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

Implied ±25.4%, either direction · provisional.

QSNasdaqMiscellaneous Electrical Machinery, Equipment & Supplies

QuantumScape Corp (QS) earnings date, market-implied expected move, and options open interest by expiry

4.06

Closed19:33 ET

Open4.10Volume14.0MMkt cap$2.5BEPS-0.63

Day3.91 – 4.1176%52-wk3.80 – 18.562%

QuantumScape Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±25.4%implied · straddle

3.035.09

spot 4.06exp Feb 19ATM strike 4ATM straddle 1.22IV 69%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 10

after close · in 102 days

est.Q4 FY26

Calendar

Next report

Last report

+4.27%

vs ±9.1% implied · ×0.47

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+2.69%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

457 managers

Top fund weight

0.00%

QS weight · VTI

N-PORTJun 30 '26

2 funds

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

QuantumScape (QS) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 22 '26confirmed—▼−4.50%—

Q3 FY26Oct 21 '26confirmed±9.1%▲+4.27%×0.47

quarterimplied−10%0+10%realized×

Q3 FY26±9.1%▲+4.27%×0.47

Q2 FY26—▼−4.50%

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 28 close

0.32OI · 7 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

4 nearer expiries

3,008+92%Nov 66d0.783,836+133%0.78

438+139%Nov 1313d0.095,121+62%0.09

20,141−9%Nov 2020d0.2386,443+5%0.23

560—Nov 2727d0.114,993—0.11

5,505+1412%Dec 1848d2.172,533+1381%2.17

60,924−3%Jan 1576d0.22275,722+2%0.22

report · Feb 10 · after close · est.

ExpiryPutsCallsP/C

4 nearer expiries

Nov 66d3,008+92%3,836+133%0.78

Nov 1313d438+139%5,121+62%0.09

Nov 2020d20,141−9%86,443

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

Positioning

Linked exposure

scenario · straddle±25.4%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

NFP ×1.22· ±4.3% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.3%4 of 10×1.22

CPROFcorporate profits±4.2%6 of 12×1.18

GDPgross domestic product±4.1%9 of 19×1.15

PPIproducer prices±3.9%6 of 11×1.09

PCEpersonal income & outlays±2.9%6 of 19×0.82

CPIconsumer prices±2.6%7 of 11×0.72

FOMCrate decision±2.3%6 of 24×0.64

Bar = avg |move| to ±5% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	-0.14	—
Q2 FY26	Jul 22 '26 · confirmed	-0.16	—
Q1 FY26	—	-0.16	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod