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

Implied ±12.9%, either direction.

CAMTNasdaqOptical Instruments & Lenses

Camtek Ltd (CAMT) earnings date, market-implied expected move, and options open interest by expiry

100.36

−12.01 · −10.69%

post 101.46 +1.10%

After hours18:10 ETdelayed

Open114.77Volume539,510Mkt cap$5.1BP/E91.41EPS1.11

Day99.85 – 118.009%52-wk91.91 – 215.998%

CAMT

Camtek Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.9%implied · straddle

97.84126.90

spot 112.37exp Nov 20ATM strike 110ATM straddle 17.10IV 86%

Nov 3 close

Expected move

Inputs

News

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+10.04%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

240 managers

Top fund weight

—

Camtek (CAMT) reports on Nov 4 (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.92OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

5,114−4%Nov 2016d5,5520%

2,560+14%Dec 1844d1.621,5790%1.62

10,5650%Jan 1572d0.5818,2850%0.58

354+3%Feb 19107d0.251,4200%0.25

ExpiryPutsCallsP/C

Nov 2016d5,114−4%5,5520%0.92

Dec 1844d2,560+14%1,5790%1.62

Jan 1572d10,5650%18,2850%0.58

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 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:00 ET

Intraday

Event sensitivity

NFP ×1.94· ±5.7% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.7%7 of 10×1.94

CPIconsumer prices±4.6%5 of 10×1.55

FOMCrate decision±3.7%18 of 24×1.26

PPIproducer prices±3.6%3 of 10×1.21

PCEpersonal income & outlays±2.8%9 of 19×0.96

GDPgross domestic product±2.7%13 of 19×0.91

CPROFcorporate profits±2.4%9 of 12×0.82

Bar = avg |move| to ±6% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod