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

Implied ±8.2%, either direction.

CRUSNasdaqSemiconductors & Related Devices

Cirrus Logic, Inc. (CRUS) earnings date, market-implied expected move, and options open interest by expiry

114.28

+1.96 · +1.75%

Regular session14:49 ET

Open112.33Volume694,448Mkt cap$5.6BP/E13.52EPS8.45

Day111.95 – 115.0575%52-wk105.10 – 180.4212%

CRUS

Cirrus Logic, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · straddle

103.16121.48

spot 112.32exp Nov 20ATM strike 110ATM straddle 10.78IV 55%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q2 FY27

Calendar

Next report

Last report

−4.57%

vs ±9.2% implied · ×0.49

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

91.00%

of CRUS revenue · Apple

customerCRUS 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.58%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

581 managers

Top fund weight

0.21%

CRUS weight · MDY

N-PORTJun 30 '26

4 funds

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

Cirrus Logic (CRUS) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q1 FY27Aug 5 '26confirmed±9.2%▼−4.57%×0.49

quarterimplied−10%0+10%realized×

Q1 FY27±9.2%▼−4.57%×0.49

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.62OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

9510%Nov 2016d1,538+1%

9880%Dec 1844d0.531,8730%0.53

4520%Mar 19135d0.568010%0.56

ExpiryPutsCallsP/C

Nov 2016d9510%1,538+1%0.62

Dec 1844d9880%1,8730%0.53

Mar 19135d4520%8010%0.56

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

Positioning

Linked exposure

scenario · straddle±8.2%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ1 FY27

16.72%as filednet margin · revenue +2.50% QoQ · +12.88% YoY

Revenue

$460M+2.50% QoQ

Gross profit

$242M+1.77% QoQ

52.61% margin

Operating income

$84M−6.49% QoQ

18.37% margin

Pre-tax income

$94M−6.09% QoQ

Net income

$77M−6.06% QoQ

16.72% margin

Cost of revenue

$218M+3.31% QoQ

Operating expenses

$157M+6.84% QoQ

R&D $115M

SG&A $42M

Tax

$17M−6.24% QoQ

Other income

$10M−2.48% QoQ

Revenue$460M+2.50%

Gross profit

$242M+1.77%

52.61% margin

Operating income

$84M−6.49%

18.37% margin

Pre-tax income

$94M−6.09%

Net income

$77M−6.06%

16.72% margin

Cost of revenue

$218M+3.31%

Operating expenses

$157M+6.84%

R&D $115M

SG&A $42M

Other income$10M−2.48%

Tax$17M−6.24%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:45 ET

Intraday

Event sensitivity

CPI ×1.16· ±2.0% vs ±1.7% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.0%7 of 11×1.16

FOMCrate decision±1.7%9 of 24×1.02

PCEpersonal income & outlays±1.6%10 of 20×0.92

GDPgross domestic product±1.4%8 of 20×0.83

PPIproducer prices±1.4%6 of 11×0.83

NFPjobs report±1.4%3 of 10×0.82

CPROFcorporate profits±1.0%3 of 12×0.57

Bar = avg |move| to ±2% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 1.47 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 5 '26 · confirmed	1.47	—
Q4 FY26	—	1.57	—
Q3 FY26	—	2.66	—
Q2 FY26	—	2.48	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod