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TSSI

TSS, Inc.
11.11post−$0.06 (−0.54%)at close +$0.00 (+0.00%)
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as of 22:25:32 UTCnext report Aug 14 · 9d
Earnings Room‹ back to TSSI

The report

fiscal Q2 2026 · from the company's notice
Aug 14after close9days out

Expected movement

market-implied · at the Aug 4 close
±18.3%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.

The full straddle prices ±24.1% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 109% annualized.

expiry Aug 21 · first after the reportATM strike 10straddle 3.15ATM IV 168% vs 134% at Sep 18× 0.85 straddle-to-rangespot 11.11

Blast radius

1 linked · N-PORT + EDGAR

If TSSI moves ±24.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

Positioning

Butterfly Ladder

No options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.

The record

expected in pale · actual in full color
4/6reports moved further than the options market had pricedtypically ±29.3% realized vs ±20.0% priced
May 7 '26±17.5%24.1%×1.37
Mar 11 '26±18.5%+8.1%×0.44
Nov 13 '25±19.6%43.3%×2.21
Aug 6 '25±22.4%23.1%×1.03
May 15 '25±18.9%+74.1%×3.92
Mar 27 '25±22.9%3.1%×0.13
Nov 14 '2424.4%Nov 15 '24
Aug 14 '24+18.2%Aug 15 '24
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.08 · rev $55M
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.