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

Implied ±7.9%, either direction.

How often does Power Integrations move more than the options market prices?

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

POWINasdaqSemiconductors & Related Devices

Power Integrations Inc (POWI) earnings date, market-implied expected move, and options open interest by expiry

44.98

+1.12 · +2.54%

post 44.98 0.00%

After hours16:00 ETdelayed

Open46.56Volume1.7MMkt cap$2.5BP/E97.78EPS0.46Div yield1.95%

Day44.98 – 46.560%52-wk30.33 – 90.8024%

POWI

Power Integrations Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · report alone

8Q avg ±3.4%·×2.30·rich

40.4047.32

straddle ±13.2%

spot 43.86exp Nov 20ATM strike 45ATM straddle 6.82IV 80%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−4.79%

vs ±15.0% implied · ×0.32

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

80dAVT · customerAvnet Completes Recovery, Now At The 'Center Of A Technology Spike'

News

Largest filed tie

13F top-10 QoQ

−1.62%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

375 managers

Top fund weight

0.15%

POWI weight · IWM

N-PORTJun 30 '26

5 funds

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

Power Integrations (POWI) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.0%
avg realized: ±3.4%

Nov 6 '24Nov 6 '24confirmed±7.8%▼−1.58%×0.20

Feb 6 '25Feb 6 '25confirmed±7.7%▼−1.76%×0.23

May 12 '25May 12 '25confirmed±5.7%▼−6.20%×1.10

Aug 6 '25Aug 6 '25confirmed±8.5%▼−9.18%×1.08

Q3 FY25Nov 5 '25confirmed±12.1%▲+1.62%×0.13

Feb 5 '26Feb 5 '26confirmed±11.0%▲+0.30%×0.03

Q1 FY26May 7 '26confirmed±12.3%▲+2.02%×0.16

Q2 FY26Aug 5 '26confirmed±15.0%▼−4.79%×0.32

quarterimplied−15%0+15%realized×

Q2 FY26±15.0%▼−4.79%×0.32

Q1 FY26±12.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.21OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

572−10%Nov 2018d2,7150%

103+1%Dec 1846d1.12920%1.12

3300%Jan 1574d0.291,1300%0.29

152+1%Apr 16165d6.08250%6.08

ExpiryPutsCallsP/C

Nov 2018d572−10%2,7150%0.21

Dec 1846d103+1%920%1.12

Jan 1574d3300%1,1300%0.29

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

Positioning

Linked exposure

scenario · straddle±13.2%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

Customers 1

AVT±4.7%×0.36

Dashed = straddle · × = co-movement · max 501dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

8.27%as filednet margin · revenue +9.82% QoQ · +2.66% YoY

Revenue

$119M+9.82% QoQ

Gross profit

$65M+13.52% QoQ

54.34% margin

Operating income

$9M+512.10% QoQ

7.48% margin

Pre-tax income

$11M+186.56% QoQ

Net income

$10M+197.97% QoQ

8.27% margin

Cost of revenue

$54M+5.71% QoQ

Operating expenses

$56M+0.46% QoQ

SG&A $28M

R&D $27M

Other operating $522,000

Tax

$1M+125.81% QoQ

Other income

$2M−5.39% QoQ

Revenue$119M+9.82%

Gross profit

$65M+13.52%

54.34% margin

Operating income

$9M+512.10%

7.48% margin

Pre-tax income

$11M+186.56%

Net income

$10M+197.97%

8.27% margin

Cost of revenue

$54M+5.71%

Operating expenses

$56M+0.46%

SG&A $28M

R&D $27M

Other operating $522,000

Other income$2M−5.39%

Tax$1M+125.81%

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 · 16:00 ET

Intraday

Event sensitivity

NFP ×2.17· ±4.8% vs ±2.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.8%5 of 10×2.17

PCEpersonal income & outlays±2.1%10 of 19×0.96

GDPgross domestic product±2.0%11 of 19×0.90

CPIconsumer prices±2.0%6 of 10×0.88

FOMCrate decision±1.9%12 of 24×0.86

PPIproducer prices±1.8%5 of 10×0.81

CPROFcorporate profits±1.2%8 of 12×0.56

Bar = avg |move| to ±5% · tick = ±2.2% avg day · ×base = |move| ÷ ±2.2% · min 6 releases

Earnings history

EPS 0.17 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.17	—
Q1 FY26	May 7 '26 · confirmed	0.06	—
Q3 FY25	Nov 5 '25 · confirmed	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod