What move does the options market price into China Automotive Systems INC/2's report?

Implied ±24.0%, either direction.

CAASNasdaqMotor Vehicle Parts & Accessories

China Automotive Systems INC/2 (CAAS) earnings date, market-implied expected move, and options open interest by expiry

4.25

+0.06 · +1.43%

post 4.25 0.00%

Closed16:00 ET

Open4.25Volume11,441Mkt cap$129.4MP/E4.38EPS0.97

Day4.25 – 4.2550%52-wk4.00 – 5.6415%

CAAS

China Automotive Systems, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±24.0%implied · report alone

3.265.32

straddle ±28.2%

spot 4.29exp Nov 20ATM strike 5ATM straddle 1.43IV 169%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 13

before open · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

—

13F top-10 QoQ

−5.38%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

Top fund weight

—

China Automotive Systems INC/2 (CAAS) is expected to report on Nov 13 before open (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.00OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

10%Nov 2015d8890%

90%Feb 19106d0.071380%0.07

ExpiryPutsCallsP/C

Nov 2015d10%8890%0.00

Feb 19106d90%1380%0.07

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

as filedQ2 FY25

5.88%as filednet margin · revenue +5.48% QoQ · +11.12% YoY

Revenue

$176M+5.48% QoQ

Gross profit

$31M+6.86% QoQ

17.33% margin

Operating income

$13M+50.28% QoQ

7.37% margin

Pre-tax income

$15M+24.87% QoQ

Net income

$10M+22.67% QoQ

5.88% margin

Cost of revenue

$146M+5.19% QoQ

Operating expenses

$18M−11.94% QoQ

SG&A $10M

R&D $8M

Tax

$4M+37.86% QoQ

Other income

$2M−39.03% QoQ

Revenue$176M+5.48%

Gross profit

$31M+6.86%

17.33% margin

Operating income

$13M+50.28%

7.37% margin

Pre-tax income

$15M+24.87%

Net income

$10M+22.67%

5.88% margin

Cost of revenue

$146M+5.19%

Operating expenses

$18M−11.94%

SG&A $10M

R&D $8M

Other income$2M−39.03%

Tax$4M+37.86%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '25 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.08· ±2.0% vs ±1.9% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±2.0%6 of 12×1.08

PCEpersonal income & outlays±2.0%6 of 19×1.08

PPIproducer prices±2.0%3 of 10×1.06

GDPgross domestic product±1.9%10 of 19×1.01

FOMCrate decision±1.7%9 of 24×0.93

NFPjobs report±1.3%1 of 10×0.71

CPIconsumer prices±0.7%5 of 10×0.39

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.25 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY25	—	0.25	—
Q1 FY25	—	0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod