What move does the options market price into Advanced Energy Industries's report?

Implied ±8.8%, either direction.

How often does Advanced Energy Industries move more than the options market prices?

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

AEISNasdaqElectronic Components, NEC

Advanced Energy Industries Inc (AEIS) earnings date, market-implied expected move, and options open interest by expiry

222.25

−17.50 · −7.30%

post 222.00 −0.11%

Closed16:41 ET

Open229.90Volume653,260Mkt cap$8.9BP/E38.41EPS5.78Div yield0.18%

Day217.12 – 229.9038%52-wk187.43 – 397.1816%

AEIS

Advanced Energy Industries Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.8%implied · report alone

8Q avg ±9.4%·×0.94·fair

202.43241.69

straddle ±13.2%

spot 222.06exp Nov 20ATM strike 220ATM straddle 34.50IV 82%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+15.19%

vs ±13.6% implied · ×1.12

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−9.82%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

680 managers

Top fund weight

0.39%

AEIS weight · MDY

N-PORTJun 30 '26

3 funds

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

Advanced Energy Industries (AEIS) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±9.7%
avg realized: ±9.4%

Oct 30 '24Oct 30 '24confirmed±7.8%▲+0.71%×0.09

Feb 12 '25Feb 12 '25confirmed±7.8%▲+11.08%×1.43

Apr 30 '25Apr 30 '25confirmed±10.0%▲+11.19%×1.12

Aug 5 '25Aug 5 '25confirmed±9.2%▲+0.16%×0.02

Q3 FY25Nov 4 '25confirmed±8.8%▲+15.77%×1.79

Feb 10 '26Feb 10 '26confirmed±10.7%▲+10.65%×1.00

Q1 FY26May 4 '26confirmed±10.0%▼−10.70%×1.07

Q2 FY26Aug 3 '26confirmed±13.6%▲+15.19%×1.12

quarterimplied−20%0+20%realized×

Q2 FY26±13.6%▲+15.19%×1.12

Q1 FY26±10.0%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.69OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,156+3%Nov 2019d1,668+9%

1,3930%Dec 1847d0.502,7670%0.50

2,7640%Jan 1575d1.372,013+5%1.37

1090%Apr 16166d0.343210%0.34

ExpiryPutsCallsP/C

Nov 2019d1,156+3%1,668+9%0.69

Dec 1847d1,3930%2,7670%0.50

Jan 1575d2,7640%2,013+5%1.37

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

Positioning

Linked exposure

scenario · straddle±13.2%

Funds 3

MDY±0.1%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

9.42%as filednet margin · revenue +12.35% QoQ · +30.03% YoY

Revenue

$574M+12.35% QoQ

Gross profit

$236M+17.52% QoQ

41.13% margin

Operating income

$95M+39.24% QoQ

16.57% margin

Pre-tax income

$67M−4.86% QoQ

Net income

$54M−19.01% QoQ

9.42% margin

Cost of revenue

$338M+9.00% QoQ

Operating expenses

$141M+6.33% QoQ

SG&A $69M

R&D $65M

Other operating $7M

Other expense

$29M

Tax

$12M+348.15% QoQ

Revenue$574M+12.35%

Gross profit

$236M+17.52%

41.13% margin

Operating income

$95M+39.24%

16.57% margin

Pre-tax income

$67M−4.86%

Net income

$54M−19.01%

9.42% margin

Cost of revenue

$338M+9.00%

Operating expenses

$141M+6.33%

SG&A $69M

R&D $65M

Other operating $7M

Other expense

$29M

Tax$12M+348.15%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

NFP ×2.27· ±5.1% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.1%6 of 10×2.27

PPIproducer prices±2.8%4 of 10×1.27

PCEpersonal income & outlays±2.7%9 of 19×1.23

GDPgross domestic product±2.7%12 of 19×1.20

CPIconsumer prices±2.3%8 of 10×1.04

FOMCrate decision±2.3%15 of 24×1.01

CPROFcorporate profits±2.1%7 of 12×0.92

Bar = avg |move| to ±6% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 1.28 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	1.28	—
Q1 FY26	May 4 '26 · confirmed	1.58	—
Q3 FY25	Nov 4 '25 · confirmed	1.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod