VREX
Varex Imaging Corp12.37post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 20:00:00 UTCnext report Aug 5 · today
Earnings Room‹ back to VREX
The report
fiscal Q3 2026 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±17.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 17days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Aug 21 · first after the reportATM strike 12.5straddle 2.60ATM IV 122%× 0.85 straddle-to-rangespot 12.37
Blast radius
who else movesNo funds hold this name and no filing names it as a supplier or customer, so there is nothing for a move to travel along yet.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
29
Aug 21
17d
74▲ +0%
▲ +0%
5
Sep 18
45d
2
▲ +0%
▲ +25%
5
Nov 20
108d
19
▲ +0%
▲ +0%
9
Dec 18
136d
278▲ +0%
The record
expected in pale · actual in full color6/8reports moved further than the options market had pricedtypically ±13.8% realized vs ±11.2% priced
May 7 '26±11.8%→−16.9%×1.43
Feb 10 '26±10.6%→−3.8%×0.36
Nov 18 '25±10.6%→−13.7%×1.28
Aug 7 '25±15.9%→+21.4%×1.35
May 8 '25±15.4%→−20.5%×1.33
Feb 6 '25±10.4%→−19.3%×1.86
Nov 19 '24±8.0%→+5.9%×0.74
Aug 1 '24±7.2%→−9.0%×1.26
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -0.19 · rev $216M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.