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

Implied ±37.9%, either direction · provisional.

How often does Navitas Semiconductor move more than the options market prices?

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

NVTSNasdaqSemiconductors & Related Devices

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

8.58

+0.65 · +8.20%

post 8.68 +1.17%

After hours19:37 ETdelayed

Open8.01Volume11.7MMkt cap$3.5BEPS-1.33

Day8.01 – 9.1658%52-wk6.85 – 34.177%

NVTS

Navitas Semiconductor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±37.9%implied · straddle

5.3111.81

spot 8.56exp Mar 19ATM strike 9ATM straddle 3.82IV 90%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 23

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedQ3 FY26

Implied vs realized

Linked news

19dTSM · supplierTSMC chip capacity is ‘fierce’ battleground for AI customers, amid record quarter
20dGFS · supplierGlobalFoundries selected to operate two new semiconductor fabs in New York under landmark U.S.-Japan initiative

News

Largest filed tie

13F top-10 QoQ

+34.09%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

355 managers

Top fund weight

0.10%

NVTS weight · IWM

N-PORTJun 30 '26

3 funds

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

Navitas Semiconductor (NVTS) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±17.6%
avg realized: ±11.2%

Aug 5 '24Aug 5 '24confirmed±21.4%▲+5.25%×0.25

Nov 4 '24Nov 4 '24confirmed±21.9%▼−9.58%×0.44

Feb 24 '25Feb 24 '25confirmed±25.9%▼−17.30%×0.67

May 5 '25May 5 '25confirmed±16.1%▼−4.75%×0.29

Aug 4 '25Aug 4 '25confirmed±14.8%▼−15.90%×1.08

Feb 24 '26Feb 24 '26confirmed±13.0%▲+19.61%×1.51

Q1 FY26May 5 '26confirmed±13.5%▼−4.96%×0.37

Q2 FY26Jul 27 '26confirmed±14.4%▼−12.27%×0.85

quarterimplied−30%0+30%realized×

Q2 FY26±14.4%▼−12.27%×0.85

Q1 FY26±13.5%

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

Implied vs realized

Positioning

OI · 8 expiries · Nov 2 close

0.32OI · 8 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

5 nearer expiries

7,113+33%Nov 63d0.3421,111+97%0.34

3,053+22%Nov 1310d0.913,346+25%0.91

12,564+9%Nov 2017d0.4527,861+5%0.45

1,557+80%Nov 2724d0.562,780+57%0.56

295—Dec 431d0.50594—0.50

27,891−2%Dec 1845d0.4266,867+2%0.42

39,4460%Jan 1573d0.28140,808+1%0.28

report · Feb 23 · after close · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 63d7,113+33%21,111+97%0.34

Nov 1310d3,053+22%3,346+25%0.91

Nov 2017d12,564+9%27,861

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

Positioning

Linked exposure

scenario · straddle±37.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 2

GFS±3.8%×0.10

TSM±3.1%×0.08

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−265.23%as filednet margin · revenue +32.88% QoQ · +38.36% YoY

Revenue$14M+32.88%

Gross profit$6M39.35%+34.99%

Operating income−$34M−245.72%−26.44%

Pre-tax income−$37M+83.73%

Net income−$37M−265.23%+83.74%

Cost of revenue$8M+31.55%

Operating expenses$40M−36.22%

Tax−$21,000−129.58%

Other expense−$3M+98.62%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

NFP ×1.53· ±7.7% vs ±5.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.7%5 of 10×1.53

CPIconsumer prices±7.0%5 of 10×1.39

PPIproducer prices±5.5%5 of 10×1.08

GDPgross domestic product±4.9%6 of 19×0.98

CPROFcorporate profits±4.6%2 of 12×0.92

PCEpersonal income & outlays±3.9%9 of 19×0.77

FOMCrate decision±3.5%13 of 24×0.70

Bar = avg |move| to ±8% · tick = ±5.0% avg day · ×base = |move| ÷ ±5.0% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.14	—
Q2 FY26	Jul 27 '26 · confirmed	-0.95	—
Q1 FY26	May 5 '26 · confirmed	-0.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod