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

Implied ±12.4%, 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

194.83

−12.66 · −6.10%

post 207.38 +6.44%

After hours19:11 ETdelayed

Open211.50Volume10.8MMkt cap$38.4BP/E40.98EPS5.06

Day189.41 – 215.6069%52-wk126.00 – 440.0026%

COHR

Coherent Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.4%implied · report alone

8Q avg ±9.6%·×1.28·rich

170.94219.24

straddle ±27.9%

spot 195.09exp Feb 19ATM strike 195ATM straddle 64.05IV 78%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Feb 3

after close · in 91 days

est.Q2 FY27

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 3 close

Implied vs realized

Linked news

1dNVDA · 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 '26128d 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 Feb 3 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%

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

6.32OI · 11 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

10,908+11%Nov 62d0.7913,889+20%0.79

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

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

report · Feb 3 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

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

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

Nov 2016d34,7310%28,147

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

Positioning

Linked exposure

scenario · straddle±27.9%

Funds 4

FTC±0.1%

XLK±0.1%

VUG±0.1%

RSP±0.0%

Customers 1

NVDA±8.7%×0.31

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

Linked exposure

Revenue flow

as filedQ1 FY27

16.10%as filednet margin · revenue +15.88% QoQ · +49.89% YoY

Revenue

$2.4B+15.88% QoQ

Gross profit

$928M+17.88% QoQ

39.14% margin

Operating income

$359M+28.81% QoQ

15.14% margin

Pre-tax income

$359M+28.81% QoQ

Net income

$382M+61.56% QoQ

16.10% margin

Cost of revenue

$1.4B+14.63% QoQ

Operating expenses

$569M+11.89% QoQ

SG&A $305M

R&D $237M

Other operating $19M

Other operating $9M

Tax benefit

$23M

Revenue$2.4B+15.88%

Gross profit

$928M+17.88%

39.14% margin

Operating income

$359M+28.81%

15.14% margin

Pre-tax income

$359M+28.81%

Net income

$382M+61.56%

16.10% margin

Cost of revenue

$1.4B+14.63%

Operating expenses

$569M+11.89%

SG&A $305M

R&D $237M

Other operating $19M

Tax benefit$23M

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:00 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 1.90 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	—	1.90	—
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