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

Implied ±9.0%, either direction.

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

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

CEVANasdaqServices-Computer Programming, Data Processing, Etc.

Ceva Inc (CEVA) earnings date, market-implied expected move, and options open interest by expiry

29.56

Closed16:00 ET

Open30.50Volume338,255Mkt cap$831.1MEPS-0.41

Day28.93 – 30.5040%52-wk17.02 – 51.6036%

CEVA

Ceva Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.0%implied · report alone

8Q avg ±9.7%·×0.93·fair

26.8632.18

straddle ±15.3%

spot 29.52exp Nov 20ATM strike 30ATM straddle 5.32IV 94%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

before open · in 9 days

confirmedQ3 FY26

Calendar

Next report

Last report

−17.46%

vs ±17.2% implied · ×1.01

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

15.00%

of CEVA revenue · Unisoc

customerCEVA 10-K

Largest filed tie

13F top-10 QoQ

+1.28%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

208 managers

Top fund weight

0.04%

CEVA weight · IWM

N-PORTJun 30 '26

3 funds

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

Ceva (CEVA) reports on Nov 9 before open (confirmed date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.3%
avg realized: ±9.7%

Nov 7 '24Nov 7 '24confirmed±13.0%▲+16.52%×1.27

Feb 13 '25Feb 13 '25confirmed±12.7%▲+10.21%×0.81

May 7 '25May 7 '25confirmed±15.9%▼−20.17%×1.27

Aug 11 '25Aug 11 '25confirmed±10.9%▼−1.80%×0.16

Q3 FY25Nov 10 '25confirmed±12.1%▼−0.57%×0.05

Feb 17 '26Feb 17 '26confirmed±11.7%▼−9.79%×0.84

Q1 FY26May 11 '26confirmed±13.0%▼−1.38%×0.11

Q2 FY26Aug 10 '26confirmed±17.2%▼−17.46%×1.01

quarterimplied−25%0+25%realized×

Q2 FY26±17.2%▼−17.46%×1.01

Q1 FY26±13.0%

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

1.34OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2,1080%Nov 2020d1,573−1%

6740%Dec 1848d0.252,7070%0.25

1,8830%Mar 19139d0.752,5070%0.75

ExpiryPutsCallsP/C

Nov 2020d2,1080%1,573−1%1.34

Dec 1848d6740%2,7070%0.25

Mar 19139d1,8830%2,5070%0.75

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

Positioning

Linked exposure

scenario · straddle±15.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

MCHP±6.8%×0.44

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−10.02%as filednet margin · revenue +7.43% QoQ · +13.07% YoY

Revenue$29M+7.43%

Gross profit$25M87.44%+8.98%

Operating income−$2M−7.15%+59.17%

Pre-tax income−$1M+65.84%

Net income−$3M−10.02%+34.74%

Cost of revenue$4M−2.23%

Operating expenses$27M−3.23%

Tax$2M+39.62%

Other income$1M−48.38%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.92· ±5.3% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.3%6 of 10×1.92

FOMCrate decision±3.7%12 of 24×1.34

PPIproducer prices±3.2%4 of 10×1.16

GDPgross domestic product±3.2%9 of 19×1.14

PCEpersonal income & outlays±2.9%9 of 19×1.05

CPROFcorporate profits±1.9%6 of 12×0.67

CPIconsumer prices±1.8%7 of 10×0.63

Bar = avg |move| to ±6% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.10	—
Q1 FY26	May 11 '26 · confirmed	-0.16	—
Q3 FY25	Nov 10 '25 · confirmed	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod