What move does the options market price into Axcelis Technologies's report?

Implied ±9.6%, either direction.

How often does Axcelis Technologies move more than the options market prices?

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

ACLSNasdaqSpecial Industry Machinery, NEC

Axcelis Technologies Inc (ACLS) earnings date, market-implied expected move, and options open interest by expiry

97.61

+2.46 · +2.59%

post 97.61 0.00%

Closed16:00 ET

Open96.90Volume449,225Mkt cap$2.9BP/E32.65EPS2.99

Day96.90 – 100.1222%52-wk73.60 – 193.7820%

ACLS

Axcelis Technologies Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.6%implied · report alone

8Q avg ±6.3%·×1.52·rich

88.05106.71

straddle ±13.4%

spot 97.38exp Nov 20ATM strike 95ATM straddle 15.40IV 92%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

−0.01%

vs ±16.4% implied · ×0.00

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

76.00%

of ACLS revenue · customers in Asia

customerACLS 10-K

Largest filed tie

13F top-10 QoQ

+3.52%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

441 managers

Top fund weight

0.18%

ACLS weight · IWM

N-PORTJun 30 '26

4 funds

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

Axcelis Technologies (ACLS) reports on Nov 5 before open (confirmed date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.4%
avg realized: ±6.3%

Nov 6 '24Nov 6 '24confirmed±11.5%▼−0.97%×0.08

Feb 10 '25Feb 10 '25confirmed±9.6%▼−12.25%×1.28

May 6 '25May 6 '25confirmed±12.3%▲+4.99%×0.41

Aug 5 '25Aug 5 '25confirmed±9.6%▲+10.06%×1.05

Nov 4 '25Nov 4 '25confirmed±12.5%▼−2.70%×0.22

Feb 17 '26Feb 17 '26confirmed±8.0%▼−16.74%×2.10

Q1 FY26May 7 '26confirmed±11.2%▲+2.75%×0.25

Q2 FY26Aug 6 '26confirmed±16.4%▼−0.01%×0.00

quarterimplied−20%0+20%realized×

Q2 FY26±16.4%▼−0.01%×0.00

Q1 FY26±11.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.48OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

883−2%Nov 2017d1,850+2%

528+4%Dec 1845d0.411,303+1%0.41

9100%Mar 19136d1.009120%1.00

ExpiryPutsCallsP/C

Nov 2017d883−2%1,850+2%0.48

Dec 1845d528+4%1,303+1%0.41

Mar 19136d9100%9120%1.00

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

Positioning

Linked exposure

scenario · straddle±13.4%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

10.82%as filednet margin · revenue +8.15% QoQ · +10.60% YoY

Revenue

$215M+8.15% QoQ

Gross profit

$91M+13.16% QoQ

42.38% margin

Operating income

$20M+155.11% QoQ

9.43% margin

Pre-tax income

$25M+138.57% QoQ

Net income

$23M+152.78% QoQ

10.82% margin

Cost of revenue

$124M+4.74% QoQ

Operating expenses

$71M−2.37% QoQ

R&D $29M

SG&A $22M

Marketing $20M

Tax

$2M+45.78% QoQ

Other income

$5M+89.42% QoQ

Revenue$215M+8.15%

Gross profit

$91M+13.16%

42.38% margin

Operating income

$20M+155.11%

9.43% margin

Pre-tax income

$25M+138.57%

Net income

$23M+152.78%

10.82% margin

Cost of revenue

$124M+4.74%

Operating expenses

$71M−2.37%

R&D $29M

SG&A $22M

Marketing $20M

Other income$5M+89.42%

Tax$2M+45.78%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.23· ±5.8% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.8%6 of 10×2.23

PCEpersonal income & outlays±3.4%8 of 19×1.31

GDPgross domestic product±2.8%11 of 19×1.09

PPIproducer prices±2.7%6 of 10×1.06

CPIconsumer prices±2.5%7 of 10×0.95

FOMCrate decision±2.3%12 of 24×0.90

CPROFcorporate profits±2.1%8 of 12×0.82

Bar = avg |move| to ±6% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.75 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.75	—
Q1 FY26	May 7 '26 · confirmed	0.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod