '25confirmed±25.2%▼−25.29%×1.00

Aug 7 '25Aug 7 '25confirmed±18.4%▼−21.00%×1.14

Q3 FY25Nov 6 '25confirmed±40.2%▲+10.88%×0.27

Jan 13 '26Jan 13 '26confirmed±17.6%▼−3.51%×0.20

Feb 12 '26Feb 12 '26confirmed±55.4%▲+11.83%×0.21

Q1 FY26May 14 '26confirmed±20.0%▲+4.59%×0.23

Q2 FY26Aug 6 '26confirmed±20.8%▲+63.58%×3.06

quarterimplied−65%0+65%realized×

Q2 FY26±20.8%▲+63.58%×3.06

Q1 FY26±20.0%▲+4.59%×0.23

Feb '26±55.4%▲+11.83%×0.21

Jan '26±17.6%▼−3.51%×0.20

Q3 FY25±40.2%▲+10.88%×0.27

Aug '25±18.4%▼−21.00%×1.14

2 older reports

May '25±25.2%▼−25.29%×1.00

Feb '25±17.9%▲+20.39%×1.14

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.10OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

74+1%Nov 2016d719+17%

5630%Jan 1572d2.372380%2.37

540%Apr 16163d0.30181+6%0.30

ExpiryPutsCallsP/C

Nov 2016d74+1%719+17%0.10

Jan 1572d5630%2380%2.37

Apr 16163d540%181+6%0.30

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

Positioning

Linked exposure

scenario · straddle±18.5%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−35.31%as filednet margin · revenue +12.73% QoQ · +17.83% YoY

Revenue$22M+12.73%

Gross profit$18M81.87%+12.96%

Operating income−$7M−31.59%+22.13%

Pre-tax income−$8M+28.17%

Net income−$8M−35.31%+27.78%

Cost of revenue$4M+11.69%

Operating expenses$25M+0.37%

Tax$33,000+400.00%

Other expense−$775,000+57.39%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×2.85· ±9.6% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±9.6%5 of 10×2.85

PPIproducer prices±5.8%4 of 10×1.72

CPROFcorporate profits±3.9%8 of 12×1.16

GDPgross domestic product±3.7%11 of 19×1.10

CPIconsumer prices±3.4%6 of 10×1.00

PCEpersonal income & outlays±3.2%8 of 19×0.94

FOMCrate decision±3.1%12 of 24×0.91

Bar = avg |move| to ±10% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.25	—
Q1 FY26	May 14 '26 · confirmed	-0.35	—
Q3 FY25	Nov 6 '25 · confirmed	-0.46	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod