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

Implied ±10.8%, either direction.

How often does Warby Parker move more than the options market prices?

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

WRBYNYSEOphthalmic Goods

Warby Parker Inc. (WRBY) earnings date, market-implied expected move, and options open interest by expiry

21.92

−1.94 · −8.15%

post 22.15 +1.07%

Closed19:48 ET

Open24.50Volume3.8MMkt cap$2.9BP/E369.17EPS0.06

Day21.92 – 24.509%52-wk14.96 – 31.0045%

WRBY

Warby Parker Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.8%implied · report alone

8Q avg ±8.8%·×1.23·rich

19.5724.31

straddle ±11.8%

spot 21.94exp Nov 6ATM strike 22ATM straddle 3.05IV 192%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−7.89%

vs ±9.8% implied · ×0.81

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

6hGOOGL · supplierGoogle responds to political backlash over removing search from schools that ban AI
1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+23.82%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

304 managers

Top fund weight

0.10%

WRBY weight · IWM

N-PORTJun 30 '26

3 funds

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

Warby Parker (WRBY) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±11.5%
avg realized: ±8.8%

Nov 7 '24Nov 7 '24confirmed±13.2%▲+1.79%×0.14

Feb 27 '25Feb 27 '25confirmed±14.3%▲+2.31%×0.16

May 8 '25May 8 '25confirmed±12.0%▲+2.85%×0.24

Aug 7 '25Aug 7 '25confirmed±7.7%▼−3.37%×0.44

Nov 6 '25Nov 6 '25confirmed±11.6%▼−11.13%×0.96

Q1 FY26Feb 26 '26confirmed±12.1%▲+17.82%×1.48

May 7 '26May 7 '26confirmed±11.6%▲+23.47%×2.02

Q2 FY26Aug 6 '26confirmed±9.8%▼−7.89%×0.81

quarterimplied−25%0+25%realized×

Q2 FY26±9.8%▼−7.89%×0.81

May '26±11.6%

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 27 close

0.47OI · 7 expiries · Oct 27 closeP/C open interest · Nov 6 · first expiry after the report

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

501−1%Nov 62d1,068+2%

108+116%Nov 139d2.3546+21%2.35

3,929+2%Nov 2016d0.675,8390%0.67

51+13%Nov 2723d2.3222+5%2.32

5,100−1%Dec 1844d0.0679,3390%0.06

2 later expiries

1,2850%Jan 1572d0.139,7220%0.13

179+3%Mar 19135d0.47

ExpiryPutsCallsP/C

Nov 62d501−1%1,068+2%0.47

Nov 139d108+116%46+21%2.35

Nov 2016d3,929+2%5,8390%0.67

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

Positioning

Linked exposure

scenario · straddle±11.8%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 2

AMZN±1.9%×0.16

GOOGL±1.5%×0.12

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

1.97%as filednet margin · revenue −2.86% QoQ · +9.81% YoY

Revenue

$236M−2.86% QoQ

Gross profit

$136M+4.13% QoQ

57.94% margin

Operating income

$3M+89.98% QoQ

1.34% margin

Pre-tax income

$5M+31.34% QoQ

Net income

$5M+46.18% QoQ

1.97% margin

Cost of revenue

$99M−11.09% QoQ

Operating expenses

$133M+3.03% QoQ

Tax

$607,000−26.07% QoQ

Other income

$2M−10.60% QoQ

Revenue$236M−2.86%

Gross profit

$136M+4.13%

57.94% margin

Operating income

$3M+89.98%

1.34% margin

Pre-tax income

$5M+31.34%

Net income

$5M+46.18%

1.97% margin

Cost of revenue

$99M−11.09%

Operating expenses

$133M+3.03%

Other income$2M−10.60%

Tax$607,000−26.07%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

FOMC ×1.41· ±3.9% vs ±2.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.9%9 of 24×1.41

NFPjobs report±3.4%3 of 10×1.20

PPIproducer prices±3.3%6 of 10×1.17

CPIconsumer prices±2.7%6 of 10×0.95

GDPgross domestic product±2.1%11 of 19×0.76

CPROFcorporate profits±1.9%5 of 12×0.66

PCEpersonal income & outlays±1.7%14 of 19×0.61

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 0.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.04	—
Q1 FY26	Feb 26 '26 · confirmed	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod