NOTV Earnings History
Inotiv, Inc. (NOTV) operates in the Healthcare sector, specifically the Medical - Diagnostics & Research industry, with a market capitalization near $2.8M, listed on NASDAQ, employing roughly 2,027 people, carrying a beta of 4.08 to the broader market. Inotiv, Inc. Led by Robert W. Leasure, public since 1997-11-25.
Inotiv, Inc. has beat EPS estimates in 2 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Aug 5, 2026 | -0.47 | N/A | N/A | $136.7M | N/A |
| May 11, 2026 | -0.64 | -0.94 | N/A | $124.7M | $117.7M |
| Feb 9, 2026 | -0.64 | -0.72 | N/A | $120.9M | $120.9M |
| Dec 3, 2025 | -0.08 | -0.14 | N/A | $137.5M | $138.1M |
| Aug 6, 2025 | -0.15 | -0.12 | N/A | $133.4M | $130.7M |
| May 7, 2025 | -0.24 | -0.18 | N/A | $124.0M | $124.3M |
What NOTV's Earnings History Tells Options Traders
Inotiv, Inc. has missed estimates more often than it has beat them (only 2 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 NOTV 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 NOTV 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.