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

Implied ±6.3%, either direction.

NVMINasdaqOptical Instruments & Lenses

Nova Ltd. (NVMI) earnings date, market-implied expected move, and options open interest by expiry

302.26

−0.45 · −0.15%

post 293.01 −3.06%

Closed15:59 ET

Open305.14Volume476,260Mkt cap$8.9BP/E34.03EPS8.61

Day288.65 – 311.4119%52-wk266.43 – 615.998%

NVMI

Nova Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.3%implied · report alone

276.64314.06

straddle ±10.0%

spot 295.35exp Nov 20ATM strike 300ATM straddle 34.75IV 70%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

confirmed

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+2.04%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

350 managers

Top fund weight

0.77%

NVMI weight · SOXX

N-PORTJun 30 '26

3 funds

Nova (NVMI) reports on Nov 5 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.80OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

2,784−8%Nov 2016d3,460+1%

1,328+1%Dec 1844d0.482,7630%0.48

15+15%Jan 1572d0.3149+9%0.31

236+1%Feb 19107d0.191,229−15%0.19

ExpiryPutsCallsP/C

Nov 2016d2,784−8%3,460+1%0.80

Dec 1844d1,328+1%2,7630%0.48

Jan 1572d15+15%49+9%0.31

Feb 19107d236+1%1,229−15%0.19

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

Positioning

Linked exposure

scenario · straddle±10.0%

Funds 3

SOXX±0.1%

SOXL±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.84· ±4.5% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.5%6 of 10×1.84

PPIproducer prices±3.1%6 of 10×1.26

CPROFcorporate profits±2.6%7 of 12×1.07

GDPgross domestic product±2.6%11 of 19×1.05

FOMCrate decision±2.4%16 of 24×0.98

CPIconsumer prices±2.2%8 of 10×0.88

PCEpersonal income & outlays±1.7%9 of 19×0.71

Bar = avg |move| to ±5% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod