How often does Treace Medical Concepts move more than the options market prices?

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

TMCINasdaqSurgical & Medical Instruments & Apparatus

Treace Medical Concepts, Inc. (TMCI) earnings date, market-implied expected move, and options open interest by expiry

4.61

+0.33 · +7.64%

Regular session11:34 ET

Open4.44Volume211,158Mkt cap$278.3MEPS-0.92

Day4.44 – 4.6676%52-wk1.17 – 6.5864%

TMCI

Treace Medical Concepts, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+8.68%

vs ±21.0% implied · ×0.41

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−9.91%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

117 managers

Top fund weight

0.00%

TMCI weight · VTI

N-PORTJun 30 '26

1 fund

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

Treace Medical Concepts (TMCI) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±33.4%
avg realized: ±10.2%

Feb 27 '25Feb 27 '25confirmed±18.3%▼−2.08%×0.11

May 8 '25May 8 '25confirmed±15.7%▼−9.55%×0.61

Aug 7 '25Aug 7 '25confirmed±18.8%▲+7.92%×0.42

Q3 FY25Nov 6 '25confirmed±22.5%▼−28.33%×1.26

Feb 27 '26Feb 27 '26confirmed±26.3%▼−11.43%×0.43

Q1 FY26Apr 9 '26confirmed±78.7%▲+9.29%×0.12

May 8 '26May 8 '26confirmed±65.8%▲+4.69%×0.07

Q2 FY26Aug 7 '26confirmed±21.0%▲+8.68%×0.41

quarterimplied−80%0+80%realized×

Q2 FY26±21.0%▲+8.68%×0.41

May '26±65.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 19 close

0.00OI · 3 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

0—Nov 2016d3500%

3900%Dec 1844d0.954100%0.95

5620%Mar 19135d7.21780%7.21

ExpiryPutsCallsP/C

Nov 2016d0—3500%0.00

Dec 1844d3900%4100%0.95

Mar 19135d5620%780%7.21

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

−34.98%as filednet margin · revenue −3.86% QoQ · −4.24% YoY

Revenue$45M−3.86%

Gross profit$36M78.47%−4.81%

Operating income−$15M−32.96%+12.87%

Pre-tax income−$16M+11.63%

Net income−$16M−34.98%+11.63%

Cost of revenue$10M−0.22%

Operating expenses$51M−7.35%

Other expense−$915,000−15.24%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:30 ET

Intraday

Event sensitivity

CPI ×2.14· ±7.2% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±7.2%5 of 10×2.14

PPIproducer prices±5.4%3 of 10×1.61

CPROFcorporate profits±3.9%5 of 12×1.16

GDPgross domestic product±3.6%8 of 19×1.07

FOMCrate decision±3.4%12 of 24×1.02

NFPjobs report±3.2%4 of 10×0.96

PCEpersonal income & outlays±2.9%10 of 19×0.87

Bar = avg |move| to ±8% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	-0.24	—
Q1 FY26	Apr 9 '26 · confirmed	-0.28	—
Q3 FY25	Nov 6 '25 · confirmed	-0.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod