What move does the options market price into Arbe Robotics's report?

Implied ±45.5%, either direction.

ARBENasdaqServices-Computer Integrated Systems Design

Arbe Robotics Ltd. (ARBE) earnings date, market-implied expected move, and options open interest by expiry

0.42

0.00 · +0.31%

Regular session11:24 ET

Open0.43Volume1.5MMkt cap$47.4MEPS-0.42

Day0.42 – 0.432%52-wk0.39 – 1.942%

ARBE

Arbe Robotics Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±45.5%implied · straddle

0.230.61

spot 0.42exp Nov 20ATM strike 0.5ATM straddle 0.23IV 286%

Nov 4 close

Expected move

Inputs

Next report

Nov 19

before open · in 14 days

confirmed

Calendar

Next report

Last report

—

Linked news

4hMGA · customerMagna renews NCIB to buy up to 25,778,000 common shares

News

Largest filed tie

13F top-10 QoQ

−1.12%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

47 managers

Top fund weight

—

Arbe Robotics (ARBE) reports on Nov 19 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 19 close

0.08OI · 2 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

5,0090%Nov 2015d59,2990%

409−3%Feb 19106d0.057,5890%0.05

ExpiryPutsCallsP/C

Nov 2015d5,0090%59,2990%0.08

Feb 19106d409−3%7,5890%0.05

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:15 ET

Intraday

Event sensitivity

CPROF ×1.89· ±7.7% vs ±4.1% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±7.7%4 of 12×1.89

PPIproducer prices±6.6%5 of 10×1.61

GDPgross domestic product±6.3%7 of 19×1.55

PCEpersonal income & outlays±6.1%6 of 19×1.49

CPIconsumer prices±5.2%6 of 10×1.27

NFPjobs report±4.4%5 of 10×1.09

FOMCrate decision±2.9%7 of 24×0.70

Bar = avg |move| to ±8% · tick = ±4.1% avg day · ×base = |move| ÷ ±4.1% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod