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

Implied ±9.9%, either direction.

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

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

COHRNYSEOptical Instruments & Lenses

Coherent Corp. (COHR) earnings date, market-implied expected move, and options open interest by expiry

207.38

pre 212.13 +2.24%

Pre-market06:39 ETdelayed

Open211.50Volume9.6MMkt cap$39.2BP/E48.88EPS4.34

Day211.50 – 215.6015%52-wk123.75 – 440.0028%

COHR

Coherent Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.9%implied · straddle

8Q avg ±9.6%·×1.03·fair

186.92228.06

spot 207.49exp Nov 6ATM strike 207.5ATM straddle 24.20IV 161%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q1 FY27

Calendar

Next report

Last report

−7.99%

vs ±9.0% implied · ×0.89

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Linked news

12hNVDA · customerPATEO fait progresser l'IA embarquée avec NVIDIA Nemotron et ByteDance Doubao sur son AI Box conçue sur NVIDIA DRIVE AGX Thor

News

Largest filed tie

13F top-10 QoQ

−5.11%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,309 managers

Top fund weight

0.52%

COHR weight · FTC

N-PORTJul 31 '26

10 funds

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

Coherent (COHR) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.1%
avg realized: ±9.6%

Nov 6 '24Nov 6 '24confirmed±9.2%▲+10.08%×1.09

Feb 5 '25Feb 5 '25confirmed±12.0%▲+11.50%×0.96

May 7 '25May 7 '25confirmed±8.3%▲+1.39%×0.17

Aug 13 '25Aug 13 '25confirmed±8.7%▼−19.61%×2.25

Nov 5 '25Nov 5 '25confirmed±10.9%▲+18.32%×1.69

Q2 FY26Feb 4 '26confirmed±12.6%▼−0.83%×0.07

Q3 FY26May 6 '26confirmed±9.8%▼−7.39%×0.75

Q4 FY26Aug 12 '26confirmed±9.0%▼−7.99%×0.89

quarterimplied−20%0+20%realized×

Q4 FY26±9.0%▼−7.99%×0.89

Q3 FY26±9.8%▼−7.39%×0.75

Q2 FY26±12.6%▼−0.83%×0.07

Nov '25±10.9%▲+18.32%×1.69

Aug '25±8.7%▼−19.61%×2.25

May '25±8.3%▲+1.39%×0.17

2 older reports

Feb '25±12.0%▲+11.50%×0.96

Nov '24±9.2%▲+10.08%×1.09

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

Implied vs realized

Positioning

OI · 11 expiries · Nov 3 close

0.79OI · 11 expiries · Nov 3 closeP/C open interest · Nov 6 · first expiry after the report

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

10,908+11%Nov 62d13,889+20%

6,588+30%Nov 139d1.703,876+11%1.70

34,7310%Nov 2016d1.2328,147+8%1.23

2,792+29%Nov 2723d1.222,290+13%1.22

756+7%Dec 430d1.97383+4%1.97

6 later expiries

143+175%Dec 1137d1.22117+266%1.22

16,100+522%Dec 1844d2.087,748+537%2.08

46,941+1%Jan 1572d1.7526,880+1%1.75

6,973+7%Feb 19107d6.321,104+7%6.32

19,155+15%Mar 19135d1.8410,392+2%1.84

10,015+1%Apr 16163d2.943,406+5%2.94

ExpiryPutsCallsP/C

Nov 62d10,908+11%13,889+20%0.79

Nov 139d6,588+30%3,876+11%1.70

Nov 2016d34,7310%28,147+8%1.23

Nov 2723d2,792+29%2,290+13%1.22

Dec 430d756+7%383+4%1.97

6 later expiries

Dec 1137d143+175%117+266%1.22

Dec 1844d16,100+522%7,748+537%2.08

Jan 1572d46,941+1%26,880+1%1.75

Feb 19107d6,973+7%1,104+7%6.32

Mar 19135d19,155+15%10,392+2%1.84

Apr 16163d10,015+1%3,406+5%2.94

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

Positioning

Linked exposure

scenario · straddle±9.9%

Funds 4

FTC±0.1%

XLK±0.0%

VUG±0.0%

RSP±0.0%

Customers 1

NVDA±3.1%×0.31

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY26

11.55%derived from FYnet margin · revenue +13.29% QoQ · +33.74% YoY

Revenue

$2.0B+13.29% QoQ

Gross profit

$787M+15.76% QoQ

38.48% margin

Operating income

$279M+58.76% QoQ

13.62% margin

Pre-tax income

$279M+51.08% QoQ

Net income

$236M+30.01% QoQ

11.55% margin

Cost of revenue

$1.3B+11.79% QoQ

Operating expenses

$509M+0.80% QoQ

SG&A $266M

R&D $216M

Other operating $26M

Tax

$42M+1482.31% QoQ

Revenue$2.0B+13.29%

Gross profit

$787M+15.76%

38.48% margin

Operating income

$279M+58.76%

13.62% margin

Pre-tax income

$279M+51.08%

Net income

$236M+30.01%

11.55% margin

Cost of revenue

$1.3B+11.79%

Operating expenses

$509M+0.80%

SG&A $266M

R&D $216M

Other operating $26M

Tax$42M+1482.31%

flow · deduction · signed % = QoQDerived: FY − Q1–Q3 · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 06:30 ET

Intraday

Event sensitivity

NFP ×2.02· ±6.5% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.5%5 of 10×2.02

PPIproducer prices±4.0%5 of 10×1.26

FOMCrate decision±3.6%16 of 24×1.11

CPIconsumer prices±3.3%7 of 10×1.04

GDPgross domestic product±3.2%14 of 19×1.00

PCEpersonal income & outlays±2.9%12 of 19×0.90

CPROFcorporate profits±2.2%9 of 12×0.70

Bar = avg |move| to ±7% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS 1.20 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 12 '26 · confirmed	1.20	—
Q3 FY26	May 6 '26 · confirmed	0.97	—
Q2 FY26	Feb 4 '26 · confirmed	0.76	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod