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

Implied ±9.1%, either direction.

CLBTNasdaqServices-Prepackaged Software

Cellebrite DI Ltd. (CLBT) earnings date, market-implied expected move, and options open interest by expiry

12.69

Closed18:50 ET

Open12.13Volume1.4MMkt cap$3.1BP/E39.66EPS0.32

Day11.90 – 12.69100%52-wk9.58 – 19.9830%

CLBT

Cellebrite DI Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.1%implied · report alone

11.1313.37

straddle ±11.3%

spot 12.25exp Nov 20ATM strike 12.5ATM straddle 1.63IV 76%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

before open · in 8 days

confirmed

Calendar

Next report

Last report

−29.18%

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+13.69%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

202 managers

Top fund weight

—

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

Cellebrite DI (CLBT) reports on Nov 12 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Aug 13 '26Aug 13 '26confirmed—▼−29.18%—

quarterimplied−30%0+30%realized×

Aug '26—▼−29.18%—

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.09OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

131+1%Nov 2016d1,382+9%

3,552−1%Dec 1844d0.516,949−1%0.51

1,082+23%Jan 1572d0.0617,4830%0.06

710+477%Apr 16163d2.08342+37%2.08

ExpiryPutsCallsP/C

Nov 2016d131+1%1,382+9%0.09

Dec 1844d3,552−1%6,949−1%0.51

Jan 1572d1,082+23%17,4830%0.06

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 · 18:45 ET

Intraday

Event sensitivity

PPI ×2.41· ±4.9% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.9%1 of 10×2.41

CPIconsumer prices±3.0%4 of 10×1.47

NFPjobs report±2.2%5 of 10×1.10

CPROFcorporate profits±2.2%6 of 12×1.06

GDPgross domestic product±1.9%8 of 19×0.91

FOMCrate decision±1.8%10 of 24×0.90

PCEpersonal income & outlays±1.8%9 of 19×0.88

Bar = avg |move| to ±5% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod