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

Implied ±10.9%, either direction.

MXNYSEManufacturing

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

2.40

−0.23 · −8.75%

post 2.44 +1.67%

Closed19:35 ET

Open2.59Volume646,932Mkt cap$88.0MEPS-0.85

Day2.36 – 2.5936%52-wk2.18 – 9.863%

Magnachip Semiconductor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.9%implied · report alone

2.152.67

straddle ±24.7%

spot 2.41exp Nov 20ATM strike 2.5ATM straddle 0.70IV 148%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

29.70%

of MX revenue · SAMT

customerMX 10-K

Largest filed tie

13F top-10 QoQ

+53.55%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

77 managers

Top fund weight

—

Magnachip Semiconductor (MX) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.46OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

658+16%Nov 2020d1,418+1%

2,0920%Dec 1848d0.1712,5380%0.17

5150%Mar 19139d0.341,499−10%0.34

ExpiryPutsCallsP/C

Nov 2020d658+16%1,418+1%0.46

Dec 1848d2,0920%12,5380%0.17

Mar 19139d5150%1,499−10%0.34

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 filedQ2 FY26

−10.77%as filednet margin · revenue −3.25% QoQ · −6.13% YoY

Revenue$45M−3.25%

Gross profit$9M19.35%+20.21%

Operating income−$10M−22.32%−39.14%

Pre-tax income−$10M−45.15%

Net income−$5M−10.77%−3.62%

Cost of revenue$36M−7.58%

Operating expenses$19M+29.66%

Tax−$2M−4.09%

Other income$389,000−31.15%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×2.22· ±6.0% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.0%6 of 10×2.22

FOMCrate decision±3.4%8 of 24×1.26

CPIconsumer prices±2.9%5 of 11×1.09

PPIproducer prices±2.8%5 of 11×1.03

GDPgross domestic product±2.8%8 of 19×1.03

PCEpersonal income & outlays±2.6%10 of 19×0.97

CPROFcorporate profits±2.6%5 of 12×0.95

Bar = avg |move| to ±7% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.13	—
Q1 FY26	—	-0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod