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

Implied ±11.5%, either direction.

How often does Corsair Gaming move more than the options market prices?

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

CRSRNasdaqComputer Peripheral Equipment, NEC

Corsair Gaming, Inc. (CRSR) earnings date, market-implied expected move, and options open interest by expiry

12.59

Closed16:00 ET

Open12.56Volume1.5MMkt cap$1.4BP/E40.63EPS0.31

Day12.13 – 12.59100%52-wk4.48 – 14.9877%

CRSR

Corsair Gaming, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.5%implied · report alone

8Q avg ±17.5%·×0.66·cheap

11.1514.05

straddle ±15.5%

spot 12.60exp Nov 20ATM strike 12.5ATM straddle 2.30IV 96%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+35.25%

vs ±16.8% implied · ×2.10

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

27.40%

of CRSR revenue · Amazon

customerCRSR 10-K

Largest filed tie

13F top-10 QoQ

+10.26%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

219 managers

Top fund weight

0.02%

CRSR weight · IWM

N-PORTJun 30 '26

3 funds

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

Corsair Gaming (CRSR) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.9%
avg realized: ±17.5%

Nov 6 '24Nov 6 '24confirmed±9.8%▼−3.79%×0.39

Feb 12 '25Feb 12 '25confirmed±14.3%▲+25.86%×1.81

May 6 '25May 6 '25confirmed±13.6%▼−0.29%×0.02

Aug 7 '25Aug 7 '25confirmed±10.3%▲+1.92%×0.19

Q3 FY25Nov 4 '25confirmed±14.5%▼−13.16%×0.91

Feb 12 '26Feb 12 '26confirmed±20.0%▲+48.25%×2.42

Q1 FY26May 7 '26confirmed±12.1%▲+11.14%×0.92

Q2 FY26Aug 6 '26confirmed±16.8%▲+35.25%×2.10

quarterimplied−50%0+50%realized×

Q2 FY26±16.8%▲+35.25%×2.10

Q1 FY26±12.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.22OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3,7960%Nov 2019d17,0240%

710%Dec 1847d0.46156+3%0.46

9040%Feb 19110d0.136,9820%0.13

ExpiryPutsCallsP/C

Nov 2019d3,7960%17,0240%0.22

Dec 1847d710%156+3%0.46

Feb 19110d9040%6,9820%0.13

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

Positioning

Linked exposure

scenario · straddle±15.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 2

BBY±3.0%×0.20

AMZN±2.1%×0.14

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

2.91%as filednet margin · revenue −11.33% QoQ · −1.80% YoY

Revenue

$314M−11.33% QoQ

Gross profit

$104M−10.12% QoQ

33.18% margin

Operating income

$8M−44.85% QoQ

2.42% margin

Pre-tax income

$9M−29.31% QoQ

Net income

$9M−29.93% QoQ

2.91% margin

Cost of revenue

$210M−11.92% QoQ

Operating expenses

$97M−5.43% QoQ

SG&A $81M

R&D $15M

Other income

$2M+268.64% QoQ

Tax benefit

$30,000

Revenue$314M−11.33%

Gross profit

$104M−10.12%

33.18% margin

Operating income

$8M−44.85%

2.42% margin

Pre-tax income

$9M−29.31%

Net income

$9M−29.93%

2.91% margin

Cost of revenue

$210M−11.92%

Operating expenses

$97M−5.43%

SG&A $81M

R&D $15M

Other income$2M+268.64%

Tax benefit$30,000

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×2.79· ±7.5% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±7.5%8 of 10×2.79

NFPjobs report±7.2%3 of 10×2.70

CPROFcorporate profits±2.9%7 of 12×1.10

PCEpersonal income & outlays±2.7%10 of 19×1.01

GDPgross domestic product±2.7%9 of 19×1.00

PPIproducer prices±2.2%5 of 10×0.82

FOMCrate decision±2.2%11 of 24×0.80

Bar = avg |move| to ±8% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS 0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.06	—
Q1 FY26	May 7 '26 · confirmed	0.11	—
Q3 FY25	Nov 4 '25 · confirmed	-0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod