How often does Varex Imaging move more than the options market prices?

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

VREXNasdaqElectronic Components, NEC

Varex Imaging Corp (VREX) earnings date, market-implied expected move, and options open interest by expiry

18.53

+0.07 · +0.41%

Regular session14:36 ET

Open18.56Volume903,717Mkt cap$777.2MP/E34.97EPS0.53

Day18.53 – 18.5611%52-wk9.09 – 18.6399%

VREX

Varex Imaging Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 17

after close · in 14 days

est.Q4 FY26

Calendar

Next report

Last report

+48.75%

vs ±19.0% implied · ×2.57

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

18.00%

of VREX revenue · Canon Medical Systems Corporation ("Canon")

customerVREX 10-K

Largest filed tie

13F top-10 QoQ

+3.21%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

186 managers

Top fund weight

1.01%

VREX weight · EVNT

N-PORTAug 31 '26

4 funds

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

Varex Imaging (VREX) is expected to report on Nov 17 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±12.7%
avg realized: ±18.8%

Nov 19 '24Nov 19 '24confirmed±8.0%▲+5.91%×0.74

Feb 6 '25Feb 6 '25confirmed±10.4%▼−19.28%×1.86

May 8 '25May 8 '25confirmed±15.4%▼−20.46%×1.33

Aug 7 '25Aug 7 '25confirmed±15.9%▲+21.38%×1.35

Nov 18 '25Nov 18 '25confirmed±10.6%▼−13.66%×1.28

Q1 FY26Feb 10 '26confirmed±10.6%▼−3.82%×0.36

Q2 FY26May 7 '26confirmed±11.8%▼−16.91%×1.43

Q3 FY26Aug 10 '26confirmed±19.0%▲+48.75%×2.57

quarterimplied−50%0+50%realized×

Q3 FY26±19.0%▲+48.75%×2.57

Q2 FY26±11.8%▼−16.91%×1.43

Q1 FY26±10.6%▼−3.82%×0.36

Nov '25±10.6%▼−13.66%×1.28

Aug '25±15.9%▲+21.38%×1.35

May '25±15.4%▼−20.46%×1.33

2 older reports

Feb '25±10.4%▼−19.28%×1.86

Nov '24±8.0%▲+5.91%×0.74

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.25OI · 3 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

27−18%Nov 2017d107+143%

190%Dec 1845d0.05368+5%0.05

540%Feb 19108d0.42130+2%0.42

ExpiryPutsCallsP/C

Nov 2017d27−18%107+143%0.25

Dec 1845d190%368+5%0.05

Feb 19108d540%130+2%0.42

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 filedQ3 FY26

7.55%as filednet margin · revenue −2.55% QoQ · +3.69% YoY

Revenue

$211M−2.55% QoQ

Gross profit

$77M+5.65% QoQ

36.44% margin

Operating income

$23M+58.33% QoQ

10.83% margin

Pre-tax income

$16M+353.13% QoQ

Net income

$16M+298.75% QoQ

7.55% margin

Cost of revenue

$134M−6.69% QoQ

Operating expenses

$54M−7.39% QoQ

SG&A $31M

R&D $23M

Other expense

$7M

Tax

$300,000−81.25% QoQ

Revenue$211M−2.55%

Gross profit

$77M+5.65%

36.44% margin

Operating income

$23M+58.33%

10.83% margin

Pre-tax income

$16M+353.13%

Net income

$16M+298.75%

7.55% margin

Cost of revenue

$134M−6.69%

Operating expenses

$54M−7.39%

SG&A $31M

R&D $23M

Other expense

$7M

Tax$300,000−81.25%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

NFP ×1.84· ±3.7% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%3 of 10×1.84

FOMCrate decision±1.9%7 of 24×0.97

GDPgross domestic product±1.9%8 of 19×0.95

PPIproducer prices±1.9%6 of 10×0.93

PCEpersonal income & outlays±1.5%9 of 19×0.74

CPROFcorporate profits±1.4%5 of 12×0.70

CPIconsumer prices±1.4%6 of 10×0.68

Bar = avg |move| to ±4% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.37 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 10 '26 · confirmed	0.37	—
Q2 FY26	May 7 '26 · confirmed	-0.19	—
Q1 FY26	Feb 10 '26 · confirmed	0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod