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

Implied ±3.7%, either direction.

SENSNasdaqIndustrial Instruments For Measurement, Display, and Control

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

8.21

−0.81 · −8.95%

Regular session11:23 ET

Open8.90Volume739,875Mkt cap$476.9MEPS-1.89

Day8.18 – 8.905%52-wk4.79 – 10.6459%

SENS

Senseonics Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.7%implied · report alone

8.699.35

straddle ±14.4%

spot 9.02exp Nov 20ATM strike 10ATM straddle 1.53IV 82%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+36.31%

vs ±11.6% implied · ×3.14

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+129.09%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

108 managers

Top fund weight

0.01%

SENS weight · IWM

N-PORTJun 30 '26

3 funds

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

Senseonics (SENS) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±11.6%▲+36.31%×3.14

quarterimplied−40%0+40%realized×

Q2 FY26±11.6%▲+36.31%×3.14

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

0.93OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

597+3%Nov 2015d640+11%

4940%Jan 1571d0.077,150+1%0.07

206−3%Apr 16162d0.28729+1%0.28

ExpiryPutsCallsP/C

Nov 2015d597+3%640+11%0.93

Jan 1571d4940%7,150+1%0.07

Apr 16162d206−3%729+1%0.28

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

Positioning

Linked exposure

scenario · straddle±14.4%

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

−253.44%as filednet margin · revenue +23.67% QoQ · +117.82% YoY

Revenue$14M+23.67%

Gross profit$9M59.10%+23.33%

Operating income−$36M−248.48%−13.01%

Pre-tax income−$37M−13.52%

Net income−$37M−253.44%−13.52%

Cost of revenue$6M+24.17%

Operating expenses$45M+14.85%

Other expense−$717,000−47.23%

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 · 11:15 ET

Intraday

Event sensitivity

NFP ×1.86· ±6.6% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.6%3 of 10×1.86

FOMCrate decision±3.6%8 of 24×1.00

PCEpersonal income & outlays±2.8%7 of 19×0.78

GDPgross domestic product±2.5%8 of 19×0.71

CPROFcorporate profits±2.2%4 of 12×0.62

PPIproducer prices±2.0%6 of 10×0.56

CPIconsumer prices±1.3%4 of 10×0.36

Bar = avg |move| to ±7% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.63 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.63	—
Q1 FY26	—	-0.71	—
Q3 FY25	—	-0.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod