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

Implied ±24.1%, either direction.

OWLTNYSEMeasuring & Controlling Devices, NEC

Owlet, Inc. (OWLT) earnings date, market-implied expected move, and options open interest by expiry

4.08

Closed16:00 ET

Open4.13Volume101,641Mkt cap$118.3MEPS-0.43

Day4.06 – 4.1329%52-wk4.02 – 16.940%

OWLT

Owlet, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±24.1%implied · straddle

3.075.03

spot 4.05exp Nov 20ATM strike 5ATM straddle 1.15IV 94%

Oct 30 closethin chain

Expected move

Inputs

Next report

Nov 12

after close · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

+6.80%

vs ±17.5% implied · ×0.39

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

14hAAPL · customerMidterms, Apple earnings, jobs report. Wall Street faces a big week ahead just as investors dump tech
16hGOOGL · supplierGoogle lost nearly half a trillion this week. Here's how Mike Khouw is trading it
18hAMZN · supplierAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

−1.70%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

59 managers

Top fund weight

0.00%

OWLT weight · VTI

N-PORTJun 30 '26

1 fund

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

Owlet (OWLT) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 11 '26confirmed±17.5%▲+6.80%×0.39

quarterimplied−20%0+20%realized×

Q2 FY26±17.5%▲+6.80%×0.39

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.10OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

210%Nov 2020d2110%

320%Jan 1576d0.112970%0.11

490%Apr 16167d0.401210%0.40

ExpiryPutsCallsP/C

Nov 2020d210%2110%0.10

Jan 1576d320%2970%0.11

Apr 16167d490%1210%0.40

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

Positioning

Linked exposure

scenario · straddle±24.1%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−1.83%as filednet margin · revenue +50.81% QoQ · +29.94% YoY

Revenue$34M+50.81%

Gross profit$22M64.44%+78.31%

Operating income$2M5.14%+131.68%

Pre-tax income−$610,000+81.68%

Net income−$620,000−1.83%+81.41%

Cost of revenue$12M+17.86%

Operating expenses$20M+13.32%

Tax$10,000+42.86%

Other expense−$2M−208.65%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.50· ±8.5% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±8.5%4 of 10×2.50

FOMCrate decision±3.8%8 of 24×1.11

PCEpersonal income & outlays±3.6%12 of 19×1.05

GDPgross domestic product±3.3%10 of 19×0.97

CPIconsumer prices±3.1%3 of 11×0.90

PPIproducer prices±3.0%3 of 11×0.88

CPROFcorporate profits±2.8%4 of 12×0.83

Bar = avg |move| to ±9% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.06	—
Q1 FY26	—	-0.25	—
Q3 FY25	—	-0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod