What move does the options market price into ACM Research's report?

Implied ±9.4%, either direction.

How often does ACM Research move more than the options market prices?

3 of the last 6 reports moved at least as far as the implied move.

ACMRNasdaqSpecial Industry Machinery, NEC

ACM Research, Inc. (ACMR) earnings date, market-implied expected move, and options open interest by expiry

45.31

+1.16 · +2.63%

post 45.89 +1.28%

Closed18:46 ET

Open44.80Volume1.3MMkt cap$3.2BP/E20.40EPS2.25

Day44.80 – 46.4765%52-wk28.46 – 127.1918%

ACMR

ACM Research, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.4%implied · report alone

8Q avg ±13.3%·×0.71·cheap

41.0649.60

straddle ±10.6%

spot 45.33exp Nov 6ATM strike 45.5ATM straddle 5.68IV 173%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+6.10%

vs ±13.4% implied · ×0.46

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+25.82%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

379 managers

Top fund weight

0.21%

ACMR weight · IWM

N-PORTJun 30 '26

3 funds

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

ACM Research (ACMR) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

3 of 6≥ implied

avg implied: ±12.8%
avg realized: ±12.8%

Nov 7 '24Nov 7 '24confirmed—▲+8.71%—

Feb 26 '25Feb 26 '25confirmed—▲+20.71%—

May 8 '25May 8 '25confirmed±11.9%▲+11.98%×1.01

Aug 6 '25Aug 6 '25confirmed±10.3%▼−15.35%×1.49

Q3 FY25Nov 5 '25confirmed±13.5%▼−19.95%×1.48

Q1 FY26Feb 26 '26confirmed±17.9%▼−16.69%×0.93

May 7 '26May 7 '26confirmed±9.8%▲+6.90%×0.71

Q2 FY26Aug 7 '26confirmed±13.4%▲+6.10%×0.46

quarterimplied−25%0+25%realized×

Q2 FY26±13.4%▲+6.10%×0.46

May '26±9.8%

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

Implied vs realized

Positioning

OI · 8 expiries · Nov 3 close

1.01OI · 8 expiries · Nov 3 closeP/C open interest · Nov 6 · first expiry after the report

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

742−2%Nov 63d733+25%

153−1%Nov 1310d0.45339+1%0.45

3,629−2%Nov 2017d0.804,534+3%0.80

179+20%Nov 2724d1.21148+10%1.21

59+7%Dec 431d5.3611+83%5.36

3 later expiries

264+43%Dec 1845d1.03257+32%1.03

8,682+1%Jan 1573d0.58

ExpiryPutsCallsP/C

Nov 63d742−2%733+25%1.01

Nov 1310d153−1%339+1%0.45

Nov 2017d3,629−2%4,534+3%0.80

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

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

41.74%as filednet margin · revenue +26.66% QoQ · +36.01% YoY

Revenue

$293M+26.66% QoQ

Gross profit

$135M+25.53% QoQ

45.96% margin

Operating income

$50M+37.50% QoQ

16.98% margin

Pre-tax income

$136M+352.32% QoQ

Net income

$122M+365.98% QoQ

41.74% margin

Cost of revenue

$158M+27.64% QoQ

Operating expenses

$85M+19.44% QoQ

R&D $42M

Marketing $24M

SG&A $19M

Tax

$13M+257.25% QoQ

Other income

$86M+1493.27% QoQ

Revenue$293M+26.66%

Gross profit

$135M+25.53%

45.96% margin

Operating income

$50M+37.50%

16.98% margin

Pre-tax income

$136M+352.32%

Net income

$122M+365.98%

41.74% margin

Cost of revenue

$158M+27.64%

Operating expenses

$85M+19.44%

R&D $42M

Marketing $24M

SG&A $19M

Other income$86M+1493.27%

Tax$13M+257.25%

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 · 18:45 ET

Intraday

Event sensitivity

NFP ×2.08· ±7.6% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.6%5 of 10×2.08

GDPgross domestic product±5.0%13 of 19×1.37

PCEpersonal income & outlays±4.3%10 of 19×1.19

PPIproducer prices±4.1%4 of 10×1.12

FOMCrate decision±3.8%14 of 24×1.04

CPROFcorporate profits±3.0%7 of 12×0.82

CPIconsumer prices±2.1%5 of 10×0.56

Bar = avg |move| to ±8% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS 1.23 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	1.23	—
Q1 FY26	Feb 26 '26 · confirmed	0.24	—
Q3 FY25	Nov 5 '25 · confirmed	0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod