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

Implied ±34.5%, either direction.

VERINasdaqServices-Computer Processing & Data Preparation

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

0.58

+0.02 · +4.15%

Regular session12:18 ET

Open0.56Volume1.4MMkt cap$55.7M

Day0.56 – 0.58100%52-wk0.51 – 6.901%

VERI

Veritone, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±34.5%implied · straddle

0.360.75

spot 0.55exp Nov 20ATM strike 0.5ATM straddle 0.23IV 242%

Nov 3 close

Expected move

Inputs

Next report

Nov 9

after close · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−22.82%

vs ±17.0% implied · ×1.34

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

4.00%

of VERI revenue · Amazon

customerVERI 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+65.90%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

92 managers

Top fund weight

0.00%

VERI weight · IWM

N-PORTJun 30 '26

3 funds

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

Veritone (VERI) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±17.0%▼−22.82%×1.34

quarterimplied−25%0+25%realized×

Q2 FY26±17.0%▼−22.82%×1.34

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.41OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,879−2%Nov 2016d4,5990%

6850%Jan 1572d0.0321,963+1%0.03

720%Feb 19107d0.041,712−5%0.04

ExpiryPutsCallsP/C

Nov 2016d1,879−2%4,5990%0.41

Jan 1572d6850%21,963+1%0.03

Feb 19107d720%1,712−5%0.04

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

Positioning

Linked exposure

scenario · straddle±34.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−91.33%as filednet margin · revenue +19.76% QoQ · +4.61% YoY

Revenue$24M+19.76%

Gross profit$15M63.70%+12.74%

Operating income−$22M−91.23%−13.97%

Pre-tax income−$22M−11.69%

Net income−$22M−91.33%−13.59%

Cost of revenue$9M+34.47%

Operating expenses$38M+13.46%

Tax−$313,000+48.94%

Other expense−$337,000+51.72%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:15 ET

Intraday

Event sensitivity

CPROF ×0.87· ±4.6% vs ±5.3% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.6%5 of 12×0.87

PCEpersonal income & outlays±4.5%8 of 19×0.84

CPIconsumer prices±4.3%4 of 10×0.81

NFPjobs report±4.2%4 of 10×0.79

FOMCrate decision±4.2%10 of 24×0.78

GDPgross domestic product±4.0%9 of 19×0.76

PPIproducer prices±3.5%4 of 10×0.67

Bar = avg |move| to ±6% · tick = ±5.3% avg day · ×base = |move| ÷ ±5.3% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.24	—
Q1 FY26	—	-0.21	—
Q3 FY25	—	-0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod