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

Implied ±10.1%, either direction.

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

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

WGSNasdaqServices-Health Services

GeneDx Holdings Corp. (WGS) earnings date, market-implied expected move, and options open interest by expiry

69.14

−1.88 · −2.65%

post 68.09 −1.52%

Closed18:06 ET

Open70.59Volume886,154Mkt cap$2.1BEPS-3.64

Day67.29 – 70.5924%52-wk32.21 – 170.8726%

WGS

GeneDx Holdings Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.1%implied · straddle

8Q avg ±21.4%·×0.47·cheap

62.0776.05

spot 69.06exp Nov 6ATM strike 69ATM straddle 8.23IV 108%

Oct 30 close

Expected move

Inputs

Next report

Nov 5

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+4.48%

vs ±18.8% implied · ×0.24

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

1dILMN · supplierIllumina posts net income $220 million, revenue $1,129 million, diluted EPS $1.43
39dTWST · supplierTwist Bioscience (TWST) Expands AI Drug Discovery Exposure With Lilly TuneLab Partnership
42dA · supplierAgilent (A) Wants Pathology Labs To Go Digital, 540 Slides At A Time

News

Largest filed tie

13F top-10 QoQ

+36.36%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

226 managers

Top fund weight

1.03%

WGS weight · ARKK

N-PORTJul 31 '26

4 funds

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

GeneDx (WGS) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±16.6%
avg realized: ±21.4%

Feb 18 '25Feb 18 '25confirmed±20.7%▲+47.69%×2.30

Apr 30 '25Apr 30 '25confirmed±16.1%▼−42.85%×2.66

Jul 29 '25Jul 29 '25confirmed±18.3%▲+8.09%×0.44

Q3 FY25Oct 28 '25confirmed±20.6%▲+5.21%×0.25

Jan 12 '26Jan 12 '26confirmed±7.3%▼−7.88%×1.08

Feb 23 '26Feb 23 '26confirmed±16.4%▲+6.12%×0.37

Q1 FY26May 4 '26confirmed±14.6%▼−49.20%×3.36

Q2 FY26Aug 3 '26confirmed±18.8%▲+4.48%×0.24

quarterimplied−50%0+50%realized×

Q2 FY26±18.8%▲+4.48%×0.24

Q1 FY26±14.6%

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.93OI · 8 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

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

2,8820%Nov 66d3,086+11%

1,876+12%Nov 1313d2.13880+57%2.13

6,992+33%Nov 2020d2.372,946+3%2.37

39+44%Nov 2727d1.3429+107%1.34

0−100%Dec 434d0.004+100%0.00

3 later expiries

1,362+2%Dec 1848d0.622,199+1%0.62

1,574+3%Jan 1576d0.81

ExpiryPutsCallsP/C

Nov 66d2,8820%3,086+11%0.93

Nov 1313d1,876+12%880+57%2.13

Nov 2020d6,992+33%2,946+3%2.37

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

Positioning

Linked exposure

scenario · straddle±10.1%

Funds 4

ARKK±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

TWST±2.3%×0.22

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−15.50%as filednet margin · revenue +11.92% QoQ · +11.44% YoY

Revenue$114M+11.92%

Gross profit$78M68.37%+14.70%

Operating income−$17M−15.25%+69.63%

Pre-tax income−$18M+70.75%

Net income−$18M−15.50%+71.98%

Cost of revenue$36M+6.34%

Operating expenses$96M−23.86%

Tax−$518,000−157.75%

Other expense−$803,000+83.77%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:00 ET

Intraday

Event sensitivity

GDP ×1.30· ±5.7% vs ±4.4% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.7%10 of 19×1.30

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	-0.60	—
Q1 FY26	May 4 '26 · confirmed	-2.16	—
Q3 FY25	Oct 28 '25 · confirmed	-0.27	—

GeneDx Holdings Corp. (WGS) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

GeneDx Holdings Corp. (WGS) earnings date, market-implied expected move, and options open interest by expiry

Intraday

Implied vs realized

Linked exposure

Positioning

Event sensitivity

Earnings history

Methodology

Revenue flow