How often does Blaize move more than the options market prices?

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

BZAINasdaqSemiconductors & Related Devices

Blaize Holdings, Inc. (BZAI) earnings date, market-implied expected move, and options open interest by expiry

0.22

+0.01 · +5.43%

Regular session14:07 ET

Open0.22Volume1.1MMkt cap$30.4M

Day0.22 – 0.2320%52-wk0.17 – 3.751%

BZAI

Blaize Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 12

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

−49.31%

vs ±24.6% implied · ×2.01

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

61.50%

of BZAI revenue · Customer D

customerBZAI 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+43.67%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

124 managers

Top fund weight

0.00%

BZAI weight · IWM

N-PORTJun 30 '26

3 funds

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

Blaize (BZAI) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±20.4%
avg realized: ±16.1%

May 14 '25May 14 '25confirmed±9.8%▼−21.94%×2.24

Aug 14 '25Aug 14 '25confirmed±12.3%▼−3.44%×0.28

Q3 FY25Nov 12 '25confirmed±17.0%▼−8.74%×0.51

Nov 13 '25Nov 13 '25confirmed±32.3%▼−1.38%×0.04

Q1 FY26Mar 24 '26confirmed±32.1%▲+11.71%×0.36

Apr 14 '26Apr 14 '26confirmed±17.0%▼−6.25%×0.37

May 14 '26May 14 '26confirmed±18.0%▼−25.99%×1.45

Q2 FY26Aug 13 '26confirmed±24.6%▼−49.31%×2.01

quarterimplied−50%0+50%realized×

Q2 FY26±24.6%▼−49.31%×2.01

May '26±18.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.08OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

481−13%Nov 2016d5,9470%

5830%Jan 1572d0.0320,3640%0.03

66−3%Feb 19107d0.022,6970%0.02

ExpiryPutsCallsP/C

Nov 2016d481−13%5,9470%0.08

Jan 1572d5830%20,3640%0.03

Feb 19107d66−3%2,6970%0.02

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−240.38%as filednet margin · revenue +337.73% QoQ · +504.69% YoY

Revenue$12M+337.73%

Gross profit$918,0007.66%−41.75%

Operating income−$31M−255.35%−30.85%

Pre-tax income−$29M−26.55%

Net income−$29M−240.38%−27.18%

Cost of revenue$11M+852.41%

Operating expenses$32M+26.27%

Tax$268,000+170.71%

Other income$2M+147.36%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

NFP ×1.21· ±5.3% vs ±4.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.3%4 of 10×1.21

CPIconsumer prices±5.2%6 of 10×1.19

PCEpersonal income & outlays±4.8%7 of 19×1.12

PPIproducer prices±3.9%5 of 10×0.90

CPROFcorporate profits±3.5%6 of 12×0.80

FOMCrate decision±3.3%9 of 22×0.77

GDPgross domestic product±3.0%8 of 19×0.69

Bar = avg |move| to ±6% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS -0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.21	—
Q1 FY26	Mar 24 '26 · confirmed	-0.19	—
Q3 FY25	Nov 12 '25 · confirmed	-0.25	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod