How often does Impinj move more than the options market prices?

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

PINasdaqElectronic Components, NEC

Impinj Inc (PI) earnings date, market-implied expected move, and options open interest by expiry

184.62

Closed19:50 ET

Open189.23Volume484,618Mkt cap$5.7BEPS-0.31

Day183.00 – 191.8918%52-wk87.36 – 215.2576%

Impinj Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 4

after close · in 92 days

est.Q4 FY26

Calendar

Next report

Last report

+3.44%

vs ±17.6% implied · ×0.20

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

14.00%

of PI revenue · a large North American SC&L provider

customerPI 10-K

Largest filed tie

13F top-10 QoQ

+7.07%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

313 managers

Top fund weight

0.13%

PI weight · IWM

N-PORTJun 30 '26

4 funds

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

Impinj (PI) is expected to report on Feb 4 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±16.4%
avg realized: ±15.9%

Feb 5 '25Feb 5 '25confirmed±14.2%▼−15.19%×1.07

Apr 23 '25Apr 23 '25confirmed±17.4%▲+16.45%×0.95

Jul 30 '25Jul 30 '25confirmed±14.0%▲+26.49%×1.90

Oct 29 '25Oct 29 '25confirmed±16.4%▼−14.81%×0.91

Feb 5 '26Feb 5 '26confirmed±16.1%▼−24.57%×1.53

Q1 FY26Apr 29 '26confirmed±18.0%▲+20.73%×1.15

Q2 FY26Jul 29 '26confirmed±17.3%▲+5.88%×0.34

Q3 FY26Oct 28 '26confirmed±17.6%▲+3.44%×0.20

quarterimplied−30%0+30%realized×

Q3 FY26±17.6%▲+3.44%×0.20

Q2 FY26±17.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.33OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

2,023+99%Nov 2016d0.972,095+19%0.97

1,005+6%Dec 1844d0.741,366+38%0.74

248+51%Jan 1572d0.86288+42%0.86

report · Feb 4 · after close · est.

89+7%Apr 16163d270+150%

ExpiryPutsCallsP/C

Nov 2016d2,023+99%2,095+19%0.97

Dec 1844d1,005+6%1,366+38%0.74

Jan 1572d248+51%288+42%0.86

report · Feb 4 · after close · 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

4.17%as filednet margin · revenue +3.43% QoQ · +16.69% YoY

Revenue

$112M+3.43% QoQ

Gross profit

$59M−6.93% QoQ

52.75% margin

Operating income

$5M−56.29% QoQ

4.10% margin

Pre-tax income

$5M−61.11% QoQ

Net income

$5M−61.73% QoQ

4.17% margin

Cost of revenue

$53M+18.10% QoQ

Operating expenses

$55M+2.85% QoQ

R&D $31M

SG&A $13M

Marketing $10M

Other operating $511,000

Tax

$40,000+143.48% QoQ

Other income

$126,000−92.24% QoQ

Revenue$112M+3.43%

Gross profit

$59M−6.93%

52.75% margin

Operating income

$5M−56.29%

4.10% margin

Pre-tax income

$5M−61.11%

Net income

$5M−61.73%

4.17% margin

Cost of revenue

$53M+18.10%

Operating expenses

$55M+2.85%

R&D $31M

SG&A $13M

Marketing $10M

Other income$126,000−92.24%

Tax$40,000+143.48%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PCE ×1.68· ±4.8% vs ±2.9% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±4.8%11 of 19×1.68

NFPjobs report±3.9%5 of 10×1.35

CPIconsumer prices±3.7%5 of 10×1.30

GDPgross domestic product±3.6%11 of 19×1.27

PPIproducer prices±2.9%3 of 10×1.02

FOMCrate decision±2.4%13 of 24×0.83

CPROFcorporate profits±2.3%6 of 12×0.80

Bar = avg |move| to ±5% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS 0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	0.15	—
Q2 FY26	Jul 29 '26 · confirmed	0.39	—
Q1 FY26	Apr 29 '26 · confirmed	-0.83	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod