What move does the options market price into Applied Optoelectronics's report?

Implied ±12.9%, either direction.

How often does Applied Optoelectronics move more than the options market prices?

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

AAOINasdaqSemiconductors & Related Devices

Applied Optoelectronics, Inc. (AAOI) earnings date, market-implied expected move, and options open interest by expiry

69.40

Closed19:58 ET

Open72.85Volume17.1MMkt cap$5.6BEPS-0.77

Day66.32 – 73.5742%52-wk18.50 – 233.6724%

AAOI

Applied Optoelectronics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.9%implied · report alone

8Q avg ±17.1%·×0.75·cheap

60.1377.97

straddle ±15.8%

spot 69.05exp Nov 6ATM strike 69ATM straddle 12.85IV 168%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

confirmedQ3 FY26

Calendar

Next report

Last report

+9.19%

vs ±13.3% implied · ×0.69

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

1dMSFT · customerMicrosoft is winning the cloud wars and becoming Wall Street’s new golden child

News

Largest filed tie

13F top-10 QoQ

+26.91%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

486 managers

Top fund weight

0.02%

AAOI weight · VTI

N-PORTJun 30 '26

1 fund

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

Applied Optoelectronics (AAOI) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±16.7%
avg realized: ±17.1%

Nov 7 '24Nov 7 '24confirmed±22.3%▲+55.08%×2.47

Feb 26 '25Feb 26 '25confirmed±31.5%▼−4.57%×0.15

May 8 '25May 8 '25confirmed±15.7%▼−0.61%×0.04

Aug 7 '25Aug 7 '25confirmed±13.8%▼−3.31%×0.24

Q3 FY25Nov 6 '25confirmed±9.0%▼−1.82%×0.20

Q1 FY26Feb 26 '26confirmed±14.0%▲+56.88%×4.08

May 7 '26May 7 '26confirmed±13.7%▼−5.46%×0.40

Q2 FY26Aug 6 '26confirmed±13.3%▲+9.19%×0.69

quarterimplied−60%0+60%realized×

Q2 FY26±13.3%▲+9.19%×0.69

May '26±13.7%

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

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

0.76OI · 11 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

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

9,331+34%Nov 65d12,284+97%

3,560+10%Nov 1312d0.497,252+33%0.49

17,083+7%Nov 2019d0.6825,268+18%0.68

2,278+47%Nov 2726d0.992,299+36%0.99

85+963%Dec 433d1.9843+87%1.98

6 later expiries

26—Dec 1140d6.504—6.50

17,530+10%Dec 1847d0.53

ExpiryPutsCallsP/C

Nov 65d9,331+34%12,284+97%0.76

Nov 1312d3,560+10%7,252+33%0.49

Nov 2019d17,083+7%25,268+18%0.68

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

Positioning

Linked exposure

scenario · straddle±15.8%

Funds 1

VTI±0.0%

Customers 1

ORCL±2.2%×0.14

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

Linked exposure

Revenue flow

as filedQ2 FY26

−11.87%as filednet margin · revenue +26.98% QoQ · +86.42% YoY

Revenue$192M+26.98%

Gross profit$53M27.72%+21.16%

Operating income−$25M−12.88%−90.34%

Pre-tax income−$21M−62.42%

Net income−$23M−11.87%−59.52%

Cost of revenue$139M+29.36%

Operating expenses$78M+36.95%

Tax$1M+22.88%

Other income$3M+1442.32%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×2.12· ±12.3% vs ±5.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±12.3%5 of 10×2.12

FOMCrate decision±7.3%17 of 24×1.27

NFPjobs report±6.5%4 of 10×1.13

CPIconsumer prices±5.5%10 of 10×0.95

GDPgross domestic product±5.4%8 of 19×0.94

PCEpersonal income & outlays±5.3%5 of 19×0.91

CPROFcorporate profits±3.7%5 of 12×0.64

Bar = avg |move| to ±13% · tick = ±5.8% avg day · ×base = |move| ÷ ±5.8% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.28	—
Q1 FY26	Feb 26 '26 · confirmed	-0.19	—
Q3 FY25	Nov 6 '25 · confirmed	-0.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod