What move does the options market price into Staar Surgical's report?

Implied ±11.0%, either direction.

How often does Staar Surgical move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

STAANasdaqOphthalmic Goods

Staar Surgical Co (STAA) earnings date, market-implied expected move, and options open interest by expiry

27.22

+2.05 · +8.16%

Regular session12:15 ET

Open24.51Volume691,153Mkt cap$1.3BP/E340.30EPS0.08

Day24.51 – 27.22100%52-wk15.59 – 35.8757%

STAA

Staar Surgical Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.0%implied · straddle

22.4127.93

spot 25.17exp Nov 20ATM strike 25ATM straddle 3.25IV 75%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−0.31%

vs ±10.2% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.16%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

197 managers

Top fund weight

0.03%

STAA weight · IWM

N-PORTJun 30 '26

3 funds

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

Staar Surgical (STAA) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±11.7%
avg realized: ±5.3%

Feb 11 '25Feb 11 '25confirmed±10.3%▼−24.68%×2.40

May 7 '25May 7 '25confirmed±14.5%▲+0.46%×0.03

Aug 6 '25Aug 6 '25confirmed±1.4%▲+0.19%×0.14

Q3 FY25Oct 20 '25confirmed±17.0%▲+1.16%×0.07

Nov 5 '25Nov 5 '25confirmed±17.7%▲+5.47%×0.31

Q1 FY26Mar 3 '26confirmed±17.0%▲+1.59%×0.09

May 13 '26May 13 '26confirmed±5.1%▲+8.88%×1.73

Q2 FY26Aug 12 '26confirmed±10.2%▼−0.31%×0.03

quarterimplied−25%0+25%realized×

Q2 FY26±10.2%▼−0.31%×0.03

May '26±5.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.18OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

203+16%Nov 2016d1,104−1%

2,0410%Dec 1844d0.563,617−1%0.56

275+10%Mar 19135d0.161,6860%0.16

ExpiryPutsCallsP/C

Nov 2016d203+16%1,104−1%0.18

Dec 1844d2,0410%3,617−1%0.56

Mar 19135d275+10%1,6860%0.16

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

Positioning

Linked exposure

scenario · straddle±11.0%

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

8.61%as filednet margin · revenue +0.01% QoQ · +111.04% YoY

Revenue

$94M+0.01% QoQ

Gross profit

$70M+1.26% QoQ

74.55% margin

Operating income

$10M+26.59% QoQ

10.80% margin

Pre-tax income

$11M+34.14% QoQ

Net income

$8M+54.78% QoQ

8.61% margin

Cost of revenue

$24M−3.47% QoQ

Operating expenses

$60M−2.06% QoQ

Marketing $27M

SG&A $23M

R&D $10M

Tax

$3M−1.53% QoQ

Other income

$923,000+286.19% QoQ

Revenue$94M+0.01%

Gross profit

$70M+1.26%

74.55% margin

Operating income

$10M+26.59%

10.80% margin

Pre-tax income

$11M+34.14%

Net income

$8M+54.78%

8.61% margin

Cost of revenue

$24M−3.47%

Operating expenses

$60M−2.06%

Marketing $27M

SG&A $23M

R&D $10M

Other income$923,000+286.19%

Tax$3M−1.53%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

CPROF ×1.42· ±3.8% vs ±2.7% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±3.8%5 of 12×1.42

CPIconsumer prices±3.1%4 of 10×1.16

FOMCrate decision±3.0%12 of 24×1.13

PPIproducer prices±3.0%5 of 10×1.11

PCEpersonal income & outlays±2.3%9 of 19×0.85

GDPgross domestic product±2.2%8 of 19×0.81

NFPjobs report±1.7%4 of 10×0.65

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.16 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	0.16	—
Q1 FY26	Mar 3 '26 · confirmed	0.10	—
Q3 FY25	Oct 20 '25 · confirmed	0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod