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

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

VERXNasdaqServices-Prepackaged Software

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

15.92

+0.66 · +4.35%

post 17.82 +11.91%

Closed18:25 ET

Open14.93Volume1.4MMkt cap$2.5BP/E692.43

Day14.93 – 17.82100%52-wk10.21 – 20.8671%

VERX

Vertex, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

before open · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 3 closethin chain

Implied vs realized

Linked news

2dCRSP · supplierCRISPR Therapeutics posts net loss of $111,437 thousand; revenue $12,669 thousand
6dKYMR · supplierKymera reports Q3 net loss of $131,999 thousand, revenue $0, cash $1,646 million

News

Largest filed tie

13F top-10 QoQ

−2.56%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

226 managers

Top fund weight

0.03%

VERX weight · IWM

N-PORTJun 30 '26

3 funds

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

Vertex (VERX) is expected to report on Feb 10 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.5%
avg realized: ±11.0%

Feb 27 '25Feb 27 '25confirmed±11.8%▼−18.98%×1.60

May 7 '25May 7 '25confirmed±9.1%▼−3.26%×0.36

Aug 6 '25Aug 6 '25confirmed±11.2%▼−18.05%×1.62

Oct 21 '25Oct 21 '25confirmed±15.5%▲+1.13%×0.07

Nov 3 '25Nov 3 '25confirmed±13.5%▼−9.65%×0.71

Feb 11 '26Feb 11 '26confirmed±17.1%▼−13.78%×0.81

Q1 FY26May 7 '26confirmed±13.6%▲+15.88%×1.16

Q2 FY26Aug 3 '26confirmed±16.4%▼−7.54%×0.46

quarterimplied−20%0+20%realized×

Q2 FY26±16.4%▼−7.54%×0.46

Q1 FY26±13.6%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.38OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

63+19%Nov 2016d0.45141+31%0.45

561+1%Dec 1844d0.311,7900%0.31

report · Feb 10 · before open · est.

2660%Mar 19135d701+4%

ExpiryPutsCallsP/C

Nov 2016d63+19%141+31%0.45

Dec 1844d561+1%1,7900%0.31

report · Feb 10 · before open · est.

Mar 19135d2660%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

4.43%as filednet margin · revenue +3.72% QoQ · +10.52% YoY

Revenue$204M+3.72%

Gross profit$131M64.37%+5.15%

Operating income−$4M−2.18%+58.11%

Pre-tax income−$4M+57.52%

Net income$9M4.43%+460.28%

Cost of revenue$73M+1.24%

Operating expenses$136M+0.20%

Tax−$13M−84.09%

Other income$344,000−64.05%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

NFP ×1.45· ±3.2% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.2%4 of 10×1.45

PPIproducer prices±2.9%2 of 10×1.30

GDPgross domestic product±2.7%9 of 19×1.21

FOMCrate decision±2.4%10 of 24×1.06

PCEpersonal income & outlays±2.2%11 of 19×0.98

CPROFcorporate profits±1.9%7 of 12×0.83

CPIconsumer prices±1.8%3 of 10×0.82

Bar = avg |move| to ±4% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	0.12	—
Q1 FY26	May 7 '26 · confirmed	-0.04	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod