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

Implied ±23.5%, either direction · provisional.

LSCCNasdaqSemiconductors & Related Devices

Lattice Semiconductor Corp (LSCC) earnings date, market-implied expected move, and options open interest by expiry

97.80

−9.45 · −8.81%

Regular session13:02 ET

Open103.86Volume4.3MMkt cap$15.3BP/E305.63EPS0.32

Day96.32 – 104.2519%52-wk60.50 – 157.0139%

LSCC

Lattice Semiconductor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.5%implied · straddle

82.09132.41

spot 107.25exp Feb 19ATM strike 105ATM straddle 29.60IV 65%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 9

after close · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

+10.98%

vs ±13.9% implied · ×0.79

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Largest filed tie

30.90%

of LSCC revenue · Distributor A

customerLSCC 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−9.83%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

607 managers

Top fund weight

0.57%

LSCC weight · MDY

N-PORTJun 30 '26

4 funds

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

Lattice Semiconductor (LSCC) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 4 '26confirmed±15.5%▼−7.02%×0.45

Q3 FY26Nov 2 '26confirmed±13.9%▲+10.98%×0.79

quarterimplied−20%0+20%realized×

Q3 FY26±13.9%▲+10.98%×0.79

Q2 FY26±15.5%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 4 close

0.46OI · 5 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

4,430+8%Nov 2015d0.2319,301−1%0.23

1,615+30%Dec 1843d0.217,5810%0.21

3,9410%Jan 1571d0.904,3780%0.90

report · Feb 9 · after close · est.

191+4%Feb 19106d411−3%

840+30%Mar 19134d1.535500%1.53

ExpiryPutsCallsP/C

Nov 2015d4,430+8%19,301−1%0.23

Dec 1843d1,615+30%7,5810%0.21

Jan 1571d3,9410%4,3780%0.90

report · Feb 9 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±23.5%

Funds 4

MDY±0.1%

IGPT±0.1%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

3.85%as filednet margin · revenue +44.74% QoQ · +118.25% YoY

Revenue

$291M+44.74% QoQ

Gross profit

$196M+38.77% QoQ

67.39% margin

Operating income

$24M+7.22% QoQ

8.24% margin

Pre-tax income

$14M−19.80% QoQ

Net income

$11M−42.11% QoQ

3.85% margin

Cost of revenue

$95M+58.86% QoQ

Operating expenses

$172M+44.69% QoQ

R&D $80M

SG&A $60M

Other operating $32M

Other expense

$10M

Tax

$3M+221.48% QoQ

Revenue$291M+44.74%

Gross profit

$196M+38.77%

67.39% margin

Operating income

$24M+7.22%

8.24% margin

Pre-tax income

$14M−19.80%

Net income

$11M−42.11%

3.85% margin

Cost of revenue

$95M+58.86%

Operating expenses

$172M+44.69%

R&D $80M

SG&A $60M

Other operating $32M

Other expense

$10M

Tax$3M+221.48%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Oct 3 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

NFP ×2.24· ±5.8% vs ±2.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.8%6 of 10×2.24

PCEpersonal income & outlays±2.6%11 of 19×0.99

CPIconsumer prices±2.5%5 of 10×0.97

PPIproducer prices±2.2%4 of 10×0.86

FOMCrate decision±2.1%15 of 24×0.81

GDPgross domestic product±1.9%11 of 19×0.74

CPROFcorporate profits±0.7%6 of 12×0.28

Bar = avg |move| to ±6% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	0.08	—
Q2 FY26	Aug 4 '26 · confirmed	0.14	—
Q1 FY26	—	0.16	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod