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

Implied ±12.1%, either direction.

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

8.80

+0.87 · +10.91%

Regular session13:25 ET

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

Day8.01 – 8.8890%52-wk6.85 – 34.177%

NVTS

Navitas Semiconductor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.1%implied · report alone

8Q avg ±11.2%·×1.08·fair

6.978.89

straddle ±15.2%

spot 7.93exp Nov 13ATM strike 8ATM straddle 1.42IV 129%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−12.27%

vs ±14.4% implied · ×0.85

shaded = implied · ▲▼ = realized

Jul 27 '26 · confirmed

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 '26126d 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 Nov 9 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 · 7 expiries · Oct 23 close

0.93OI · 7 expiries · Oct 23 closeP/C open interest · Nov 13 · first expiry after the report

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

5,341+17%Nov 63d0.5010,725+80%0.50

report · Nov 9 · after close · est.

2,506+8%Nov 1310d2,682+57%

11,528+119%Nov 2017d0.4326,591+10%0.43

867+359%Nov 2724d0.491,767+95%0.49

3 later expiries

28,320−2%Dec 1845d0.4365,610+4%0.43

39,337−1%Jan 1573d0.28

ExpiryPutsCallsP/C

Nov 63d5,341+17%10,725+80%0.50

report · Nov 9 · after close · est.

Nov 1310d2,506+8%2,682+57%0.93

Nov 2017d11,528+119%

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

Positioning

Linked exposure

scenario · straddle±15.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 2

GFS±1.5%×0.10

TSM±1.2%×0.08

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

Linked exposure

Revenue flow

as filedQ2 FY26

−2167.52%as filednet margin · revenue +22.46% QoQ · −27.34% YoY

Revenue$11M+22.46%

Gross profit$4M38.73%+25.98%

Operating income−$27M−258.24%+2.07%

Pre-tax income−$228M−576.63%

Net income−$228M−2167.52%−575.50%

Cost of revenue$6M+20.33%

Operating expenses$63M+101.71%

Tax$71,000+5.97%

Other expense−$199M−3240.83%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:15 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 -0.95 · consensus —

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

Source: filed financials

Methodology

ties · implied moves · holdersMethod