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

Implied ±18.5%, either direction.

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

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

AEVANasdaqMotor Vehicle Parts & Accessories

Aeva Technologies, Inc. (AEVA) earnings date, market-implied expected move, and options open interest by expiry

9.18

+0.24 · +2.63%

Regular session11:49 ET

Open8.87Volume1.4MMkt cap$623.2MEPS-0.50

Day8.77 – 9.4262%52-wk8.52 – 31.303%

AEVA

Aeva Technologies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.5%implied · straddle

7.2810.60

spot 8.94exp Nov 20ATM strike 9ATM straddle 1.95IV 127%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+28.81%

vs ±20.2% implied · ×1.43

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.85%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

196 managers

Top fund weight

0.03%

AEVA weight · IWM

N-PORTJun 30 '26

3 funds

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

Aeva Technologies (AEVA) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±18.8%
avg realized: ±15.4%

Nov 6 '24Nov 6 '24confirmed±21.7%▼−0.23%×0.01

Mar 19 '25Mar 19 '25confirmed±19.5%▲+34.73%×1.78

May 14 '25May 14 '25confirmed±14.6%▲+17.85%×1.22

Jul 31 '25Jul 31 '25confirmed±19.9%▼−14.99%×0.76

Q3 FY25Nov 5 '25confirmed±18.6%▼−6.10%×0.33

Q1 FY26Feb 26 '26confirmed±19.7%▼−2.79%×0.14

May 6 '26May 6 '26confirmed±16.2%▼−17.56%×1.09

Q2 FY26Aug 5 '26confirmed±20.2%▲+28.81%×1.43

quarterimplied−35%0+35%realized×

Q2 FY26±20.2%▲+28.81%×1.43

May '26±16.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

1.18OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

4,593−2%Nov 2016d3,891+7%

3,0040%Dec 1844d0.1915,8490%0.19

8,1420%Jan 1572d0.5415,0420%0.54

1,168+1%Apr 16163d0.148,5220%0.14

ExpiryPutsCallsP/C

Nov 2016d4,593−2%3,891+7%1.18

Dec 1844d3,0040%15,8490%0.19

Jan 1572d8,1420%15,0420%0.54

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

Positioning

Linked exposure

scenario · straddle±18.5%

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

−1297.65%as filednet margin · revenue −2.01% QoQ · +11.34% YoY

Revenue$6M−2.01%

Gross profit$2M35.67%+12.78%

Operating income−$35M−563.23%+1.64%

Pre-tax income−$80M−127.68%

Net income−$80M−1297.65%−127.63%

Cost of revenue$4M−8.66%

Operating expenses$37M−0.88%

Tax$58,000+81.25%

Other expense−$45M−23912.70%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:45 ET

Intraday

Event sensitivity

NFP ×1.19· ±5.9% vs ±5.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%4 of 10×1.19

CPIconsumer prices±5.7%10 of 10×1.15

PCEpersonal income & outlays±5.4%10 of 19×1.08

PPIproducer prices±5.2%4 of 10×1.03

GDPgross domestic product±5.0%9 of 19×1.00

FOMCrate decision±4.7%11 of 24×0.94

CPROFcorporate profits±4.4%8 of 12×0.88

Bar = avg |move| to ±6% · tick = ±5.0% avg day · ×base = |move| ÷ ±5.0% · min 6 releases

Earnings history

EPS -1.23 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-1.23	—
Q1 FY26	Feb 26 '26 · confirmed	-0.56	—
Q3 FY25	Nov 5 '25 · confirmed	-0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod