How often does Fabrinet move more than the options market prices?

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

FNNYSETelephone & Telegraph Apparatus

Fabrinet (FN) earnings date, market-implied expected move, and options open interest by expiry

313.70

−13.59 · −4.15%

post 347.51 +10.78%

Closed19:58 ET

Open326.17Volume948,236Mkt cap$11.7BP/E26.31EPS13.21

Day313.29 – 359.4974%52-wk305.63 – 748.899%

Fabrinet

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 1

after close · in 91 days

est.Q2 FY27

Calendar

Next report

Last report

Nov 2

after close

confirmedOct 30 close

Implied vs realized

Largest filed tie

19.90%

of FN revenue · Cisco Systems

customerFN 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−11.70%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

762 managers

Top fund weight

0.55%

FN weight · MDY

N-PORTJun 30 '26

3 funds

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

Fabrinet (FN) is expected to report on Feb 1 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±13.2%
avg realized: ±9.2%

Nov 4 '24Nov 4 '24confirmed±12.8%▼−3.91%×0.31

Feb 3 '25Feb 3 '25confirmed±13.6%▼−8.19%×0.60

May 5 '25May 5 '25confirmed±10.6%▼−7.27%×0.69

Aug 18 '25Aug 18 '25confirmed±13.8%▼−12.81%×0.93

Nov 3 '25Nov 3 '25confirmed±13.2%▲+3.75%×0.28

Q2 FY26Feb 2 '26confirmed±14.1%▼−10.22%×0.73

Q3 FY26May 4 '26confirmed±14.9%▼−8.01%×0.54

Q4 FY26Aug 17 '26confirmed±12.4%▼−19.38%×1.56

quarterimplied−20%0+20%realized×

Q4 FY26±12.4%▼−19.38%×1.56

Q3 FY26±14.9%▼−8.01%×0.54

Q2 FY26±14.1%▼−10.22%×0.73

Nov '25±13.2%▲+3.75%×0.28

Aug '25±13.8%▼−12.81%×0.93

May '25±10.6%▼−7.27%×0.69

2 older reports

Feb '25±13.6%▼−8.19%×0.60

Nov '24±12.8%▼−3.91%×0.31

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.19OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

3,739+1%Nov 2018d0.645,8380%0.64

2,176+1%Dec 1846d0.932,3430%0.93

2,3450%Jan 1574d0.852,7740%0.85

report · Feb 1 · after close · est.

535+3%Apr 16165d2,809+1%

ExpiryPutsCallsP/C

Nov 2018d3,739+1%5,8380%0.64

Dec 1846d2,176+1%2,3430%0.93

Jan 1574d2,3450%2,7740%0.85

report · Feb 1 · after close · est.

Apr 16165d535+3%2,809+1%0.19

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

derived from FYQ4 FY26

10.58%derived from FYnet margin · revenue +8.36% QoQ · +44.64% YoY

Revenue

$1.3B+8.36% QoQ

Gross profit

$158M+9.50% QoQ

12.01% margin

Operating income

$134M+11.83% QoQ

10.20% margin

Pre-tax income

$200M+48.77% QoQ

Net income

$139M+11.22% QoQ

10.58% margin

Cost of revenue

$1.2B+8.20% QoQ

Operating expenses

$24M−2.03% QoQ

Tax

$60M+569.60% QoQ

Other income

$65M+361.11% QoQ

Revenue$1.3B+8.36%

Gross profit

$158M+9.50%

12.01% margin

Operating income

$134M+11.83%

10.20% margin

Pre-tax income

$200M+48.77%

Net income

$139M+11.22%

10.58% margin

Cost of revenue

$1.2B+8.20%

Operating expenses

$24M−2.03%

Other income$65M+361.11%

Tax$60M+569.60%

flow · deduction · inflow · signed % = QoQDerived: FY − Q1–Q3 · QE Jun 26 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.66· ±4.7% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.7%4 of 10×1.66

CPIconsumer prices±4.6%7 of 10×1.62

GDPgross domestic product±3.0%10 of 19×1.07

PCEpersonal income & outlays±2.7%9 of 19×0.94

PPIproducer prices±2.3%4 of 10×0.82

CPROFcorporate profits±2.1%7 of 12×0.75

FOMCrate decision±1.9%15 of 24×0.69

Bar = avg |move| to ±5% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 3.83 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 17 '26 · confirmed	3.83	—
Q3 FY26	May 4 '26 · confirmed	3.45	—
Q2 FY26	Feb 2 '26 · confirmed	3.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod