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

Implied ±27.4%, either direction · provisional.

SOPHNasdaqServices-Computer Processing & Data Preparation

SOPHiA GENETICS SA (SOPH) earnings date, market-implied expected move, and options open interest by expiry

6.89

−0.22 · −3.12%

Regular session16:00 ET

Open7.03Volume2.3MMkt cap$473.2M

Day6.37 – 7.0378%52-wk3.83 – 8.9859%

SOPH

SOPHiA GENETICS SA

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.4%implied · straddle

5.028.80

spot 6.91exp Mar 19ATM strike 7.5ATM straddle 2.22IV 63%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Next report

Mar 2

before open · in 118 days

est.

Calendar

Next report

Last report

−2.81%

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.50%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

72 managers

Top fund weight

—

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

SOPHiA GENETICS (SOPH) is expected to report on Mar 2 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Aug 4 '26Aug 4 '26confirmed—▲+20.21%—

Nov 3 '26Nov 3 '26confirmed—▼−2.81%—

quarterimplied−25%0+25%realized×

Nov '26—▼−2.81%—

Aug '26—▲+20.21%—

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.04OI · 2 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

340%Dec 1844d0.0011,6360%0.00

report · Mar 2 · before open · est.

150%Mar 19135d3680%

ExpiryPutsCallsP/C

Dec 1844d340%11,6360%0.00

report · Mar 2 · before open · est.

Mar 19135d150%3680%0.04

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.15· ±3.7% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%6 of 10×1.15

PCEpersonal income & outlays±3.6%9 of 19×1.12

FOMCrate decision±3.5%11 of 24×1.10

CPROFcorporate profits±2.0%3 of 12×0.63

GDPgross domestic product±2.0%5 of 19×0.62

CPIconsumer prices±1.6%4 of 10×0.49

PPIproducer prices±1.5%4 of 10×0.47

Bar = avg |move| to ±4% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod