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

Implied ±21.8%, either direction · provisional.

QNYSESemiconductors & Related Devices

Qnity Electronics, Inc. (Q) earnings date, market-implied expected move, and options open interest by expiry

118.94

pre 118.27 −0.52%

Pre-market08:00 ETdelayed

Open118.85Volume2.4MMkt cap$24.3BP/E42.39EPS2.79Div yield0.26%

Day118.27 – 125.030%52-wk72.62 – 177.1644%

Qnity Electronics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.8%implied · straddle

93.01144.77

spot 118.89exp Feb 19ATM strike 120ATM straddle 30.45IV 59%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 15

before open · in 72 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

before open

confirmedNov 2 close

Implied vs realized

Largest filed tie

11.00%

of Q revenue · Samsung Electronics

customerQ 10-K

Largest filed tie

13F top-10 QoQ

+2.16%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,335 managers

Top fund weight

0.19%

Q weight · XLK

N-PORTJun 30 '26

9 funds

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

Qnity Electronics (Q) is expected to report on Jan 15 before open (estimated date).

Implied vs realized

5 reports

—≥ implied

Nov 6 '25Nov 6 '25confirmed—▼−1.09%—

Jan 16 '26Jan 16 '26confirmed±2.7%▲+4.44%×1.65

Q1 FY26Feb 26 '26confirmed±10.9%▲+4.10%×0.37

May 12 '26May 12 '26confirmed±9.4%▲+9.87%×1.05

Q2 FY26Aug 4 '26confirmed—▲+6.28%—

quarterimplied−15%0+15%realized×

Q2 FY26—▲+6.28%—

May '26±9.4%+9.87%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

2.11OI · 3 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

10,952−11%Nov 2016d0.9911,057+2%0.99

1,475+2%Dec 1844d0.364,061+11%0.36

report · Jan 15 · before open · est.

4,349+255%Feb 19107d2,057+3%

ExpiryPutsCallsP/C

Nov 2016d10,952−11%11,057+2%0.99

Dec 1844d1,475+2%4,061+11%0.36

report · Jan 15 · before open · est.

Feb 19107d4,349+255%

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

Positioning

Linked exposure

scenario · straddle±21.8%

Funds 4

XLK±0.0%

RSP±0.0%

VTV±0.0%

VOO±0.0%

Customers 1

TSM±10.3%×0.47

Dashed = straddle · × = co-movement · max 241dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

9.52%as filednet margin · revenue +8.67% QoQ · +22.14% YoY

Revenue

$1.4B+8.67% QoQ

Gross profit

$666M+7.77% QoQ

46.61% margin

Operating income

$318M+6.35% QoQ

22.25% margin

Pre-tax income

$199M−8.72% QoQ

Net income

$136M−16.05% QoQ

9.52% margin

Cost of revenue

$763M+9.47% QoQ

Operating expenses

$348M+9.09% QoQ

SG&A $200M

R&D $98M

Other operating $50M

Other expense

$119M

Tax

$63M+12.50% QoQ

Revenue$1.4B+8.67%

Gross profit

$666M+7.77%

46.61% margin

Operating income

$318M+6.35%

22.25% margin

Pre-tax income

$199M−8.72%

Net income

$136M−16.05%

9.52% margin

Cost of revenue

$763M+9.47%

Operating expenses

$348M+9.09%

SG&A $200M

R&D $98M

Other operating $50M

Other expense

$119M

Tax$63M+12.50%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 08:00 ET

Intraday

Event sensitivity

NFP ×1.42· ±3.9% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.9%7 of 10×1.42

CPIconsumer prices±2.8%8 of 11×1.01

FOMCrate decision±2.2%7 of 8×0.79

PPIproducer prices±2.1%5 of 11×0.75

PCEpersonal income & outlays±1.8%5 of 11×0.67

GDPgross domestic product±1.8%6 of 11×0.67

CPROFcorporate profits±1.7%4 of 7×0.61

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS 0.59 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.59	—
Q1 FY26	Feb 26 '26 · confirmed	0.72	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod