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

Implied ±25.7%, either direction · provisional.

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

27.20

pre 28.35 +4.34%

Pre-market07:02 ETdelayed

Open28.35Volume691,153Mkt cap$1.3BP/E354.38EPS0.08

Day28.35 – 28.3550%52-wk15.59 – 35.8763%

STAA

Staar Surgical Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±25.7%implied · straddle

20.2034.14

spot 27.17exp Mar 19ATM strike 27.5ATM straddle 8.20IV 63%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Mar 2

after close · in 117 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedQ3 FY26Nov 3 close

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.16%

shares held · 10 largest managers

13F · Jun 30 '26128d 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 Mar 2 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%▲+8.88%×1.73

Q1 FY26±17.0%▲+1.59%×0.09

Nov '25±17.7%▲+5.47%×0.31

Q3 FY25±17.0%▲+1.16%×0.07

Aug '25±1.4%▲+0.19%×0.14

2 older reports

May '25±14.5%▲+0.46%×0.03

Feb '25±10.3%▼−24.68%×2.40

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

0.16OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

203+16%Nov 2015d0.181,104−1%0.18

2,0410%Dec 1843d0.563,617−1%0.56

report · Mar 2 · after close · est.

275+10%Mar 19134d1,6860%

ExpiryPutsCallsP/C

Nov 2015d203+16%1,104−1%0.18

Dec 1843d2,0410%3,617−1%0.56

report · Mar 2 · after close · est.

Mar 19134d275+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±25.7%

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 filedQ3 FY26

6.68%as filednet margin · revenue −10.82% QoQ · −11.95% YoY

Revenue

$83M−10.82% QoQ

Gross profit

$59M−15.19% QoQ

70.90% margin

Operating income

$5M−45.96% QoQ

6.54% margin

Pre-tax income

$7M−36.68% QoQ

Net income

$6M−30.81% QoQ

6.68% margin

Cost of revenue

$24M+1.97% QoQ

Operating expenses

$54M−9.98% QoQ

Marketing $24M

SG&A $19M

R&D $10M

Tax

$1M−52.63% QoQ

Other income

$2M+64.79% QoQ

Revenue$83M−10.82%

Gross profit

$59M−15.19%

70.90% margin

Operating income

$5M−45.96%

6.54% margin

Pre-tax income

$7M−36.68%

Net income

$6M−30.81%

6.68% margin

Cost of revenue

$24M+1.97%

Operating expenses

$54M−9.98%

Marketing $24M

SG&A $19M

R&D $10M

Other income$2M+64.79%

Tax$1M−52.63%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Oct 2 '26 · width = $

Revenue flow

Intraday

No trades yet today.

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 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.11	—
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