How often does NXP Semiconductors move more than the options market prices?

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

NXPINasdaqSemiconductors & Related Devices

NXP Semiconductors N.V. (NXPI) earnings date, market-implied expected move, and options open interest by expiry

256.96

−9.04 · −3.40%

post 259.99 +1.18%

Closed18:27 ET

Open261.60Volume9.0MMkt cap$65.4BP/E20.31EPS12.80Div yield1.56%

Day253.29 – 263.4666%52-wk179.82 – 337.2851%

NXPI

NXP Semiconductors N.V.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

before open · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

−0.71%

vs ±10.7% implied · ×0.07

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

23.00%

of NXPI revenue · One of our distributors

customerNXPI 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.55%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

1,270 managers

Top fund weight

3.14%

NXPI weight · SOXX

N-PORTJun 30 '26

12 funds

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

NXP Semiconductors (NXPI) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.8%
avg realized: ±6.2%

Feb 4 '25Feb 4 '25confirmed±5.6%▼−1.14%×0.21

Apr 28 '25Apr 28 '25confirmed±5.3%▼−6.94%×1.30

Q2 FY25Jul 22 '25confirmed±7.5%▼−0.12%×0.02

Q3 FY25Oct 28 '25confirmed±5.9%▼−3.88%×0.66

Q4 FY25Feb 3 '26confirmed±7.3%▼−4.51%×0.62

Q1 FY26Apr 28 '26confirmed±8.2%▲+25.55%×3.13

Q2 FY26Jul 28 '26confirmed±12.0%▼−7.00%×0.58

Q3 FY26Oct 27 '26confirmed±10.7%▼−0.71%×0.07

quarterimplied−30%0+30%realized×

Q3 FY26±10.7%▼−0.71%×0.07

Q2 FY26±12.0%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 26 close

0.50OI · 5 expiries · Oct 26 closeP/C open interest · Mar 19 · first expiry after the report

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

2,095+2%Nov 2020d0.239,1100%0.23

4,2680%Dec 1848d0.0674,6310%0.06

7,6660%Jan 1576d0.1078,1400%0.10

report · Feb 2 · before open · est.

2,439+2%Mar 19139d4,8350%

895+8%Apr 16167d2.17413+11%2.17

ExpiryPutsCallsP/C

Nov 2020d2,095+2%9,1100%0.23

Dec 1848d4,2680%74,6310%0.06

Jan 1576d7,6660%78,1400%0.10

report · Feb 2 · before open · est.

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

23.75%as filednet margin · revenue +8.30% QoQ · +19.32% YoY

Revenue

$3.8B+8.30% QoQ

Gross profit

$2.2B+9.34% QoQ

57.82% margin

Operating income

$1.2B+14.66% QoQ

32.44% margin

Pre-tax income

$1.1B+16.12% QoQ

Net income

$899M+14.96% QoQ

23.75% margin

Cost of revenue

$1.6B+6.89% QoQ

Operating expenses

$961M+3.22% QoQ

R&D $615M

SG&A $313M

Other operating $3M

Other operating $30M

Other expense

$97M

Tax

$228M+20.63% QoQ

Revenue$3.8B+8.30%

Gross profit

$2.2B+9.34%

57.82% margin

Operating income

$1.2B+14.66%

32.44% margin

Pre-tax income

$1.1B+16.12%

Net income

$899M+14.96%

23.75% margin

Cost of revenue

$1.6B+6.89%

Operating expenses

$961M+3.22%

R&D $615M

SG&A $313M

Other operating $3M

Other expense

$97M

Tax$228M+20.63%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 27 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:15 ET

Intraday

Event sensitivity

FOMC ×1.60· ±3.1% vs ±1.9% · 25 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%12 of 25×1.60

NFPjobs report±3.0%6 of 10×1.58

PPIproducer prices±2.1%6 of 11×1.11

CPIconsumer prices±2.0%4 of 11×1.04

PCEpersonal income & outlays±1.3%9 of 19×0.68

GDPgross domestic product±1.2%10 of 19×0.65

CPROFcorporate profits±0.9%7 of 12×0.48

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

Earnings history

EPS 3.48 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	3.48	—
Q2 FY26	Jul 28 '26 · confirmed	3.02	—
Q1 FY26	Apr 28 '26 · confirmed	4.43	—
Q4 FY25	Feb 3 '26 · confirmed	3.35	—

Methodology

ties · implied moves · holdersMethod