KLA Corp · Brief

Next report

89 days

Jan 28 · after closeest.Q2 FY27

Earnings

Expected move

Inputs

±22.3%implied · straddle

122.72193.10

spot 157.91exp Feb 19ATM strike 160ATM straddle 41.40IV 59%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

1 of 7≥ implied

avg implied: ±7.5%
avg realized: ±4.5%

Jan 30 '25±6.7%▼−0.56%×0.08

Apr 30 '25±6.9%▼−3.75%×0.55

Jul 31 '25±6.1%▲+0.87%×0.14

Oct 29 '25±8.8%▼−1.69%×0.19

Q2 FY26±8.4%▼−15.24%×1.82

Q3 FY26±9.3%▼−3.63%×0.39

Q4 FY26—▼−10.80%—

Q1 FY27±6.2%▲+5.45%×0.88

quarterimplied−20%0+20%realized×

Q1 FY27±6.2%▲+5.45%×0.88

Q4 FY26—▼−10.80%—

Q3 FY26±9.3%▼−3.63%×0.39

Q2 FY26±8.4%▼−15.24%×1.82

Oct '25±8.8%▼−1.69%×0.19

Jul '25±6.1%▲+0.87%×0.14

2 older reports

Apr '25±6.9%▼−3.75%×0.55

Jan '25±6.7%▼−0.56%×0.08

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

Bull & bear

Jan 28 report · est.

—

Linked exposure

KLAC report session

Customers 1

TSMTaiwan Semiconductor Manufacturing×0.55

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 22unusualUnusual volume: ×2.25 RVOL at 10:30 ET.Source

Oct 15unusualUnusual volume: ×2.46 RVOL at 10:31 ET.Source

Oct 14impliedImplied move: ±9.7% into Oct 28 earnings (Oct 14 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.