What move does the options market price into Strata Critical Medical's report?

Implied ±16.8%, either direction.

How often does Strata Critical Medical move more than the options market prices?

0 of the last 4 reports moved at least as far as the implied move.

SRTANasdaqServices-Health Services

Strata Critical Medical, Inc. (SRTA) earnings date, market-implied expected move, and options open interest by expiry

4.45

pre 4.40 −0.90%

Pre-market09:00 ET

Open4.66Volume1.1MMkt cap$392.8MP/E8.80EPS0.50

Day4.43 – 4.660%52-wk3.95 – 6.5018%

SRTA

Strata Critical Medical, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.8%implied · straddle

3.705.18

spot 4.44exp Nov 20ATM strike 5ATM straddle 0.88IV 83%

Oct 30 close

Expected move

Inputs

Next report

Nov 9

before open · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+0.36%

vs ±15.1% implied · ×0.02

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−10.10%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

140 managers

Top fund weight

0.01%

SRTA weight · IWM

N-PORTJun 30 '26

3 funds

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

Strata Critical Medical (SRTA) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

0 of 4≥ implied

avg implied: ±17.6%
avg realized: ±6.8%

Nov 12 '24Nov 12 '24confirmed—▼−8.88%—

Mar 13 '25Mar 13 '25confirmed—▲+7.07%—

May 12 '25May 12 '25confirmed—▲+18.49%—

Aug 5 '25Aug 5 '25confirmed—▼−6.09%—

Q3 FY25Nov 10 '25confirmed±21.4%▲+9.48%×0.44

Q1 FY26Mar 3 '26confirmed±18.1%▲+6.90%×0.38

May 6 '26May 6 '26confirmed±15.9%▲+10.58%×0.67

Q2 FY26Aug 4 '26confirmed±15.1%▲+0.36%×0.02

quarterimplied−25%0+25%realized×

Q2 FY26±15.1%▲+0.36%×0.02

May '26±15.9%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 27 close

0.35OI · 2 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

1,9900%Nov 2018d5,7240%

1030%Feb 19109d0.195520%0.19

ExpiryPutsCallsP/C

Nov 2018d1,9900%5,7240%0.35

Feb 19109d1030%5520%0.19

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

Positioning

Linked exposure

scenario · straddle±16.8%

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

−14.50%as filednet margin · revenue +7.60% QoQ · +60.74% YoY

Revenue$73M+7.60%

Gross profit$15M20.98%+7.78%

Operating income−$5M−7.46%−81.84%

Pre-tax income−$11M−537.80%

Net income−$11M−14.50%−588.21%

Cost of revenue$57M+7.55%

Operating expenses$21M+20.67%

Tax$0—

Other expense−$5M−195.01%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.04· ±3.3% vs ±3.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.3%4 of 10×1.04

PPIproducer prices±2.8%4 of 10×0.89

GDPgross domestic product±2.7%8 of 19×0.88

FOMCrate decision±2.7%9 of 24×0.87

CPIconsumer prices±2.7%5 of 10×0.85

CPROFcorporate profits±2.6%5 of 12×0.84

PCEpersonal income & outlays±2.6%8 of 19×0.82

Bar = avg |move| to ±4% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS -0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.12	—
Q1 FY26	Mar 3 '26 · confirmed	0.03	—
Q3 FY25	Nov 10 '25 · confirmed	0.70	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod