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

Implied ±27.7%, either direction · provisional.

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

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

VCYTNasdaqServices-Medical Laboratories

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

24.24

+0.24 · +1.01%

Regular session14:21 ET

Open24.50Volume15.0MMkt cap$1.9BP/E15.25EPS1.59

Day23.25 – 24.6869%52-wk21.91 – 60.916%

VCYT

Veracyte, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.7%implied · straddle

17.3530.65

spot 24.00exp Mar 19ATM strike 25ATM straddle 7.82IV 67%

Nov 5 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

−54.30%

vs ±14.8% implied · ×3.68

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Linked news

22hBRKR · supplierBruker reorganizes reportable segments and provides recast segment information
2dUNH · customerUnitedHealth Group Q3 net earnings $4,300 million, EPS $4.56; nine-month net $16,451 million

News

Largest filed tie

13F top-10 QoQ

−0.85%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

369 managers

Top fund weight

0.85%

VCYT weight · ARKK

N-PORTJul 31 '26

6 funds

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

Veracyte (VCYT) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±12.6%
avg realized: ±19.7%

May 7 '25May 7 '25confirmed±11.0%▲+1.20%×0.11

Aug 6 '25Aug 6 '25confirmed±9.1%▲+15.48%×1.71

Nov 4 '25Nov 4 '25confirmed±10.5%▲+27.46%×2.61

Jan 12 '26Jan 12 '26confirmed±9.4%▲+3.35%×0.36

Q1 FY26Feb 25 '26confirmed±16.5%▲+8.48%×0.51

May 5 '26May 5 '26confirmed±17.8%▲+24.93%×1.40

Q2 FY26Jul 30 '26confirmed±12.0%▼−22.52%×1.88

Q3 FY26Nov 4 '26confirmed±14.8%▼−54.30%×3.68

quarterimplied−55%0+55%realized×

Q3 FY26±14.8%▼−54.30%×3.68

Q2 FY26±12.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 5 close

0.09OI · 3 expiries · Nov 5 closeP/C open interest · Mar 19 · first expiry after the report

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

2,224−4%Nov 2014d2.011,104+202%2.01

147+4%Dec 1842d0.111,336−3%0.11

report · Feb 24 · after close · est.

128−1%Mar 19133d1,4860%

ExpiryPutsCallsP/C

Nov 2014d2,224−4%1,104+202%2.01

Dec 1842d147+4%1,336−3%0.11

report · Feb 24 · after close · est.

Mar 19133d128−1%

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

Positioning

Linked exposure

scenario · straddle±27.7%

Funds 4

ARKK±0.2%

XBI±0.2%

IWM±0.0%

UWM±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

20.76%as filednet margin · revenue +0.95% QoQ · +15.08% YoY

Revenue

$152M+0.95% QoQ

Gross profit

$107M−1.33% QoQ

70.58% margin

Operating income

$17M−27.90% QoQ

10.92% margin

Pre-tax income

$21M−20.36% QoQ

Net income

$32M+23.59% QoQ

20.76% margin

Cost of revenue

$41M−0.93% QoQ

Operating expenses

$94M+6.22% QoQ

R&D $32M

SG&A $29M

Marketing $29M

Other operating $4M

Other income

$5M+28.51% QoQ

Tax benefit

$10M

Revenue$152M+0.95%

Gross profit

$107M−1.33%

70.58% margin

Operating income

$17M−27.90%

10.92% margin

Pre-tax income

$21M−20.36%

Net income

$32M+23.59%

20.76% margin

Cost of revenue

$41M−0.93%

Operating expenses

$94M+6.22%

R&D $32M

SG&A $29M

Marketing $29M

Other income$5M+28.51%

Tax benefit$10M

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 ET

Intraday

Event sensitivity

PPI ×1.36· ±3.4% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.4%2 of 10×1.36

PCEpersonal income & outlays±2.8%11 of 19×1.14

NFPjobs report±2.8%2 of 10×1.13

GDPgross domestic product±2.7%13 of 19×1.07

FOMCrate decision±2.3%12 of 24×0.91

CPROFcorporate profits±2.1%9 of 12×0.83

CPIconsumer prices±1.5%1 of 10×0.62

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.38 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	0.38	—
Q2 FY26	Jul 30 '26 · confirmed	0.31	—
Q1 FY26	Feb 25 '26 · confirmed	0.35	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod