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

Implied ±11.7%, either direction.

FEIMNasdaqInstruments For Meas & Testing of Electricity & Elec Signals

Frequency Electronics Inc (FEIM) earnings date, market-implied expected move, and options open interest by expiry

66.70

+0.92 · +1.40%

post 67.11 +0.62%

After hours16:47 ETdelayed

Open69.99Volume154,546Mkt cap$741.6MP/E268.44EPS0.25

Day66.59 – 69.9915%52-wk26.05 – 89.7664%

FEIM

Frequency Electronics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.7%implied · report alone

8Q avg ±21.4%·×0.55·cheap

59.4975.21

straddle ±21.3%

spot 67.35exp Dec 18ATM strike 65ATM straddle 16.85IV 92%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 10

after close · in 37 days

est.Q2 FY27

Calendar

Next report

Last report

+42.40%

vs ±11.9% implied · ×3.55

shaded = implied · ▲▼ = realized

Sep 10 '26 · confirmed

Implied vs realized

Linked news

1dBA · customerBoeing and Icelease Sign Agreement for up to Three 767-300 Boeing Converted Freighters
5dLHX · customerL3HARRIS posts third-quarter net income of $632 million, diluted EPS $3.28
7dLMT · customerLockheed Martin to Add Air-Launched Hypersonic Missile to the American Arsenal of Freedom

News

Largest filed tie

13F top-10 QoQ

+6.71%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

146 managers

Top fund weight

0.01%

FEIM weight · IWM

N-PORTJun 30 '26

3 funds

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

Frequency Electronics (FEIM) is expected to report on Dec 10 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Dec 10 '24Dec 10 '24confirmed—▲+30.57%—

Mar 13 '25Mar 13 '25confirmed—▲+13.80%—

Jul 10 '25Jul 10 '25confirmed—▼−13.37%—

Sep 11 '25Sep 11 '25confirmed—▼−21.02%—

Q2 FY26Dec 11 '25confirmed—▲+28.81%—

Q3 FY26Mar 11 '26confirmed±17.1%▼−15.65%×0.92

Q1 FY27Jul 15 '26confirmed±14.2%▼−5.30%×0.37

Sep 10 '26Sep 10 '26confirmed±11.9%▲+42.40%×3.55

quarterimplied−45%0+45%realized×

Sep '26±11.9%▲+42.40%×3.55

Q1 FY27±14.2%▼−5.30%×0.37

Q3 FY26±17.1%▼−15.65%×0.92

Q2 FY26—▲+28.81%—

Sep '25—▼−21.02%—

Jul '25—▼−13.37%—

2 older reports

Mar '25—▲+13.80%—

Dec '24—▲+30.57%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.43OI · 3 expiries · Oct 26 closeP/C open interest · Dec 18 · first expiry after the report

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

323+4%Nov 2017d0.60541+11%0.60

report · Dec 10 · after close · est.

15—Dec 1845d35+75%

84−2%Feb 19108d0.292860%0.29

ExpiryPutsCallsP/C

Nov 2017d323+4%541+11%0.60

report · Dec 10 · after close · est.

Dec 1845d15—35+75%0.43

Feb 19108d84−2%2860%0.29

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

Positioning

Linked exposure

scenario · straddle±21.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

BA±2.3%×0.11

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

Linked exposure

Revenue flow

as filedQ1 FY27

17.98%as filednet margin · revenue +52.30% QoQ · +69.79% YoY

Revenue

$23M+52.30% QoQ

Gross profit

$11M+6972.37% QoQ

45.84% margin

Operating income

$5M+181.90% QoQ

22.17% margin

Pre-tax income

$5M+178.53% QoQ

Net income

$4M+185.95% QoQ

17.98% margin

Cost of revenue

$13M−16.69% QoQ

Operating expenses

$6M−14.63% QoQ

SG&A $4M

R&D $1M

Tax

$1M+157.97% QoQ

Other income

$42,000+112.88% QoQ

Revenue$23M+52.30%

Gross profit

$11M+6972.37%

45.84% margin

Operating income

$5M+181.90%

22.17% margin

Pre-tax income

$5M+178.53%

Net income

$4M+185.95%

17.98% margin

Cost of revenue

$13M−16.69%

Operating expenses

$6M−14.63%

SG&A $4M

R&D $1M

Other income$42,000+112.88%

Tax$1M+157.97%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:45 ET

Intraday

Event sensitivity

CPI ×2.60· ±7.6% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±7.6%8 of 10×2.60

PPIproducer prices±4.6%3 of 10×1.58

NFPjobs report±3.3%6 of 10×1.11

CPROFcorporate profits±3.2%9 of 12×1.07

PCEpersonal income & outlays±2.9%11 of 19×0.99

GDPgross domestic product±2.8%14 of 19×0.96

FOMCrate decision±2.5%8 of 24×0.85

Bar = avg |move| to ±8% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS 0.41 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Jul 15 '26 · confirmed	0.41	—
Q4 FY26	—	-0.50	—
Q3 FY26	Mar 11 '26 · confirmed	0.16	—
Q2 FY26	Dec 11 '25 · confirmed	0.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod