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

Implied ±24.3%, either direction · provisional.

ENTGNasdaqPlastics Products, NEC

Entegris Inc (ENTG) earnings date, market-implied expected move, and options open interest by expiry

129.35

−13.52 · −9.46%

Regular session11:13 ET

Open140.00Volume2.8MMkt cap$21.8BP/E65.00EPS1.99Div yield0.28%

Day128.78 – 140.705%52-wk67.76 – 186.6652%

ENTG

Entegris Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±24.3%implied · straddle

108.11177.63

spot 142.87exp Feb 19ATM strike 145ATM straddle 40.90IV 66%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 9

before open · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

+0.43%

vs ±13.0% implied · ×0.03

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

16.00%

of ENTG revenue · Taiwan Semiconductor Manufacturing Company (TSMC)

customerENTG 10-K

Largest filed tie

13F top-10 QoQ

+7.50%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

751 managers

Top fund weight

1.22%

ENTG weight · SOXX

N-PORTJun 30 '26

5 funds

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

Entegris (ENTG) is expected to report on Feb 9 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 4 '26confirmed—▲+15.46%—

Oct 29 '26Oct 29 '26confirmed±13.0%▲+0.43%×0.03

quarterimplied−20%0+20%realized×

Oct '26±13.0%▲+0.43%×0.03

Q2 FY26—▲+15.46%—

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

1.39OI · 4 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

5,611+20%Nov 2015d0.807,037−2%0.80

948+577%Dec 1843d3.03313+596%3.03

2,763+14%Jan 1571d0.555,0280%0.55

report · Feb 9 · before open · est.

878+15%Feb 19106d6300%

ExpiryPutsCallsP/C

Nov 2015d5,611+20%7,037−2%0.80

Dec 1843d948+577%313+596%3.03

Jan 1571d2,763+14%5,0280%0.55

report · Feb 9 · before open · est.

Feb 19106d878+15%6300%1.39

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

Positioning

Linked exposure

scenario · straddle±24.3%

Funds 4

SOXX±0.3%

MDY±0.2%

SOXL±0.2%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

10.60%as filednet margin · revenue +8.78% QoQ · +11.46% YoY

Revenue

$883M+8.78% QoQ

Gross profit

$420M+10.29% QoQ

47.55% margin

Operating income

$165M+16.24% QoQ

18.64% margin

Pre-tax income

$110M+18.13% QoQ

Net income

$94M+1.74% QoQ

10.60% margin

Cost of revenue

$463M+7.45% QoQ

Operating expenses

$255M+6.77% QoQ

SG&A $127M

R&D $83M

Other operating $46M

Other expense

$55M

Tax

$17M+1550.00% QoQ

Revenue$883M+8.78%

Gross profit

$420M+10.29%

47.55% margin

Operating income

$165M+16.24%

18.64% margin

Pre-tax income

$110M+18.13%

Net income

$94M+1.74%

10.60% margin

Cost of revenue

$463M+7.45%

Operating expenses

$255M+6.77%

SG&A $127M

R&D $83M

Other operating $46M

Other expense

$55M

Tax$17M+1550.00%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:00 ET

Intraday

Event sensitivity

NFP ×2.31· ±5.9% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%6 of 10×2.31

FOMCrate decision±3.4%13 of 24×1.34

GDPgross domestic product±2.9%8 of 19×1.14

PPIproducer prices±2.6%4 of 10×1.04

PCEpersonal income & outlays±2.4%8 of 19×0.93

CPIconsumer prices±2.3%6 of 10×0.91

CPROFcorporate profits±1.2%5 of 12×0.48

Bar = avg |move| to ±6% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.61 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.61	—
Q1 FY26	—	0.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod