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

Implied ±17.8%, either direction.

How often does indie Semiconductor move more than the options market prices?

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

INDINasdaqSemiconductors & Related Devices

indie Semiconductor, Inc. (INDI) earnings date, market-implied expected move, and options open interest by expiry

1.51

−0.14 · −8.48%

post 1.53 +1.32%

Closed18:25 ET

Open1.63Volume3.1MMkt cap$382.5MEPS-0.73

Day1.51 – 1.6515%52-wk1.54 – 5.490%

INDI

indie Semiconductor, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.8%implied · report alone

8Q avg ±13.4%·×1.32·rich

1.241.77

straddle ±21.2%

spot 1.51exp Nov 20ATM strike 1.5ATM straddle 0.38IV 136%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+17.78%

vs ±17.5% implied · ×1.02

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+3.43%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

225 managers

Top fund weight

0.03%

INDI weight · IWM

N-PORTJun 30 '26

3 funds

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

indie Semiconductor (INDI) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±16.4%
avg realized: ±13.4%

Nov 7 '24Nov 7 '24confirmed±25.4%▲+59.77%×2.35

Feb 20 '25Feb 20 '25confirmed±13.5%▼−12.79%×0.94

May 12 '25May 12 '25confirmed±13.5%▲+1.52%×0.11

Aug 7 '25Aug 7 '25confirmed±16.8%▲+5.24%×0.31

Q3 FY25Nov 6 '25confirmed±18.4%▲+0.43%×0.02

Feb 19 '26Feb 19 '26confirmed±10.5%▲+5.83%×0.55

Q1 FY26May 7 '26confirmed±15.1%▼−4.23%×0.28

Q2 FY26Aug 6 '26confirmed±17.5%▲+17.78%×1.02

quarterimplied−60%0+60%realized×

Q2 FY26±17.5%▲+17.78%×1.02

Q1 FY26±15.1%▼−4.23%×0.28

Feb '26±10.5%▲+5.83%×0.55

Q3 FY25±18.4%▲+0.43%×0.02

Aug '25±16.8%▲+5.24%×0.31

May '25±13.5%▲+1.52%×0.11

2 older reports

Feb '25±13.5%▼−12.79%×0.94

Nov '24±25.4%▲+59.77%×2.35

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.35OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

6,305+38%Nov 2017d18,164+7%

17—Dec 1845d0.05322—0.05

7,937−1%Jan 1573d0.1359,2630%0.13

784+12%Feb 19108d0.194,104+6%0.19

ExpiryPutsCallsP/C

Nov 2017d6,305+38%18,164+7%0.35

Dec 1845d17—322—0.05

Jan 1573d7,937−1%59,2630%0.13

Feb 19108d784+12%4,104+6%0.19

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

Positioning

Linked exposure

scenario · straddle±21.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−60.86%as filednet margin · revenue +15.42% QoQ · +23.97% YoY

Revenue$64M+15.42%

Gross profit$23M36.07%+9.53%

Operating income−$35M−54.81%+9.74%

Pre-tax income−$39M+16.95%

Net income−$39M−60.86%+17.33%

Cost of revenue$41M+19.03%

Operating expenses$58M−2.97%

Tax−$448,000−40.44%

Other expense−$4M+49.60%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

NFP ×1.46· ±5.6% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.6%6 of 10×1.46

PCEpersonal income & outlays±3.6%10 of 19×0.94

GDPgross domestic product±3.3%11 of 19×0.86

FOMCrate decision±2.9%9 of 24×0.75

CPIconsumer prices±2.6%6 of 10×0.67

CPROFcorporate profits±2.4%7 of 12×0.62

PPIproducer prices±2.2%4 of 10×0.56

Bar = avg |move| to ±6% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS -0.17 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.17	—
Q1 FY26	May 7 '26 · confirmed	-0.21	—
Q3 FY25	Nov 6 '25 · confirmed	-0.19	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod