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

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

TENBNasdaqServices-Prepackaged Software

Tenable Holdings, Inc. (TENB) earnings date, market-implied expected move, and options open interest by expiry

50.71

−1.07 · −2.06%

post 50.75 +0.08%

Closed18:56 ET

Open51.36Volume4.0MMkt cap$5.6BP/E1015.00EPS0.05

Day49.56 – 51.7056%52-wk15.73 – 53.2293%

TENB

Tenable Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 3

after close · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

+6.28%

vs ±16.1% implied · ×0.39

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

32.00%

of TENB revenue · Ingram Micro

customerTENB 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+14.68%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

310 managers

Top fund weight

0.13%

TENB weight · IWM

N-PORTJun 30 '26

4 funds

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

Tenable (TENB) is expected to report on Feb 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±12.2%
avg realized: ±3.3%

Feb 7 '25Feb 7 '25confirmed±6.2%▲+0.95%×0.15

Apr 29 '25Apr 29 '25confirmed±8.1%▼−9.23%×1.15

Jul 30 '25Jul 30 '25confirmed±9.6%▼−2.88%×0.30

Q3 FY25Oct 29 '25confirmed±11.5%▲+0.72%×0.06

Feb 4 '26Feb 4 '26confirmed±16.2%▲+0.20%×0.01

Q1 FY26Apr 29 '26confirmed±16.3%▼−2.70%×0.17

Q2 FY26Jul 29 '26confirmed±13.7%▲+3.40%×0.25

Oct 28 '26Oct 28 '26confirmed±16.1%▲+6.28%×0.39

quarterimplied−20%0+20%realized×

Oct '26±16.1%▲+6.28%×0.39

Q2 FY26±13.7%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.19OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

318+7%Nov 2019d0.093,611+47%0.09

1,756+6%Dec 1847d0.286,353−16%0.28

report · Feb 3 · after close · est.

4570%Mar 19138d2,404+2%

ExpiryPutsCallsP/C

Nov 2019d318+7%3,611+47%0.09

Dec 1847d1,756+6%6,353−16%0.28

report · Feb 3 · after close · est.

Mar 19138d4570%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

1.42%as filednet margin · revenue +2.46% QoQ · +8.58% YoY

Revenue

$269M+2.46% QoQ

Gross profit

$208M+1.36% QoQ

77.53% margin

Operating income

$12M+41.14% QoQ

4.61% margin

Pre-tax income

$7M+36.35% QoQ

Net income

$4M+169.09% QoQ

1.42% margin

Cost of revenue

$60M+6.47% QoQ

Operating expenses

$196M−0.42% QoQ

Marketing $106M

R&D $57M

SG&A $32M

Other expense

$5M

Tax

$3M−14.76% QoQ

Revenue$269M+2.46%

Gross profit

$208M+1.36%

77.53% margin

Operating income

$12M+41.14%

4.61% margin

Pre-tax income

$7M+36.35%

Net income

$4M+169.09%

1.42% margin

Cost of revenue

$60M+6.47%

Operating expenses

$196M−0.42%

Marketing $106M

R&D $57M

SG&A $32M

Other expense

$5M

Tax$3M−14.76%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

PPI ×1.48· ±2.8% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.8%5 of 10×1.48

CPIconsumer prices±2.8%4 of 10×1.47

GDPgross domestic product±2.7%7 of 19×1.44

PCEpersonal income & outlays±2.7%8 of 19×1.43

CPROFcorporate profits±2.7%6 of 12×1.42

FOMCrate decision±1.5%11 of 24×0.82

NFPjobs report±1.5%4 of 10×0.81

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	0.03	—
Q1 FY26	Apr 29 '26 · confirmed	0.01	—
Q3 FY25	Oct 29 '25 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod