How often does Sight Sciences move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

SGHTNasdaqSurgical & Medical Instruments & Apparatus

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

9.44

+0.29 · +3.14%

post 9.44 0.00%

Closed16:00 ET

Open9.26Volume227,064Mkt cap$504.1MEPS-0.55

Day9.24 – 9.6252%52-wk3.38 – 9.7196%

SGHT

Sight Sciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+27.75%

vs ±28.0% implied · ×0.99

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.55%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

112 managers

Top fund weight

0.01%

SGHT weight · IWM

N-PORTJun 30 '26

3 funds

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

Sight Sciences (SGHT) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±40.5%
avg realized: ±17.7%

Mar 5 '25Mar 5 '25confirmed±57.8%▲+2.89%×0.05

May 8 '25May 8 '25confirmed—▲+1.65%—

Aug 7 '25Aug 7 '25confirmed±44.5%▲+19.44%×0.44

Nov 6 '25Nov 6 '25confirmed±12.5%▲+16.40%×1.31

Jan 13 '26Jan 13 '26confirmed±21.9%▼−7.83%×0.36

Q1 FY26Mar 4 '26confirmed±81.0%▼−26.80%×0.33

May 6 '26May 6 '26confirmed±38.0%▲+23.02%×0.61

Q2 FY26Aug 5 '26confirmed±28.0%▲+27.75%×0.99

quarterimplied−85%0+85%realized×

Q2 FY26±28.0%▲+27.75%×0.99

May '26±38.0%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.15OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

190%Nov 2016d128+11%

80%Feb 19107d0.032630%0.03

ExpiryPutsCallsP/C

Nov 2016d190%128+11%0.15

Feb 19107d80%2630%0.03

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−19.01%as filednet margin · revenue +18.73% QoQ · +19.55% YoY

Revenue$23M+18.73%

Gross profit$21M91.39%+25.89%

Operating income−$4M−16.62%+68.68%

Pre-tax income−$4M+65.93%

Net income−$4M−19.01%+65.75%

Cost of revenue$2M−25.96%

Operating expenses$25M−14.05%

Tax$28,000+154.55%

Other expense−$530,000+4.68%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.12· ±4.1% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.1%3 of 10×1.12

NFPjobs report±3.2%4 of 10×0.90

FOMCrate decision±2.9%12 of 24×0.81

PCEpersonal income & outlays±2.3%11 of 19×0.64

PPIproducer prices±2.1%5 of 10×0.58

GDPgross domestic product±2.0%8 of 19×0.56

CPROFcorporate profits±1.6%7 of 12×0.46

Bar = avg |move| to ±5% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.08	—
Q1 FY26	Mar 4 '26 · confirmed	-0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod