What move does the options market price into Tandem Diabetes Care's report?

Implied ±2.0%, either direction.

How often does Tandem Diabetes Care move more than the options market prices?

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

TNDMNasdaqSurgical & Medical Instruments & Apparatus

Tandem Diabetes Care Inc (TNDM) earnings date, market-implied expected move, and options open interest by expiry

19.10

−0.69 · −3.48%

post 19.10 0.00%

Closed16:00 ET

Open19.70Volume1.9MMkt cap$1.3BEPS-0.90

Day18.80 – 19.7133%52-wk12.26 – 29.6539%

TNDM

Tandem Diabetes Care Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.0%implied · report alone

8Q avg ±20.8%·×0.10·cheap

18.7319.49

straddle ±14.3%

spot 19.11exp Nov 20ATM strike 19ATM straddle 3.23IV 89%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+19.11%

vs ±17.0% implied · ×1.12

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+8.78%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

272 managers

Top fund weight

0.03%

TNDM weight · IWM

N-PORTJun 30 '26

4 funds

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

Tandem Diabetes Care (TNDM) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±16.1%
avg realized: ±20.8%

Nov 6 '24Nov 6 '24confirmed±16.8%▼−2.69%×0.16

Feb 26 '25Feb 26 '25confirmed±13.7%▼−35.25%×2.58

Apr 30 '25Apr 30 '25confirmed±13.2%▲+18.58%×1.40

Aug 6 '25Aug 6 '25confirmed±12.8%▼−19.94%×1.56

Q3 FY25Nov 6 '25confirmed±22.0%▲+21.98%×1.00

Feb 19 '26Feb 19 '26confirmed±13.6%▲+32.67%×2.41

Q1 FY26May 7 '26confirmed±19.9%▼−16.19%×0.81

Q2 FY26Aug 6 '26confirmed±17.0%▲+19.11%×1.12

quarterimplied−40%0+40%realized×

Q2 FY26±17.0%▲+19.11%×1.12

Q1 FY26±19.9%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 27 close

0.59OI · 4 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

1,4660%Nov 2019d2,487+1%

0—Dec 1847d0.003+50%0.00

2,8810%Jan 1575d0.733,9540%0.73

1890%Feb 19110d0.355430%0.35

ExpiryPutsCallsP/C

Nov 2019d1,4660%2,487+1%0.59

Dec 1847d0—3+50%0.00

Jan 1575d2,8810%3,9540%0.73

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

Positioning

Linked exposure

scenario · straddle±14.3%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

DXCM±2.5%×0.17

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−8.32%as filednet margin · revenue +2.97% QoQ · +5.77% YoY

Revenue$255M+2.97%

Gross profit$145M56.87%+5.84%

Operating income−$14M−5.42%+20.89%

Pre-tax income−$21M−3.93%

Net income−$21M−8.32%−3.80%

Cost of revenue$110M−0.59%

Operating expenses$159M+2.82%

Tax$510,000−1.16%

Other expense−$7M−181.05%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

GDP ×1.98· ±6.3% vs ±3.2% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±6.3%10 of 19×1.98

NFPjobs report±5.4%3 of 10×1.71

PCEpersonal income & outlays±4.9%12 of 19×1.55

FOMCrate decision±3.1%12 of 24×0.99

CPROFcorporate profits±3.1%5 of 12×0.99

CPIconsumer prices±2.9%2 of 10×0.93

PPIproducer prices±2.2%2 of 10×0.68

Bar = avg |move| to ±7% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS -0.31 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.31	—
Q1 FY26	May 7 '26 · confirmed	-0.30	—
Q3 FY25	Nov 6 '25 · confirmed	-0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod