SGRY
Surgery Partners, Inc.15.63post−$0.02 (−0.13%)at close −$0.41 (−2.55%)
as of 19:59:56 UTCnext report Aug 5 · today
Earnings Room‹ back to SGRY
The report
fiscal Q2 2026 · from the company's noticeAug 5before open0days out
Expected movement
market-implied · at the Aug 4 close±10.8%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±12.9% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 48% annualized.
expiry Aug 21 · first after the reportATM strike 15straddle 2.38ATM IV 88% vs 66% at Sep 18× 0.85 straddle-to-rangespot 15.63
Blast radius
2 linked · N-PORT + EDGARIf SGRY moves ±12.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%4.6k
Aug 21
17d
3.3k▼ −0%
▲ +0%429
Sep 18
45d
3.4k
▲ +0%
▲ +0%24
Dec 18
136d
157
▲ +0%
▲ +0%
121
Jan 15
164d
3.3k
▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±6.6% realized vs ±11.9% priced
May 5 '26±13.8%→+0.4%×0.03
Mar 2 '26±12.4%→−12.3%×0.99
Nov 10 '25±12.9%→−25.4%×1.97
Aug 5 '25±5.7%→−0.3%×0.06
May 12 '25±11.8%→+5.0%×0.42
Mar 3 '25±8.5%→−0.3%×0.04
Nov 12 '24±13.8%→−5.9%×0.43
Aug 6 '24±16.1%→+3.2%×0.20
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.28 · rev $811M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.