What move does the options market price into Rapid7's report?

Implied ±34.5%, either direction · provisional.

How often does Rapid7 move more than the options market prices?

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

RPDNasdaqServices-Prepackaged Software

Rapid7, Inc. (RPD) earnings date, market-implied expected move, and options open interest by expiry

15.57

+0.53 · +3.49%

Regular session13:33 ET

Open16.70Volume2.0MMkt cap$1.0BP/E74.12EPS0.21

Day15.56 – 17.230%52-wk4.97 – 18.5678%

RPD

Rapid7, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±34.5%implied · straddle

9.8520.23

spot 15.04exp Feb 19ATM strike 15ATM straddle 6.10IV 73%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 9

after close · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 4 close

Implied vs realized

Linked news

13hAMZN · supplierKyndryl Uses Agentic AI to Accelerate Enterprise Modernization with AWS

News

Largest filed tie

13F top-10 QoQ

+19.97%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

239 managers

Top fund weight

0.02%

RPD weight · IWM

N-PORTJun 30 '26

3 funds

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

Rapid7 (RPD) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±12.7%
avg realized: ±11.2%

Nov 6 '24Nov 6 '24confirmed±12.0%▼−0.77%×0.06

Feb 12 '25Feb 12 '25confirmed±10.9%▼−5.35%×0.49

May 12 '25May 12 '25confirmed±9.3%▼−8.15%×0.88

Aug 7 '25Aug 7 '25confirmed±10.6%▼−9.81%×0.92

Q3 FY25Nov 4 '25confirmed±12.6%▼−19.94%×1.59

Feb 10 '26Feb 10 '26confirmed±13.5%▼−28.97%×2.15

Q1 FY26May 5 '26confirmed±15.0%▼−1.65%×0.11

Q2 FY26Aug 10 '26confirmed±17.9%▲+15.25%×0.85

quarterimplied−30%0+30%realized×

Q2 FY26±17.9%▲+15.25%×0.85

Q1 FY26±15.0%

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

0.09OI · 4 expiries · Nov 2 closeP/C open interest · Feb 19 · first expiry after the report

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

3,487+8%Nov 2015d0.467,6080%0.46

3440%Dec 1843d0.074,5960%0.07

9520%Jan 1571d0.0812,1560%0.08

report · Feb 9 · after close · est.

1250%Feb 19106d1,3560%

ExpiryPutsCallsP/C

Nov 2015d3,487+8%7,6080%0.46

Dec 1843d3440%4,5960%0.07

Jan 1571d9520%12,1560%0.08

report · Feb 9 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±34.5%

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 filedQ3 FY26

1.65%as filednet margin · revenue +0.72% QoQ · −2.55% YoY

Revenue

$212M+0.72% QoQ

Gross profit

$148M+1.73% QoQ

69.61% margin

Operating income

$9M+196.46% QoQ

4.21% margin

Pre-tax income

$7M+12.08% QoQ

Net income

$4M−42.19% QoQ

1.65% margin

Cost of revenue

$65M−1.51% QoQ

Operating expenses

$139M−2.40% QoQ

Marketing $66M

R&D $40M

SG&A $24M

Other operating $10M

Other expense

$2M

Tax

$3M+1557.14% QoQ

Revenue$212M+0.72%

Gross profit

$148M+1.73%

69.61% margin

Operating income

$9M+196.46%

4.21% margin

Pre-tax income

$7M+12.08%

Net income

$4M−42.19%

1.65% margin

Cost of revenue

$65M−1.51%

Operating expenses

$139M−2.40%

Marketing $66M

R&D $40M

SG&A $24M

Other expense

$2M

Tax$3M+1557.14%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

NFP ×2.42· ±5.7% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.7%6 of 10×2.42

CPIconsumer prices±3.5%7 of 10×1.49

PPIproducer prices±3.3%4 of 10×1.40

CPROFcorporate profits±2.8%5 of 12×1.17

GDPgross domestic product±2.4%8 of 19×1.03

PCEpersonal income & outlays±2.3%7 of 19×0.97

FOMCrate decision±1.5%11 of 24×0.62

Bar = avg |move| to ±6% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.05	—
Q2 FY26	Aug 10 '26 · confirmed	0.09	—
Q1 FY26	May 5 '26 · confirmed	0.02	—
Q3 FY25	Nov 4 '25 · confirmed	0.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod