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

Implied ±15.0%, either direction.

VRANasdaqLeather & Leather Products

Vera Bradley, Inc. (VRA) earnings date, market-implied expected move, and options open interest by expiry

7.38

+0.38 · +5.43%

Regular session13:48 ET

Open7.10Volume580,373Mkt cap$200.8MEPS-0.35

Day7.10 – 7.4385%52-wk1.39 – 7.13100%

VRA

Vera Bradley, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.0%implied · report alone

5.958.05

straddle ±21.3%

spot 7.00exp Dec 18ATM strike 7.5ATM straddle 1.75IV 84%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Dec 9

before open · in 35 days

est.Q3 FY27

Calendar

Next report

Last report

+34.54%

shaded = implied · ▲▼ = realized

Sep 15 '26 · confirmed

Implied vs realized

Linked news

1dDIS · supplierDisney plans several thousand layoffs, asks some managers to cut costs by up to 20%
2dAMZN · customerBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+0.68%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

67 managers

Top fund weight

0.00%

VRA weight · VTI

N-PORTJun 30 '26

1 fund

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

Vera Bradley (VRA) is expected to report on Dec 9 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY27Sep 15 '26confirmed—▲+34.54%—

quarterimplied−35%0+35%realized×

Q2 FY27—▲+34.54%—

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.11OI · 2 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

1450%Nov 2016d0.141,049−3%0.14

report · Dec 9 · before open · est.

2390%Feb 19107d2,1550%

ExpiryPutsCallsP/C

Nov 2016d1450%1,049−3%0.14

report · Dec 9 · before open · est.

Feb 19107d2390%2,1550%0.11

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

Positioning

Linked exposure

scenario · straddle±21.3%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY27

6.28%as filednet margin · revenue +28.63% QoQ · +1.12% YoY

Revenue

$72M+28.63% QoQ

Gross profit

$43M+48.50% QoQ

59.76% margin

Operating income

$4M+189.93% QoQ

5.83% margin

Pre-tax income

$4M+193.51% QoQ

Net income

$5M+193.26% QoQ

6.28% margin

Cost of revenue

$29M+7.31% QoQ

Operating expenses

$39M+15.40% QoQ

Other income

$227,000+449.23% QoQ

Tax benefit

$93,000

Revenue$72M+28.63%

Gross profit

$43M+48.50%

59.76% margin

Operating income

$4M+189.93%

5.83% margin

Pre-tax income

$4M+193.51%

Net income

$5M+193.26%

6.28% margin

Cost of revenue

$29M+7.31%

Operating expenses

$39M+15.40%

Other income$227,000+449.23%

Tax benefit$93,000

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 1 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:45 ET

Intraday

Event sensitivity

FOMC ×1.53· ±4.7% vs ±3.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.7%11 of 24×1.53

PPIproducer prices±4.6%4 of 10×1.48

NFPjobs report±4.3%7 of 10×1.38

CPIconsumer prices±4.0%5 of 10×1.29

CPROFcorporate profits±3.3%7 of 12×1.06

GDPgross domestic product±3.2%11 of 19×1.04

PCEpersonal income & outlays±3.0%10 of 19×0.97

Bar = avg |move| to ±5% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS 0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Sep 15 '26 · confirmed	0.15	—
Q1 FY27	—	-0.17	—
Q3 FY26	—	-0.44	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod