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

Implied ±22.3%, either direction · provisional.

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

1 of the last 7 reports moved at least as far as the implied move.

KLACNasdaqOptical Instruments & Lenses

KLA Corp (KLAC) earnings date, market-implied expected move, and options open interest by expiry

157.82

−9.61 · −5.74%

post 158.61 +0.50%

Closed19:43 ET

Open160.32Volume22.4MMkt cap$205.8BP/E39.36EPS4.03Div yield0.53%

Day156.75 – 163.2229%52-wk106.80 – 307.0326%

KLAC

KLA Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

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

Next report

Jan 28

after close · in 88 days

est.Q2 FY27

Calendar

Next report

Last report

+5.45%

vs ±6.2% implied · ×0.88

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

33.00%

of KLAC revenue · China-based companies involved in advanced semiconductor manufacturing

customerKLAC 10-K

Largest filed tie

13F top-10 QoQ

+962.98%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

2,503 managers

Top fund weight

5.64%

KLAC weight · SOXX

N-PORTJun 30 '26

15 funds

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

KLA (KLAC) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

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

Jan 30 '25Jan 30 '25confirmed±6.7%▼−0.56%×0.08

Apr 30 '25Apr 30 '25confirmed±6.9%▼−3.75%×0.55

Jul 31 '25Jul 31 '25confirmed±6.1%▲+0.87%×0.14

Oct 29 '25Oct 29 '25confirmed±8.8%▼−1.69%×0.19

Q2 FY26Jan 29 '26confirmed±8.4%▼−15.24%×1.82

Q3 FY26Apr 29 '26confirmed±9.3%▼−3.63%×0.39

Q4 FY26Jul 28 '26confirmed—▼−10.80%—

Q1 FY27Oct 28 '26confirmed±6.2%▲+5.45%×0.88

quarterimplied−20%0+20%realized×

Q1 FY27±6.2%▲+5.45%×0.88

Q4 FY26—▼−10.80%

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

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

0.81OI · 11 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

3,172+55%Nov 65d0.2811,276+96%0.28

1,722+7%Nov 1312d0.991,741+21%0.99

47,3580%Nov 2019d1.4832,0460%1.48

729+22%Nov 2726d1.33549+118%1.33

192+44%Dec 433d1.01191+16%1.01

16—Dec 1140d0.4337—0.43

27,248+12%Dec 1847d1.2022,800+22%1.20

62,631+1%Jan 1575d1.3646,125+1%1.36

report · Jan 28 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 65d3,172+55%11,276+96%0.28

Nov 1312d1,722+7%1,741+21%0.99

Nov 2019d47,3580%32,046

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

Positioning

Linked exposure

scenario · straddle±22.3%

Funds 4

SOXX±1.3%

SMH±1.2%

SOXL±0.7%

XLK±0.5%

Customers 1

TSM±12.2%×0.55

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ1 FY27

37.44%as filednet margin · revenue +13.08% QoQ · +28.86% YoY

Revenue

$4.1B+13.08% QoQ

Gross profit

$2.6B+13.98% QoQ

61.85% margin

Operating income

$1.9B+19.80% QoQ

45.01% margin

Pre-tax income

$1.8B+17.73% QoQ

Net income

$1.5B+13.61% QoQ

37.44% margin

Cost of revenue

$1.6B+11.65% QoQ

Operating expenses

$697M+0.88% QoQ

R&D $395M

SG&A $301M

Other expense

$38M

Tax

$275M+47.86% QoQ

Revenue$4.1B+13.08%

Gross profit

$2.6B+13.98%

61.85% margin

Operating income

$1.9B+19.80%

45.01% margin

Pre-tax income

$1.8B+17.73%

Net income

$1.5B+13.61%

37.44% margin

Cost of revenue

$1.6B+11.65%

Operating expenses

$697M+0.88%

R&D $395M

SG&A $301M

Other expense

$38M

Tax$275M+47.86%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×2.51· ±5.5% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.5%6 of 10×2.51

PPIproducer prices±3.7%6 of 11×1.70

PCEpersonal income & outlays±2.4%10 of 20×1.11

GDPgross domestic product±2.3%12 of 20×1.04

FOMCrate decision±2.3%17 of 25×1.03

CPIconsumer prices±2.0%8 of 11×0.90

CPROFcorporate profits±1.6%6 of 12×0.71

Bar = avg |move| to ±6% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 1.18 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Oct 28 '26 · confirmed	1.18	—
Q4 FY26	Jul 28 '26 · confirmed	1.04	—
Q3 FY26	Apr 29 '26 · confirmed	9.12	—
Q2 FY26	Jan 29 '26 · confirmed	8.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod