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

Implied ±8.3%, either direction.

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

1 of the last 8 reports moved at least as far as the implied move.

NOVTNasdaqMiscellaneous Electrical Machinery, Equipment & Supplies

Novanta Inc (NOVT) earnings date, market-implied expected move, and options open interest by expiry

131.95

−13.28 · −9.14%

post 130.00 −1.48%

After hours18:17 ETdelayed

Open144.44Volume473,156Mkt cap$5.0BP/E82.80EPS1.57

Day130.00 – 144.440%52-wk98.27 – 176.3841%

NOVT

Novanta Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.3%implied · report alone

8Q avg ±5.6%·×1.47·rich

121.45143.45

straddle ±10.7%

spot 132.45exp Nov 20ATM strike 130ATM straddle 16.75IV 79%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+6.66%

vs ±9.8% implied · ×0.68

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+3.11%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

395 managers

Top fund weight

0.18%

NOVT weight · IWM

N-PORTJun 30 '26

6 funds

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

Novanta (NOVT) is expected to report on Nov 6 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±8.4%
avg realized: ±5.6%

Feb 25 '25Feb 25 '25confirmed±7.8%▲+7.19%×0.92

Feb 25 '25Feb 25 '25confirmed±7.8%▲+0.71%×0.09

May 6 '25May 6 '25confirmed±6.7%▼−1.93%×0.29

Aug 5 '25Aug 5 '25confirmed±8.1%▼−6.70%×0.82

Nov 3 '25Nov 3 '25confirmed±8.6%▼−4.81%×0.56

Feb 23 '26Feb 23 '26confirmed±11.5%▼−3.47%×0.30

Q1 FY26May 11 '26confirmed±6.9%▲+13.72%×1.98

Q2 FY26Aug 5 '26confirmed±9.8%▲+6.66%×0.68

quarterimplied−15%0+15%realized×

Q2 FY26±9.8%▲+6.66%×0.68

Q1 FY26±6.9%▲+13.72%×1.98

Feb '26±11.5%▼−3.47%×0.30

Nov '25±8.6%▼−4.81%×0.56

Aug '25±8.1%▼−6.70%×0.82

May '25±6.7%▼−1.93%×0.29

2 older reports

Feb '25±7.8%▲+0.71%×0.09

Feb '25±7.8%▲+7.19%×0.92

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 5 close

2.76OI · 4 expiries · Nov 5 closeP/C open interest · Nov 20 · first expiry after the report

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

3,2520%Nov 2015d1,1780%

40%Dec 1843d0.6760%0.67

1550%Feb 19106d0.991570%0.99

40%Mar 19134d0.27150%0.27

ExpiryPutsCallsP/C

Nov 2015d3,2520%1,1780%2.76

Dec 1843d40%60%0.67

Feb 19106d1550%1570%0.99

Mar 19134d40%150%0.27

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

Positioning

Linked exposure

scenario · straddle±10.7%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

IGPT±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

4.72%as filednet margin · revenue +3.14% QoQ · +10.27% YoY

Revenue

$266M+3.14% QoQ

Gross profit

$121M+6.46% QoQ

45.49% margin

Operating income

$18M−34.42% QoQ

6.79% margin

Pre-tax income

$16M−39.68% QoQ

Net income

$13M−40.56% QoQ

4.72% margin

Cost of revenue

$145M+0.53% QoQ

Operating expenses

$103M+19.54% QoQ

SG&A $60M

R&D $24M

Other operating $19M

Other expense

$2M

Tax

$3M−36.12% QoQ

Revenue$266M+3.14%

Gross profit

$121M+6.46%

45.49% margin

Operating income

$18M−34.42%

6.79% margin

Pre-tax income

$16M−39.68%

Net income

$13M−40.56%

4.72% margin

Cost of revenue

$145M+0.53%

Operating expenses

$103M+19.54%

SG&A $60M

R&D $24M

Other operating $19M

Other expense

$2M

Tax$3M−36.12%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

CPI ×1.79· ±3.4% vs ±1.9% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.4%7 of 11×1.79

NFPjobs report±2.4%6 of 10×1.25

GDPgross domestic product±1.9%13 of 20×1.00

CPROFcorporate profits±1.9%8 of 12×1.00

FOMCrate decision±1.9%11 of 24×0.97

PPIproducer prices±1.8%4 of 11×0.96

PCEpersonal income & outlays±1.8%10 of 20×0.91

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.30	—
Q1 FY26	May 11 '26 · confirmed	0.51	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod