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

Implied ±38.5%, either direction · provisional.

How often does Neuronetics move more than the options market prices?

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

STIMNasdaqSurgical & Medical Instruments & Apparatus

Neuronetics, Inc. (STIM) earnings date, market-implied expected move, and options open interest by expiry

2.69

+0.43 · +19.24%

post 2.79 +3.53%

Closed19:49 ET

Open2.34Volume5.5MMkt cap$210.3MEPS-0.33

Day2.34 – 2.9871%52-wk0.80 – 3.4475%

STIM

Neuronetics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±38.5%implied · straddle

1.663.75

spot 2.71exp Feb 19ATM strike 2.5ATM straddle 1.23IV 112%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 9

before open · in 97 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

before open

confirmedQ3 FY26Nov 2 close

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−3.90%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

86 managers

Top fund weight

0.00%

STIM weight · VTI

N-PORTJun 30 '26

1 fund

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

Neuronetics (STIM) is expected to report on Feb 9 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±32.0%
avg realized: ±14.1%

Mar 4 '25Mar 4 '25confirmed±29.0%▲+18.78%×0.65

May 6 '25May 6 '25confirmed±26.7%0.00%×0.00

Aug 5 '25Aug 5 '25confirmed±23.6%▼−2.47%×0.10

Q3 FY25Nov 4 '25confirmed±26.8%▲+3.61%×0.13

Feb 10 '26Feb 10 '26confirmed±43.2%▲+23.29%×0.54

Q1 FY26Mar 17 '26confirmed±44.4%▼−9.93%×0.22

May 5 '26May 5 '26confirmed±38.0%▲+7.43%×0.20

Q2 FY26Aug 11 '26confirmed±24.4%▲+47.00%×1.92

quarterimplied−50%0+50%realized×

Q2 FY26±24.4%▲+47.00%×1.92

May '26±38.0%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.36OI · 2 expiries · Nov 2 closeP/C open interest · Feb 19 · first expiry after the report

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

1,1040%Nov 2016d0.343,263+2%0.34

report · Feb 9 · before open · est.

6430%Feb 19107d1,7630%

ExpiryPutsCallsP/C

Nov 2016d1,1040%3,263+2%0.34

report · Feb 9 · before open · est.

Feb 19107d6430%1,7630%0.36

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

Positioning

Linked exposure

scenario · straddle±38.5%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−3.71%as filednet margin · revenue +0.95% QoQ · +12.51% YoY

Revenue$42M+0.95%

Gross profit$22M52.17%+3.14%

Operating income$541,0001.29%+136.04%

Pre-tax income−$2M+55.08%

Net income−$2M−3.71%+55.08%

Cost of revenue$20M−1.34%

Operating expenses$21M−6.05%

Other expense−$2M−6.83%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.68· ±7.8% vs ±4.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.8%5 of 10×1.68

PPIproducer prices±6.0%5 of 10×1.30

CPROFcorporate profits±5.6%6 of 12×1.20

GDPgross domestic product±5.4%10 of 19×1.16

PCEpersonal income & outlays±5.3%9 of 19×1.15

CPIconsumer prices±5.3%3 of 10×1.15

FOMCrate decision±3.4%14 of 24×0.72

Bar = avg |move| to ±8% · tick = ±4.6% avg day · ×base = |move| ÷ ±4.6% · min 6 releases

Earnings history

EPS -0.02 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.02	—
Q2 FY26	Aug 11 '26 · confirmed	-0.05	—
Q1 FY26	Mar 17 '26 · confirmed	-0.16	—
Q3 FY25	Nov 4 '25 · confirmed	-0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod