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

Implied ±9.0%, either direction.

ONTONYSEMeasuring & Controlling Devices, NEC

Onto Innovation Inc. (ONTO) earnings date, market-implied expected move, and options open interest by expiry

205.00

Closed19:56 ET

Open206.63Volume1.1MMkt cap$9.9B

Day195.96 – 209.6566%52-wk118.97 – 386.4632%

ONTO

Onto Innovation Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.0%implied · report alone

183.42219.72

straddle ±14.3%

spot 201.57exp Nov 20ATM strike 200ATM straddle 33.80IV 88%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+14.74%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

17dTSM · customerTSMC chip capacity is ‘fierce’ battleground for AI customers, amid record quarter

News

Largest filed tie

13F top-10 QoQ

+0.92%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

691 managers

Top fund weight

0.52%

ONTO weight · MDY

N-PORTJun 30 '26

4 funds

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

Onto Innovation (ONTO) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+14.74%—

quarterimplied−15%0+15%realized×

Q2 FY26—▲+14.74%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.94OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

1,326+11%Nov 2019d1,404+1%

2,535+2%Dec 1847d0.514,9330%0.51

6630%Jan 1575d1.15576+2%1.15

626+2%Mar 19138d0.768260%0.76

ExpiryPutsCallsP/C

Nov 2019d1,326+11%1,404+1%0.94

Dec 1847d2,535+2%4,9330%0.51

Jan 1575d6630%576+2%1.15

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

Positioning

Linked exposure

scenario · straddle±14.3%

Funds 4

MDY±0.1%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

17.52%as filednet margin · revenue +17.53% QoQ · +35.30% YoY

Revenue

$343M+17.53% QoQ

Gross profit

$183M+25.18% QoQ

53.41% margin

Operating income

$64M+89.62% QoQ

18.52% margin

Pre-tax income

$68M+80.01% QoQ

Net income

$60M+78.08% QoQ

17.52% margin

Cost of revenue

$164M+8.53% QoQ

Operating expenses

$116M+7.69% QoQ

R&D $39M

SG&A $34M

Marketing $23M

Other operating $20M

Tax

$8M+95.12% QoQ

Other income

$5M+8.99% QoQ

Revenue$343M+17.53%

Gross profit

$183M+25.18%

53.41% margin

Operating income

$64M+89.62%

18.52% margin

Pre-tax income

$68M+80.01%

Net income

$60M+78.08%

17.52% margin

Cost of revenue

$164M+8.53%

Operating expenses

$116M+7.69%

R&D $39M

SG&A $34M

Marketing $23M

Other income$5M+8.99%

Tax$8M+95.12%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×2.27· ±6.6% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.6%6 of 10×2.27

CPIconsumer prices±3.7%7 of 11×1.26

PPIproducer prices±3.6%5 of 11×1.24

GDPgross domestic product±3.5%12 of 19×1.18

PCEpersonal income & outlays±3.2%7 of 19×1.09

FOMCrate decision±2.5%15 of 24×0.86

CPROFcorporate profits±2.4%8 of 12×0.83

Bar = avg |move| to ±7% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS 1.21 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.21	—
Q1 FY26	—	0.67	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod