Intuitive Surgical (ISRG)

Intuitive Surgical

ISRG

Q2 2026 Earnings

Reports in

-2days

Thu, Jul 16 · After close

Options-implied move

±9.4%

$369.35 · $445.65 · via ATM straddle

ATM IV

58.1%

Δ term slope -5.7 v/30d

IV-based EM

±11.8%

σ 58% · 15d

ATM Straddle

$38.15

Strike $407.50

IV Rank

92%

52w 24–50%

Provider signals

Crowding and flow context

Signal score 24

Short days

2.7

7.3M shares short

P/C volume

0.74x

7.3K puts / 9.8K calls

P/C OI

0.87x

18.9K puts / 21.7K calls

Actions

0/3

dividend / split events

massive · short 2026-06-30 · IV coverage 50%

Expected move

Probability density around spot

Log-normal model with ATM IV 58.1% over 15 days. Range $369.35–$445.65.

$335.56 · -17.7%Spot $407.50$479.44 · +17.7%

Spot

−9.4%

+9.4%

Straddle bandIV bandLog-normal density

Hover for probability · click to pin

Term structure

Implied range across expiries

Spot × (1 ± EM) at each expiry. Hover an expiry for details.

4 expiries

Historical

Realized moves · last 8 quarters

Close-to-close moves; implied range pending historical option chains.

Realized (up)Realized (down)

ATM greeks

Greeks by expiry

ATM call · delta hedge ratios, sensitivity to vol and time.

Expiry	DTE	ATM IV	Δ Delta	Γ Gamma	𝜈 Vega	Θ Theta	Straddle
Jul 31Earnings K $408	15d	58.06%	0.493	0.0079	0.33	-0.65	$38.15
Aug 14 K $410	29d	48.79%	0.497	0.0075	0.46	-0.39	$44.95
Aug 28 K $410	43d	45.57%	0.496	0.0063	0.55	-0.29	$50.80
Sep 18 K $415	64d	42.21%	0.496	0.0054	0.68	-0.25	$58.10

Options data · as of 2026-07-16Method: options math baseline