IINN Earnings History
Inspira Technologies Oxy B.H.N. Ltd. (IINN) operates in the Healthcare sector, specifically the Medical - Devices industry, with a market capitalization near $36.6M, listed on NASDAQ, employing roughly 37 people, carrying a beta of 2.16 to the broader market. Inspira Technologies Oxy B. Led by Dagi Shahar Ben-Noon, public since 2021-07-14.
Inspira Technologies Oxy B.H.N. Ltd. has beat EPS estimates in 1 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Aug 6, 2026 | -0.03 | N/A | N/A | $15.0M | N/A |
| Apr 1, 2026 | -0.20 | N/A | N/A | $200.0K | N/A |
| Mar 26, 2026 | -0.20 | -0.21 | N/A | $200.0K | N/A |
| Mar 11, 2026 | -1.15 | N/A | N/A | $134.5K | N/A |
| Oct 1, 2025 | -0.22 | -0.12 | N/A | N/A | $144.5K |
| Jun 30, 2025 | N/A | -0.12 | N/A | N/A | $144.5K |
What IINN's Earnings History Tells Options Traders
Inspira Technologies Oxy B.H.N. Ltd. has missed estimates more often than it has beat them (only 1 beats in 6 reports). Names with poor beat-rate history typically carry richer downside skew going into earnings and produce larger post-event moves on misses, conditions where put-spread or long-vol structures may carry edge over premium-selling. Beat rate is one input to event-driven sizing; pair it with the implied-vs-realized volatility view, the current IV rank, and the put-call skew going into the print. Surprise magnitude matters as much as direction - an in-line beat with conservative guidance can produce a larger negative move than a missed quarter with raised forward guidance. The earnings table above shows the most recent six reported quarters; for the full multi-year history including revenue growth trajectory and EPS guidance trends, the per-ticker fundamentals view aggregates the underlying GAAP filings.
How Earnings Drive IINN Options Pricing
Earnings events are the largest single driver of single-name implied volatility in equity options markets. Pre-event, IV inflates over the two-to-three week run-up as the binary uncertainty of the print compounds; the IV rank typically peaks the day before the announcement. Post-event, IV crushes back toward the realized-volatility baseline as uncertainty resolves. The magnitude of the crush depends on how stretched pre-event IV was relative to the eventual realized move - an oversized pre-event IV with an undersized realized move produces the cleanest premium-selling outcome, while a stretched IV that still under-prices a tail move on the print produces the cleanest long-vol outcome.
The catalyst calendar for IINN matters beyond the headline EPS surprise. Forward guidance revisions, capital-allocation changes (dividend hikes, buyback authorizations, M&A announcements), and segment-level performance discussions can drive larger post-event moves than the headline beat or miss. Pair the earnings beat-rate read above with the upcoming-event calendar and the IV-rank view to size pre-event and post-event positioning; for short-vol structures the goal is to be long premium-rich and to harvest the IV crush, while for long-vol structures the goal is to own gamma cheap into a regime where the realized move is likely to exceed the implied move.