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

Implied ±20.1%, either direction.

SRTSNasdaqSurgical & Medical Instruments & Apparatus

Sensus Healthcare, Inc. (SRTS) earnings date, market-implied expected move, and options open interest by expiry

3.28

+0.53 · +19.38%

post 3.55 +8.14%

Closed19:41 ET

Open3.98Volume13,210Mkt cap$45.3MEPS-0.94

Day3.27 – 3.9839%52-wk2.66 – 5.4931%

SRTS

Sensus Healthcare, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±20.1%implied · straddle

2.633.94

spot 3.29exp Nov 20ATM strike 3ATM straddle 0.78IV 124%

Nov 3 closethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−9.49%

vs ±24.9% implied · ×0.38

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−3.64%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

40 managers

Top fund weight

0.00%

SRTS weight · VTI

N-PORTJun 30 '26

1 fund

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

Sensus Healthcare (SRTS) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±24.9%▼−9.49%×0.38

quarterimplied−25%0+25%realized×

Q2 FY26±24.9%▼−9.49%×0.38

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

66.83OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

401+166%Nov 2017d6+20%

241—Dec 1845d241.001—241.00

40%Jan 1573d0.014700%0.01

ExpiryPutsCallsP/C

Nov 2017d401+166%6+20%66.83

Dec 1845d241—1—241.00

Jan 1573d40%4700%0.01

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

Positioning

Linked exposure

scenario · straddle±20.1%

Funds 1

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−382.05%as filednet margin · revenue −32.53% QoQ · −68.69% YoY

Revenue$2M−32.53%

Gross profit$769,00033.58%−22.40%

Operating income−$3M−138.86%+27.03%

Pre-tax income−$3M+27.64%

Net income−$9M−382.05%−233.17%

Cost of revenue$2M−36.70%

Operating expenses$4M−26.17%

Tax$6M+453.83%

Other income$117,000−6.40%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.70· ±5.1% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.1%5 of 10×1.70

CPIconsumer prices±4.5%6 of 10×1.51

PCEpersonal income & outlays±2.9%11 of 19×0.96

FOMCrate decision±2.2%8 of 24×0.74

PPIproducer prices±1.9%4 of 10×0.65

GDPgross domestic product±1.8%9 of 19×0.59

CPROFcorporate profits±1.5%6 of 12×0.51

Bar = avg |move| to ±6% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.53	—
Q1 FY26	—	-0.16	—
Q3 FY25	—	-0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod