CRDO as of Oct 31 · 09:42 ET

CRDONasdaqSemiconductors & Related Devices

Credo Technology Group Holding Ltd · Brief

Next report

32 days

Dec 2 · after closeest.Q2 FY27

Earnings

Expected move

Inputs

±13.4%implied · report alone

130.76171.22

straddle ±20.5%

spot 150.99exp Dec 4ATM strike 150ATM straddle 36.35IV 98%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

3 of 8≥ implied

avg implied: ±15.5%
avg realized: ±16.9%

Sep 4 '24±16.5%▼−14.86%×0.90

Dec 2 '24±19.9%▲+47.89%×2.40

Mar 4 '25±21.2%▼−13.97%×0.66

Jun 2 '25±15.2%▲+14.80%×0.98

Q2 FY26±11.6%▲+7.40%×0.64

Q3 FY26±10.0%▼−14.81%×1.48

Q4 FY26±15.6%▲+1.28%×0.08

Q1 FY27±13.8%▼−20.04%×1.46

quarterimplied−50%0+50%realized×

Q1 FY27±13.8%▼−20.04%×1.46

Q4 FY26±15.6%▲+1.28%×0.08

Q3 FY26±10.0%▼−14.81%×1.48

Q2 FY26±11.6%▲+7.40%×0.64

Jun '25±15.2%▲+14.80%×0.98

Mar '25±21.2%▼−13.97%×0.66

2 older reports

Dec '24±19.9%▲+47.89%×2.40

Sep '24±16.5%▼−14.86%×0.90

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

Bull & bear

Dec 2 report · est.

Bull2

6tracked funds holding CRDON-PORT · Jul 31 '26

984managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 4

33.00%of revenue from the largest disclosed customer, Customer DSEC filings

5 of 8recent reports with moves below the options implied rangeEarnings history

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

CRDO report session

Suppliers 3

AMKRAmkor Technology Inc. (Amkor)×0.33 ASXAdvanced Semiconductor Engineering×0.28 TSMTsmc×0.24

Customers 2

ORCLOracle×0.24 MSFTMicrosoft×0.08

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.