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

Implied ±14.0%, either direction.

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

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

ARLONYSEServices-Detective, Guard & Armored Car Services

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

14.46

−0.01 · −0.07%

Regular session13:18 ET

Open14.58Volume2.2MMkt cap$1.6BP/E49.86EPS0.29

Day14.46 – 14.590%52-wk11.05 – 19.3741%

ARLO

Arlo Technologies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.0%implied · report alone

8Q avg ±10.6%·×1.33·rich

12.4416.50

straddle ±14.4%

spot 14.47exp Nov 20ATM strike 14ATM straddle 2.45IV 90%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

−1.55%

vs ±12.4% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

32.00%

of ARLO revenue · Verisure Sàrl

customerARLO 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+5.20%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

261 managers

Top fund weight

0.05%

ARLO weight · IWM

N-PORTJun 30 '26

3 funds

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

Arlo Technologies (ARLO) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.3%
avg realized: ±10.6%

Nov 7 '24Nov 7 '24confirmed±19.9%▼−1.97%×0.10

Feb 27 '25Feb 27 '25confirmed±17.4%▲+20.64%×1.19

May 8 '25May 8 '25confirmed±11.7%▲+16.82%×1.44

Aug 7 '25Aug 7 '25confirmed±11.8%▲+1.70%×0.14

Q3 FY25Nov 6 '25confirmed±14.4%▼−12.46%×0.87

Q1 FY26Feb 26 '26confirmed±14.3%▲+27.15%×1.90

May 7 '26May 7 '26confirmed±12.3%▲+2.35%×0.19

Q2 FY26Aug 6 '26confirmed±12.4%▼−1.55%×0.13

quarterimplied−30%0+30%realized×

Q2 FY26±12.4%▼−1.55%×0.13

May '26±12.3%

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

0.35OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

239+3%Nov 2018d675+19%

0—Dec 1846d0.00102+5000%0.00

1280%Jan 1574d0.052,716+1%0.05

28+8%Apr 16165d0.5452+21%0.54

ExpiryPutsCallsP/C

Nov 2018d239+3%675+19%0.35

Dec 1846d0—102+5000%0.00

Jan 1574d1280%2,716+1%0.05

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

Positioning

Linked exposure

scenario · straddle±14.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 3

BBY±3.2%×0.22

AMZN±3.1%×0.22

SNX±2.9%×0.20

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

Linked exposure

Revenue flow

as filedQ2 FY26

1.94%as filednet margin · revenue +3.69% QoQ · +20.50% YoY

Revenue

$156M+3.69% QoQ

Gross profit

$75M+3.51% QoQ

48.23% margin

Operating income

$2M−67.50% QoQ

1.57% margin

Pre-tax income

$3M−77.37% QoQ

Net income

$3M−79.65% QoQ

1.94% margin

Cost of revenue

$81M+3.87% QoQ

Operating expenses

$73M+11.75% QoQ

Marketing $24M

R&D $24M

SG&A $23M

Other operating $2M

Tax

$432,000+4.10% QoQ

Other income

$1M−87.02% QoQ

Revenue$156M+3.69%

Gross profit

$75M+3.51%

48.23% margin

Operating income

$2M−67.50%

1.57% margin

Pre-tax income

$3M−77.37%

Net income

$3M−79.65%

1.94% margin

Cost of revenue

$81M+3.87%

Operating expenses

$73M+11.75%

Marketing $24M

R&D $24M

SG&A $23M

Other income$1M−87.02%

Tax$432,000+4.10%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 28 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:15 ET

Intraday

Event sensitivity

PPI ×1.91· ±4.5% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.5%6 of 10×1.91

CPIconsumer prices±2.6%7 of 10×1.11

NFPjobs report±2.4%4 of 10×1.03

PCEpersonal income & outlays±2.1%9 of 19×0.89

FOMCrate decision±1.6%14 of 24×0.69

CPROFcorporate profits±1.6%5 of 12×0.67

GDPgross domestic product±1.0%9 of 19×0.42

Bar = avg |move| to ±5% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.03	—
Q1 FY26	Feb 26 '26 · confirmed	0.13	—
Q3 FY25	Nov 6 '25 · confirmed	0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod