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

Implied ±10.8%, either direction.

XRAYNasdaqDental Equipment & Supplies

Dentsply Sirona Inc. (XRAY) earnings date, market-implied expected move, and options open interest by expiry

10.30

−0.35 · −3.29%

Regular session11:00 ET

Open10.71Volume6.7MMkt cap$2.1BEPS-2.75Div yield6.01%

Day10.30 – 10.950%52-wk8.32 – 14.7631%

XRAY

Dentsply Sirona Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.8%implied · straddle

9.5011.80

spot 10.65exp Nov 20ATM strike 10ATM straddle 1.35IV 72%

Nov 4 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−7.97%

vs ±9.7% implied · ×0.82

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

1dHSIC · customerHenry Schein reports Q3 net income $119 million; net sales $3,471 million

News

Largest filed tie

13F top-10 QoQ

+17.63%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

371 managers

Top fund weight

0.07%

XRAY weight · IWM

N-PORTJun 30 '26

5 funds

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

Dentsply Sirona (XRAY) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±9.7%▼−7.97%×0.82

quarterimplied−10%0+10%realized×

Q2 FY26±9.7%▼−7.97%×0.82

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.71OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

1,427+49%Nov 2015d2,000+198%

252—Dec 1843d0.191,315+2478%0.19

2,449−2%Jan 1571d0.298,548+6%0.29

2,471+3%Apr 16162d0.347,349+4%0.34

ExpiryPutsCallsP/C

Nov 2015d1,427+49%2,000+198%0.71

Dec 1843d252—1,315+2478%0.19

Jan 1571d2,449−2%8,548+6%0.29

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

Positioning

Linked exposure

scenario · straddle±10.8%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

4.01%as filednet margin · revenue +2.05% QoQ · −4.06% YoY

Revenue

$898M+2.05% QoQ

Gross profit

$493M+15.46% QoQ

54.90% margin

Operating income

$82M+334.29% QoQ

9.13% margin

Pre-tax income

$72M+271.43% QoQ

Net income

$36M+460.00% QoQ

4.01% margin

Cost of revenue

$405M−10.60% QoQ

Operating expenses

$411M−11.04% QoQ

SG&A $364M

R&D $45M

Other expense

$10M

Tax

$36M+212.50% QoQ

Revenue$898M+2.05%

Gross profit

$493M+15.46%

54.90% margin

Operating income

$82M+334.29%

9.13% margin

Pre-tax income

$72M+271.43%

Net income

$36M+460.00%

4.01% margin

Cost of revenue

$405M−10.60%

Operating expenses

$411M−11.04%

SG&A $364M

R&D $45M

Other expense

$10M

Tax$36M+212.50%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:00 ET

Intraday

Event sensitivity

PPI ×2.26· ±4.1% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.1%7 of 10×2.26

FOMCrate decision±3.3%13 of 24×1.82

NFPjobs report±2.5%4 of 10×1.36

GDPgross domestic product±2.1%7 of 19×1.18

PCEpersonal income & outlays±2.1%7 of 19×1.17

CPIconsumer prices±1.5%3 of 10×0.81

CPROFcorporate profits±1.4%4 of 12×0.79

Bar = avg |move| to ±5% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.18	—
Q1 FY26	—	-0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod