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

Implied ±24.5%, either direction · provisional.

MBLYNasdaqServices-Prepackaged Software

Mobileye Global Inc. (MBLY) earnings date, market-implied expected move, and options open interest by expiry

5.59

−0.06 · −1.06%

post 5.61 +0.36%

After hours17:33 ETdelayed

Open5.67Volume7.8MMkt cap$1.4BEPS-4.94

Day5.59 – 5.7317%52-wk5.57 – 14.330%

MBLY

Mobileye Global Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±24.5%implied · straddle

4.226.96

spot 5.59exp Feb 19ATM strike 6ATM straddle 1.61IV 64%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 21

before open · in 79 days

est.Q4 FY26

Calendar

Next report

Last report

−9.21%

vs ±8.5% implied · ×1.08

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

1hAPTV · customerAptiv posts Q3 net income $194 million, net sales $3,199 million
1dSTM · supplierSTMicroelectronics repurchased 388,226 shares at EUR 42.0797, total EUR 16,336,424.67
4dMGA · customerMagna Q3 sales $10,059 million, adjusted EBIT $683 million, adjusted EPS $1.83

News

Largest filed tie

13F top-10 QoQ

+0.49%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

297 managers

Top fund weight

—

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

Mobileye Global (MBLY) is expected to report on Jan 21 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 23 '26confirmed—▼−1.37%—

Q3 FY26Oct 29 '26confirmed±8.5%▼−9.21%×1.08

quarterimplied−10%0+10%realized×

Q3 FY26±8.5%▼−9.21%×1.08

Q2 FY26—▼−1.37%

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.62OI · 8 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

5 nearer expiries

1,221+13%Nov 63d0.422,873+116%0.42

927+11%Nov 1310d0.541,724+1%0.54

27,280−15%Nov 2017d1.3320,5360%1.33

840+5%Nov 2724d0.332,530+4%0.33

36—Dec 431d0.11331—0.11

643+5%Dec 1845d0.581,104+13%0.58

34,539−5%Jan 1573d0.3695,236+2%0.36

report · Jan 21 · before open · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 63d1,221+13%2,873+116%0.42

Nov 1310d927+11%1,724+1%0.54

Nov 2017d27,280−15%20,536

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ3 FY26

−13.62%as filednet margin · revenue −3.15% QoQ · −2.38% YoY

Revenue$492M−3.15%

Gross profit$261M53.05%+11.06%

Operating income−$82M−16.67%−173.33%

Pre-tax income−$68M−300.00%

Net income−$67M−13.62%−219.05%

Cost of revenue$231M−15.38%

Operating expenses$343M+29.43%

Tax−$1M−125.00%

Other income$14M+7.69%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

PPI ×1.50· ±4.2% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.2%6 of 10×1.50

FOMCrate decision±3.8%11 of 24×1.37

NFPjobs report±3.0%6 of 10×1.08

CPROFcorporate profits±1.9%4 of 12×0.68

GDPgross domestic product±1.7%5 of 19×0.62

CPIconsumer prices±1.7%3 of 10×0.59

PCEpersonal income & outlays±1.6%5 of 19×0.56

Bar = avg |move| to ±5% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	-0.08	—
Q2 FY26	Jul 23 '26 · confirmed	-0.03	—
Q1 FY26	—	-4.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod