ICHRNasdaqSemiconductors & Related Devices

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

38.71

pre 40.40 +3.86%

Pre-market09:06 ET

Open39.29Volume932,327Mkt cap$1.5BEPS-1.17

Day37.87 – 40.02100%52-wk14.06 – 113.5826%

ICHR

Ichor Holdings, Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.4%implied · straddle

32.1445.66

spot 38.90exp Nov 20ATM strike 40ATM straddle 7.95IV 105%

Oct 30 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−11.17%

vs ±20.8% implied · ×0.54

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

6dAMAT · customerApplied Materials to increase investment in Besi to approximately 20% ownership
10dLRCX · customerStocks making the biggest moves midday: Procter & Gamble, Lam Research, Blackstone, Southwest & more
18dASML · 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 '26125d 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 Nov 2 after close (estimated date). Implied ±17.4%, either direction. 5 of the last 8 reports moved at least as far as the implied move.

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±14.7%
avg realized: ±18.8%

Jan 13 '25Jan 13 '25confirmed±8.3%▼−4.50%×0.54

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

quarterimplied−35%0+35%realized×

Q2 FY26±20.8%▼−11.17%×0.54

Q1 FY26±19.0%▼−2.80%×0.15

Feb '26±16.4%▲+32.72%×1.99

Q3 FY25±16.8%▼−31.39%×1.87

Aug '25±12.3%▼−30.19%×2.46

May '25±13.2%▼−23.22%×1.76

2 older reports

Feb '25±10.5%▲+14.41%×1.37

Jan '25±8.3%▼−4.50%×0.54

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.72OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2,5030%Nov 2018d3,456+1%

1,4010%Dec 1846d0.582,4350%0.58

1,130+1%Feb 19109d0.562,0140%0.56

ExpiryPutsCallsP/C

Nov 2018d2,5030%3,456+1%0.72

Dec 1846d1,4010%2,4350%0.58

Feb 19109d1,130+1%2,0140%0.56

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

Positioning

Linked exposure

scenario · straddle±17.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 3

LRCX±7.5%×0.43

AMAT±6.9%×0.40

ASML±5.1%×0.29

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

Linked exposure

Revenue flow

as filedQ2 FY26

0.34%as filednet margin · revenue +15.12% QoQ · +22.68% YoY

Revenue

$295M+15.12% QoQ

Gross profit

$41M+27.05% QoQ

13.90% margin

Operating income

$7M+245.08% QoQ

2.44% margin

Pre-tax income

$5M+6340.48% QoQ

Net income

$998,000+140.42% QoQ

0.34% margin

Cost of revenue

$254M+13.40% QoQ

Operating expenses

$34M+11.98% QoQ

SG&A $24M

R&D $8M

Other operating $2M

Other expense

$2M

Tax

$4M+72.82% QoQ

Revenue$295M+15.12%

Gross profit

$41M+27.05%

13.90% margin

Operating income

$7M+245.08%

2.44% margin

Pre-tax income

$5M+6340.48%

Net income

$998,000+140.42%

0.34% margin

Cost of revenue

$254M+13.40%

Operating expenses

$34M+11.98%

SG&A $24M

R&D $8M

Other operating $2M

Other expense

$2M

Tax$4M+72.82%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.84· ±6.1% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.1%6 of 10×1.84

PPIproducer prices±5.1%6 of 10×1.54

CPIconsumer prices±3.9%9 of 10×1.17

PCEpersonal income & outlays±3.7%9 of 19×1.12

GDPgross domestic product±3.4%10 of 19×1.03

FOMCrate decision±3.0%14 of 24×0.89

CPROFcorporate profits±2.5%7 of 12×0.75

Bar = avg |move| to ±7% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS 0.03 · consensus —

Quarter	Reported	EPS	Consensus
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