What move does the options market price into Advanced Micro Devices's report?

Implied ±5.9%, either direction.

How often does Advanced Micro Devices move more than the options market prices?

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

AMDNasdaqSemiconductors & Related Devices

Advanced Micro Devices Inc (AMD) earnings date, market-implied expected move, and options open interest by expiry

508.50

Closed19:59 ET

Open526.98Volume39.7MMkt cap$824.1BP/E129.06EPS3.94

Day495.65 – 529.4038%52-wk188.22 – 658.5268%

AMD

Advanced Micro Devices Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.9%implied · report alone

8Q avg ±8.8%·×0.67·cheap

474.95534.65

straddle ±7.5%

spot 504.80exp Nov 4ATM strike 505ATM straddle 44.57IV 94%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 3 days

confirmedQ3 FY26

Calendar

Next report

Last report

−7.04%

vs ±7.1% implied · ×0.99

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

1dSONY · customerSony Group grants RSUs corresponding to up to 6,149,818 shares to 4,176 persons
2dFTNT · customerFortinet posts Q3 revenue $2,078.4 million, net income $635.5 million, EPS $0.86
2dINGM · customerIngram Micro posts Q3 net income $131,080 thousands, EPS $0.57; YTD net $340,816 thousands

News

Largest filed tie

13F top-10 QoQ

+6.24%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

4,018 managers

Top fund weight

8.72%

AMD weight · IGPT

N-PORTJul 31 '26

17 funds

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

Advanced Micro Devices (AMD) reports on Nov 3 after close (confirmed date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±7.0%
avg realized: ±8.8%

Oct 29 '24Oct 29 '24confirmed±6.9%▼−10.62%×1.53

Feb 4 '25Feb 4 '25confirmed±7.4%▼−6.27%×0.85

May 6 '25May 6 '25confirmed±6.9%▲+1.76%×0.25

Q2 FY25Aug 5 '25confirmed±7.0%▼−6.42%×0.92

Q3 FY25Nov 4 '25confirmed±6.2%▲+2.51%×0.40

Q4 FY25Feb 3 '26confirmed±7.0%▼−17.31%×2.49

Q1 FY26May 5 '26confirmed±7.4%▲+18.61%×2.52

Q2 FY26Aug 4 '26confirmed±7.1%▼−7.04%×0.99

quarterimplied−20%0+20%realized×

Q2 FY26±7.1%▼−7.04%×0.99

Q1 FY26±7.4%▲+18.61%×2.52

Q4 FY25±7.0%▼−17.31%×2.49

Q3 FY25±6.2%▲+2.51%×0.40

Q2 FY25±7.0%▼−6.42%×0.92

May '25±6.9%▲+1.76%×0.25

2 older reports

Feb '25±7.4%▼−6.27%×0.85

Oct '24±6.9%▼−10.62%×1.53

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

Implied vs realized

Positioning

OI · 14 expiries · Oct 30 close

1.03OI · 14 expiries · Oct 30 closeP/C open interest · Nov 4 · first expiry after the report

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

16,838+23%Nov 22d1.0915,438+18%1.09

report · Nov 3 · after close · confirmed

8,969+33%Nov 44d8,723+71%

59,489+4%Nov 66d0.9264,405+13%0.92

4,248—Nov 99d1.452,936—1.45

10 later expiries

22,784+10%Nov 1313d0.9623,761+11%0.96

186,985+23%Nov 2020d1.01

ExpiryPutsCallsP/C

Nov 22d16,838+23%15,438+18%1.09

report · Nov 3 · after close · confirmed

Nov 44d8,969+33%8,723+71%1.03

Nov 66d59,489+4%

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

Positioning

Linked exposure

scenario · straddle±7.5%

Funds 4

IGPT±0.7%

SOXX±0.6%

SOXL±0.4%

SMH±0.4%

Suppliers 4

RIOT±5.3%×0.71

GFS±3.2%×0.42

TSM±3.0%

Customers 2

DOCN±3.6%×0.47

MRCY±2.1%×0.27

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

19.91%as filednet margin · revenue +12.51% QoQ · +50.11% YoY

Revenue

$11.5B+12.51% QoQ

Gross profit

$6.2B+14.53% QoQ

53.77% margin

Operating income

$2.0B+34.82% QoQ

17.25% margin

Pre-tax income

$2.6B+59.04% QoQ

Net income

$2.3B+66.09% QoQ

19.91% margin

Cost of revenue

$5.3B+10.25% QoQ

Operating expenses

$4.2B+6.93% QoQ

R&D $2.5B

SG&A $1.4B

Other operating $284M

Tax

$252M+5.88% QoQ

Other income

$561M+338.28% QoQ

Revenue$11.5B+12.51%

Gross profit

$6.2B+14.53%

53.77% margin

Operating income

$2.0B+34.82%

17.25% margin

Pre-tax income

$2.6B+59.04%

Net income

$2.3B+66.09%

19.91% margin

Cost of revenue

$5.3B+10.25%

Operating expenses

$4.2B+6.93%

R&D $2.5B

SG&A $1.4B

Other operating $284M

Other income$561M+338.28%

Tax$252M+5.88%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.55· ±4.0% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.0%4 of 10×1.55

CPIconsumer prices±3.0%8 of 11×1.14

PPIproducer prices±2.8%5 of 11×1.08

FOMCrate decision±2.6%15 of 24×0.99

PCEpersonal income & outlays±2.5%11 of 19×0.98

GDPgross domestic product±2.4%14 of 19×0.91

CPROFcorporate profits±1.4%10 of 12×0.52

Bar = avg |move| to ±5% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 1.38 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	1.38	—
Q1 FY26	May 5 '26 · confirmed	0.84	—
Q4 FY25	Feb 3 '26 · confirmed	1.53	—
Q3 FY25	Nov 4 '25 · confirmed	0.75	—

Methodology

ties · implied moves · holdersMethod