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

Implied ±30.5%, either direction · provisional.

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

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

ICHRNasdaqSemiconductors & Related Devices

Ichor Holdings, Ltd. (ICHR) earnings date, market-implied expected move, and options open interest by expiry

33.70

pre 32.63 −3.20%

Pre-market04:42 ETdelayed

Open32.91Volume1.3MMkt cap$1.3BP/E360.37

Day32.63 – 32.910%52-wk14.06 – 113.5819%

ICHR

Ichor Holdings, Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±30.5%implied · straddle

23.4244.00

spot 33.71exp Feb 19ATM strike 32.5ATM straddle 12.10IV 85%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 8

after close · in 95 days

est.Q4 FY26

Calendar

Next report

Last report

−0.84%

vs ±16.3% implied · ×0.05

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Linked news

9dAMAT · customerApplied Materials to increase investment in Besi to approximately 20% ownership
13dLRCX · customerStocks making the biggest moves midday: Procter & Gamble, Lam Research, Blackstone, Southwest & more
21dASML · customerTech stocks plunge as Fed rate hike fears, AI funding worries mount; ASML, SK Hynix slump

News

Largest filed tie

13F top-10 QoQ

−3.76%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

328 managers

Top fund weight

0.12%

ICHR weight · IWM

N-PORTJun 30 '26

3 funds

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

Ichor (ICHR) is expected to report on Feb 8 after close (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±15.7%
avg realized: ±18.3%

Feb 4 '25Feb 4 '25confirmed±10.5%▲+14.41%×1.37

May 5 '25May 5 '25confirmed±13.2%▼−23.22%×1.76

Aug 4 '25Aug 4 '25confirmed±12.3%▼−30.19%×2.46

Q3 FY25Nov 3 '25confirmed±16.8%▼−31.39%×1.87

Feb 9 '26Feb 9 '26confirmed±16.4%▲+32.72%×1.99

Q1 FY26May 4 '26confirmed±19.0%▼−2.80%×0.15

Q2 FY26Aug 3 '26confirmed±20.8%▼−11.17%×0.54

Q3 FY26Nov 2 '26confirmed±16.3%▼−0.84%×0.05

quarterimplied−35%0+35%realized×

Q3 FY26±16.3%▼−0.84%×0.05

Q2 FY26±20.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.53OI · 3 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

11,195+347%Nov 2015d2.105,340+55%2.10

1,298−7%Dec 1843d0.532,470+1%0.53

report · Feb 8 · after close · est.

1,089−4%Feb 19106d2,067+3%

ExpiryPutsCallsP/C

Nov 2015d11,195+347%5,340+55%2.10

Dec 1843d1,298−7%2,470+1%0.53

report · Feb 8 · after close · est.

Feb 19106d1,089−4%

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

Positioning

Linked exposure

scenario · straddle±30.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 3

LRCX±13.1%×0.43

AMAT±12.1%×0.40

ASML±8.9%×0.29

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

Linked exposure

Revenue flow

as filedQ3 FY26

6.37%as filednet margin · revenue +11.51% QoQ · +37.36% YoY

Revenue

$329M+11.51% QoQ

Gross profit

$52M+27.00% QoQ

15.83% margin

Operating income

$23M+217.03% QoQ

6.94% margin

Pre-tax income

$22M+311.66% QoQ

Net income

$21M+1998.90% QoQ

6.37% margin

Cost of revenue

$277M+9.00% QoQ

Operating expenses

$29M−13.47% QoQ

SG&A $22M

R&D $6M

Other operating $2M

Other expense

$539,000

Tax

$1M−69.99% QoQ

Revenue$329M+11.51%

Gross profit

$52M+27.00%

15.83% margin

Operating income

$23M+217.03%

6.94% margin

Pre-tax income

$22M+311.66%

Net income

$21M+1998.90%

6.37% margin

Cost of revenue

$277M+9.00%

Operating expenses

$29M−13.47%

SG&A $22M

R&D $6M

Other operating $2M

Other expense

$539,000

Tax$1M−69.99%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 25 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 04:30 ET

Intraday

Event sensitivity

NFP ×1.80· ±6.1% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.1%6 of 10×1.80

PPIproducer prices±4.9%6 of 11×1.44

CPIconsumer prices±4.2%9 of 11×1.23

PCEpersonal income & outlays±3.6%9 of 20×1.06

GDPgross domestic product±3.3%10 of 20×0.98

FOMCrate decision±3.2%14 of 24×0.93

CPROFcorporate profits±2.5%7 of 12×0.73

Bar = avg |move| to ±7% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 0.55 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	0.55	—
Q2 FY26	Aug 3 '26 · confirmed	0.03	—
Q1 FY26	May 4 '26 · confirmed	-0.07	—
Q3 FY25	Nov 3 '25 · confirmed	-0.67	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod