What move does the options market price into American Superconductor's report?

Implied ±11.0%, either direction.

How often does American Superconductor move more than the options market prices?

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

AMSCNasdaqMotors & Generators

American Superconductor Corp (AMSC) earnings date, market-implied expected move, and options open interest by expiry

27.03

−1.02 · −3.63%

post 27.11 +0.29%

Closed19:24 ET

Open26.73Volume856,532Mkt cap$1.3BP/E8.58EPS3.16

Day26.22 – 27.3479%52-wk24.08 – 61.308%

AMSC

American Superconductor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.0%implied · report alone

8Q avg ±14.9%·×0.74·cheap

24.0730.03

straddle ±15.7%

spot 27.05exp Nov 20ATM strike 27ATM straddle 5.00IV 97%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q2 FY27

Calendar

Next report

Last report

−0.12%

vs ±18.7% implied · ×0.01

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

15.00%

of AMSC revenue · Inox Wind

customerAMSC 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+17.50%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

279 managers

Top fund weight

0.06%

AMSC weight · IWM

N-PORTJun 30 '26

3 funds

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

American Superconductor (AMSC) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±18.0%
avg realized: ±14.9%

Oct 30 '24Oct 30 '24confirmed±16.6%▲+4.43%×0.27

Feb 5 '25Feb 5 '25confirmed±18.7%▲+34.17%×1.82

May 21 '25May 21 '25confirmed±17.7%▲+4.13%×0.23

Jul 30 '25Jul 30 '25confirmed±13.4%▲+29.38%×2.19

Q2 FY26Nov 5 '25confirmed±18.2%▼−38.49%×2.11

Q3 FY26Feb 4 '26confirmed±17.4%▼−6.01%×0.35

Q1 FY27May 27 '26confirmed±22.9%▼−2.56%×0.11

Aug 5 '26Aug 5 '26confirmed±18.7%▼−0.12%×0.01

quarterimplied−40%0+40%realized×

Aug '26±18.7%▼−0.12%×0.01

Q1 FY27±22.9%▼−2.56%×0.11

Q3 FY26±17.4%▼−6.01%×0.35

Q2 FY26±18.2%▼−38.49%×2.11

Jul '25±13.4%▲+29.38%×2.19

May '25±17.7%▲+4.13%×0.23

2 older reports

Feb '25±18.7%▲+34.17%×1.82

Oct '24±16.6%▲+4.43%×0.27

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

0.49OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,3600%Nov 2020d2,779+29%

110+69%Dec 1848d0.51214+29%0.51

3,305−1%Jan 1576d0.3210,345+1%0.32

264+2%Apr 16167d0.66402+8%0.66

ExpiryPutsCallsP/C

Nov 2020d1,3600%2,779+29%0.49

Dec 1848d110+69%214+29%0.51

Jan 1576d3,305−1%10,345+1%0.32

Apr 16167d264+2%402+8%0.66

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

Positioning

Linked exposure

scenario · straddle±15.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

MU±5.6%×0.35

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

Linked exposure

Revenue flow

as filedQ1 FY27

10.09%as filednet margin · revenue +8.87% QoQ · +30.01% YoY

Revenue

$94M+8.87% QoQ

Gross profit

$25M+4.78% QoQ

26.28% margin

Operating income

$10M+1979.92% QoQ

10.45% margin

Pre-tax income

$11M+2363.58% QoQ

Net income

$9M+109.54% QoQ

10.09% margin

Cost of revenue

$69M+10.41% QoQ

Operating expenses

$15M−38.25% QoQ

SG&A $19M

R&D $4M

Tax

$1M+125.22% QoQ

Other income

$920,000+1816.67% QoQ

Revenue$94M+8.87%

Gross profit

$25M+4.78%

26.28% margin

Operating income

$10M+1979.92%

10.45% margin

Pre-tax income

$11M+2363.58%

Net income

$9M+109.54%

10.09% margin

Cost of revenue

$69M+10.41%

Operating expenses

$15M−38.25%

SG&A $19M

R&D $4M

Other income$920,000+1816.67%

Tax$1M+125.22%

flow · deduction · inflow · 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 · 19:15 ET

Intraday

Event sensitivity

PCE ×1.31· ±4.8% vs ±3.6% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±4.8%9 of 19×1.31

CPIconsumer prices±4.7%8 of 10×1.30

NFPjobs report±4.2%5 of 10×1.16

GDPgross domestic product±3.8%10 of 19×1.04

FOMCrate decision±3.8%14 of 24×1.04

PPIproducer prices±3.4%3 of 10×0.94

CPROFcorporate profits±3.1%5 of 12×0.86

Bar = avg |move| to ±5% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS 0.20 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	May 27 '26 · confirmed	0.20	—
Q4 FY26	—	0.15	—
Q3 FY26	Feb 4 '26 · confirmed	2.62	—
Q2 FY26	Nov 5 '25 · confirmed	0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod