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

Implied ±14.4%, either direction.

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

51.80

+1.51 · +3.00%

Regular session14:08 ET

Open51.50Volume1.1MMkt cap$4.0BP/E35.97EPS1.44

Day50.32 – 51.9591%52-wk29.46 – 60.9171%

VCYT

Veracyte, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.4%implied · report alone

8Q avg ±14.8%·×0.98·fair

43.0357.55

straddle ±15.3%

spot 50.29exp Nov 20ATM strike 50ATM straddle 9.07IV 105%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−22.52%

vs ±12.0% implied · ×1.88

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

7hBRKR · supplierBruker posts Q3 revenue $874.0 million, non-GAAP EPS $0.56; GAAP diluted loss per share $(0.81)
22hUNH · 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 '26127d 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 Nov 5 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±12.6%
avg realized: ±14.8%

Feb 24 '25Feb 24 '25confirmed±14.8%▼−14.99%×1.01

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

quarterimplied−30%0+30%realized×

Q2 FY26±12.0%▼−22.52%×1.88

May '26±17.8%▲+24.93%×1.40

Q1 FY26±16.5%▲+8.48%×0.51

Jan '26±9.4%▲+3.35%×0.36

Nov '25±10.5%▲+27.46%×2.61

Aug '25±9.1%▲+15.48%×1.71

2 older reports

May '25±11.0%▲+1.20%×0.11

Feb '25±14.8%▼−14.99%×1.01

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

6.32OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

2,3080%Nov 2016d365+1%

1420%Dec 1844d0.101,3800%0.10

1290%Mar 19135d0.091,4620%0.09

ExpiryPutsCallsP/C

Nov 2016d2,3080%365+1%6.32

Dec 1844d1420%1,3800%0.10

Mar 19135d1290%1,4620%0.09

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

Positioning

Linked exposure

scenario · straddle±15.3%

Funds 4

ARKK±0.1%

XBI±0.1%

IWM±0.0%

UWM±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

16.96%as filednet margin · revenue +8.09% QoQ · +15.49% YoY

Revenue

$150M+8.09% QoQ

Gross profit

$109M+7.31% QoQ

72.21% margin

Operating income

$23M+1.47% QoQ

15.29% margin

Pre-tax income

$27M−11.51% QoQ

Net income

$25M−11.21% QoQ

16.96% margin

Cost of revenue

$42M+10.18% QoQ

Operating expenses

$88M+8.73% QoQ

R&D $29M

Marketing $28M

SG&A $27M

Other operating $3M

Tax

$1M−18.47% QoQ

Other income

$4M−51.65% QoQ

Revenue$150M+8.09%

Gross profit

$109M+7.31%

72.21% margin

Operating income

$23M+1.47%

15.29% margin

Pre-tax income

$27M−11.51%

Net income

$25M−11.21%

16.96% margin

Cost of revenue

$42M+10.18%

Operating expenses

$88M+8.73%

R&D $29M

Marketing $28M

SG&A $27M

Other income$4M−51.65%

Tax$1M−18.47%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 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 0.31 · consensus —

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

Source: filed financials

Methodology

ties · implied moves · holdersMethod