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

Implied ±26.6%, either direction · provisional.

CLSNYSEPrinted Circuit Boards

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

267.00

Closed19:46 ET

Open267.07Volume2.8MMkt cap$33.5BP/E25.00EPS10.68

Day257.03 – 270.6073%52-wk244.51 – 474.0310%

CLS

Celestica Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±26.6%implied · straddle

194.85336.21

spot 265.53exp Feb 19ATM strike 270ATM straddle 83.15IV 71%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 27

after close · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

+12.12%

vs ±11.6% implied · ×1.05

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Largest filed tie

32.00%

of CLS revenue · Undisclosed CCS customer (32% of revenue in 2025)

customerCLS 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.38%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

872 managers

Top fund weight

1.15%

CLS weight · EWC

N-PORTAug 31 '26

2 funds

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

Celestica (CLS) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 27 '26confirmed—▲+10.04%—

Q3 FY26Oct 26 '26confirmed±11.6%▲+12.12%×1.05

quarterimplied−15%0+15%realized×

Q3 FY26±11.6%▲+12.12%×1.05

Q2 FY26—▲+10.04%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.91OI · 10 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

3,386−2%Nov 66d0.2513,621−2%0.25

1,557+14%Nov 1313d0.532,950+4%0.53

9,202+4%Nov 2020d0.4321,303+7%0.43

2,062+98%Nov 2727d3.68560+189%3.68

723+12%Dec 434d2.63275+9%2.63

310—Dec 1141d51.676—51.67

5,731+10%Dec 1848d0.2721,104−3%0.27

13,524+8%Jan 1576d0.8116,731+12%0.81

report · Jan 27 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d3,386−2%13,621−2%0.25

Nov 1313d1,557+14%2,950+4%0.53

Nov 2020d9,202+4%21,303

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

Positioning

Linked exposure

scenario · straddle±26.6%

Funds 2

EWC±0.3%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

6.81%as filednet margin · revenue +24.07% QoQ · +82.52% YoY

Revenue

$5.8B+24.07% QoQ

Gross profit

$641M+10.96% QoQ

10.99% margin

Operating income

$460M+0.37% QoQ

7.89% margin

Pre-tax income

$456M+3.22% QoQ

Net income

$397M+7.70% QoQ

6.81% margin

Cost of revenue

$5.2B+25.91% QoQ

Operating expenses

$181M+51.68% QoQ

SG&A $118M

R&D $51M

Other operating $11M

Other expense

$4M

Tax

$59M−19.51% QoQ

Revenue$5.8B+24.07%

Gross profit

$641M+10.96%

10.99% margin

Operating income

$460M+0.37%

7.89% margin

Pre-tax income

$456M+3.22%

Net income

$397M+7.70%

6.81% margin

Cost of revenue

$5.2B+25.91%

Operating expenses

$181M+51.68%

SG&A $118M

R&D $51M

Other operating $11M

Other expense

$4M

Tax$59M−19.51%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.38· ±4.4% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.4%4 of 10×1.38

CPIconsumer prices±4.2%5 of 11×1.31

PPIproducer prices±3.4%3 of 11×1.07

FOMCrate decision±3.3%17 of 24×1.03

GDPgross domestic product±3.2%9 of 19×0.98

PCEpersonal income & outlays±2.8%7 of 19×0.87

CPROFcorporate profits±2.2%5 of 12×0.67

Bar = avg |move| to ±5% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS 3.26 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 26 '26 · confirmed	3.26	—
Q2 FY26	Jul 27 '26 · confirmed	3.17	—
Q1 FY26	—	1.83	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod