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

Implied ±7.1%, either direction.

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

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

AMPXNYSEMiscellaneous Electrical Machinery, Equipment & Supplies

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

8.78

+0.40 · +4.76%

Regular session15:41 ET

Open8.47Volume4.7MMkt cap$1.2BEPS-0.30

Day8.36 – 8.9472%52-wk7.26 – 24.239%

AMPX

Amprius Technologies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.1%implied · straddle

8Q avg ±14.3%·×0.50·cheap

7.798.97

spot 8.38exp Nov 6ATM strike 8.5ATM straddle 0.70IV 98%

Nov 2 close

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+8.42%

vs ±12.8% implied · ×0.66

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

44dAVAV · customerDrones Stock AeroVironment Is Now a Space Stock, Too

News

Largest filed tie

13F top-10 QoQ

+37.56%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

265 managers

Top fund weight

0.06%

AMPX weight · IWM

N-PORTJun 30 '26

3 funds

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

Amprius Technologies (AMPX) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±16.2%
avg realized: ±14.3%

Mar 4 '25Mar 4 '25confirmed±14.2%▼−6.76%×0.48

Mar 20 '25Mar 20 '25confirmed±16.6%▲+34.63%×2.08

May 8 '25May 8 '25confirmed±22.1%▼−0.80%×0.04

Aug 7 '25Aug 7 '25confirmed±15.1%▲+4.40%×0.29

Q3 FY25Nov 6 '25confirmed±19.3%▲+13.06%×0.68

Q1 FY26Mar 4 '26confirmed±18.5%▲+18.65%×1.01

May 6 '26May 6 '26confirmed±11.0%▼−27.40%×2.50

Q2 FY26Aug 4 '26confirmed±12.8%▲+8.42%×0.66

quarterimplied−35%0+35%realized×

Q2 FY26±12.8%▲+8.42%×0.66

May '26±11.0%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.12OI · 10 expiries · Oct 30 closeP/C open interest · Nov 6 · first expiry after the report

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

766−1%Nov 63d6,247+28%

455+10%Nov 1310d0.261,730+136%0.26

10,8550%Nov 2017d0.4225,848+8%0.42

198+68%Nov 2724d0.41482+205%0.41

0—Dec 431d0.005+400%0.00

5 later expiries

0—Dec 1138d—0——

121+59%Dec 1845d0.04

ExpiryPutsCallsP/C

Nov 63d766−1%6,247+28%0.12

Nov 1310d455+10%1,730+136%0.26

Nov 2017d10,8550%25,848+8%0.42

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

Positioning

Linked exposure

scenario · straddle±7.1%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

AVAV±1.4%×0.20

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−9.27%as filednet margin · revenue +19.26% QoQ · +125.87% YoY

Revenue$34M+19.26%

Gross profit$9M27.27%+61.67%

Operating income−$4M−12.63%+35.73%

Pre-tax income−$4M+14.82%

Net income−$3M−9.27%+37.50%

Cost of revenue$25M+8.58%

Operating expenses$14M+9.26%

Other income$0−100.00%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:30 ET

Intraday

Event sensitivity

NFP ×1.00· ±5.3% vs ±5.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.3%7 of 10×1.00

GDPgross domestic product±5.3%10 of 19×1.00

CPROFcorporate profits±5.1%7 of 12×0.96

PPIproducer prices±4.6%3 of 10×0.88

PCEpersonal income & outlays±4.2%8 of 19×0.80

FOMCrate decision±3.9%9 of 24×0.74

CPIconsumer prices±3.5%6 of 10×0.66

Bar = avg |move| to ±6% · tick = ±5.3% avg day · ×base = |move| ÷ ±5.3% · min 6 releases

Earnings history

EPS -0.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.04	—
Q1 FY26	Mar 4 '26 · confirmed	-0.04	—
Q3 FY25	Nov 6 '25 · confirmed	-0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod