What move does the options market price into Alpha & Omega Semiconductor's report?

Implied ±13.5%, either direction.

How often does Alpha & Omega Semiconductor move more than the options market prices?

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

AOSLNasdaqSemiconductors & Related Devices

Alpha & Omega Semiconductor Ltd (AOSL) earnings date, market-implied expected move, and options open interest by expiry

21.19

−0.96 · −4.31%

post 20.86 −1.53%

Closed16:54 ET

Open22.79Volume532,944Mkt cap$640.6MEPS-1.41

Day20.86 – 22.790%52-wk17.01 – 54.3410%

AOSL

Alpha & Omega Semiconductor Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.5%implied · report alone

8Q avg ±13.0%·×1.03·fair

18.3224.02

straddle ±16.6%

spot 21.17exp Nov 20ATM strike 20ATM straddle 4.13IV 117%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 6 days

est.Q1 FY27

Calendar

Next report

Last report

−15.60%

vs ±18.2% implied · ×0.86

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+19.85%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

214 managers

Top fund weight

0.04%

AOSL weight · IWM

N-PORTJun 30 '26

3 funds

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

Alpha & Omega Semiconductor (AOSL) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±15.7%
avg realized: ±13.0%

Nov 4 '24Nov 4 '24confirmed±16.0%▼−19.49%×1.22

Feb 5 '25Feb 5 '25confirmed±14.8%▼−3.72%×0.25

May 7 '25May 7 '25confirmed±15.6%▲+3.04%×0.20

Aug 6 '25Aug 6 '25confirmed±14.7%▼−5.76%×0.39

Nov 5 '25Nov 5 '25confirmed±13.7%▼−27.49%×2.00

Q2 FY26Feb 5 '26confirmed±15.2%▼−5.11%×0.34

Q3 FY26May 6 '26confirmed±17.4%▼−24.10%×1.39

Q4 FY26Aug 12 '26confirmed±18.2%▼−15.60%×0.86

quarterimplied−30%0+30%realized×

Q4 FY26±18.2%▼−15.60%×0.86

Q3 FY26±17.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

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

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

2,063+27%Nov 2015d1,7550%

3,9050%Dec 1843d1.312,9870%1.31

4320%Mar 19134d0.577530%0.57

ExpiryPutsCallsP/C

Nov 2015d2,063+27%1,7550%1.18

Dec 1843d3,9050%2,9870%1.31

Mar 19134d4320%7530%0.57

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

Positioning

Linked exposure

scenario · straddle±16.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

derived from FYQ4 FY26

−7.67%derived from FYnet margin · revenue +4.02% QoQ · −3.46% YoY

Revenue$170M+4.02%

Gross profit$39M23.09%+13.94%

Operating income−$11M−6.45%+21.84%

Pre-tax income−$10M+22.93%

Net income−$13M−7.67%+5.25%

Cost of revenue$131M+1.36%

Operating expenses$50M+3.59%

Tax$3M+199.11%

Other income$1M−5.15%

Derived: FY − Q1–Q3 · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:45 ET

Intraday

Event sensitivity

PPI ×1.81· ±6.0% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±6.0%4 of 10×1.81

NFPjobs report±5.5%7 of 10×1.65

CPIconsumer prices±3.7%7 of 10×1.10

GDPgross domestic product±3.4%10 of 19×1.01

PCEpersonal income & outlays±2.9%9 of 19×0.86

CPROFcorporate profits±2.3%6 of 12×0.70

FOMCrate decision±2.0%11 of 24×0.61

Bar = avg |move| to ±7% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.43 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 12 '26 · confirmed	-0.43	—
Q3 FY26	May 6 '26 · confirmed	-0.46	—
Q2 FY26	Feb 5 '26 · confirmed	-0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod