What move does the options market price into Quantum-Si's report?

Implied ±29.6%, either direction.

How often does Quantum-Si move more than the options market prices?

0 of the last 6 reports moved at least as far as the implied move.

QSINasdaqMeasuring & Controlling Devices, NEC

Quantum-Si Inc (QSI) earnings date, market-implied expected move, and options open interest by expiry

1.11

−0.18 · −14.28%

Regular session11:15 ET

Open1.30Volume6.4MMkt cap$282.4MEPS-0.45

Day1.09 – 1.305%52-wk0.69 – 1.8935%

QSI

Quantum-Si Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±29.6%implied · report alone

8Q avg ±7.5%·×3.97·rich

0.911.67

straddle ±29.7%

spot 1.29exp Nov 13ATM strike 1.5ATM straddle 0.45IV 241%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−6.35%

vs ±28.3% implied · ×0.22

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1dAVTR · customerAvantor grants 62,305 restricted stock units to EVP, chief legal and compliance officer

News

Largest filed tie

13F top-10 QoQ

−16.00%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

140 managers

Top fund weight

0.00%

QSI weight · VTI

N-PORTJun 30 '26

1 fund

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

Quantum-Si (QSI) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 6≥ implied

avg implied: ±19.5%
avg realized: ±5.5%

Nov 12 '24Nov 12 '24confirmed—▼−22.43%—

Mar 3 '25Mar 3 '25confirmed±18.9%▲+6.15%×0.33

May 15 '25May 15 '25confirmed±10.1%0.00%×0.00

Aug 5 '25Aug 5 '25confirmed±11.7%▼−4.86%×0.41

Q3 FY25Nov 5 '25confirmed±19.8%▼−8.33%×0.42

Q1 FY26Mar 3 '26confirmed—▼−4.01%—

May 7 '26May 7 '26confirmed±28.3%▼−7.55%×0.27

Q2 FY26Aug 13 '26confirmed±28.3%▼−6.35%×0.22

quarterimplied−30%0+30%realized×

Q2 FY26±28.3%▼−6.35%×0.22

May '26±28.3%

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

Implied vs realized

Positioning

OI · 6 expiries · Nov 4 close

0.61OI · 6 expiries · Nov 4 closeP/C open interest · Nov 13 · first expiry after the report

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

911+10%Nov 61d0.751,219+11%0.75

report · Nov 9 · after close · est.

2810%Nov 138d460+10%

1850%Nov 2015d0.0210,2970%0.02

2090%Nov 2722d0.603510%0.60

2 later expiries

8,081+1%Jan 1571d0.1362,2740%0.13

7140%Apr 16162d0.05

ExpiryPutsCallsP/C

Nov 61d911+10%1,219+11%0.75

report · Nov 9 · after close · est.

Nov 138d2810%460+10%0.61

Nov 2015d1850%

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

Positioning

Linked exposure

scenario · straddle±29.7%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−6841.28%as filednet margin · revenue +33.33% QoQ · −41.79% YoY

Revenue$344,000+33.33%

Gross profit$172,00050.00%+132.43%

Operating income−$26M−7450.29%−6.55%

Pre-tax income−$24M−7.99%

Net income−$24M−6841.28%−8.60%

Cost of revenue$172,000−6.52%

Operating expenses$26M+6.94%

Tax$0+100.00%

Other income$2M−7.30%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:00 ET

Intraday

Event sensitivity

NFP ×1.08· ±5.7% vs ±5.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.7%4 of 10×1.08

GDPgross domestic product±4.8%8 of 20×0.91

CPROFcorporate profits±4.7%5 of 12×0.89

PCEpersonal income & outlays±4.4%9 of 20×0.83

FOMCrate decision±3.9%12 of 24×0.74

PPIproducer prices±3.5%2 of 11×0.66

CPIconsumer prices±1.9%7 of 11×0.35

Bar = avg |move| to ±6% · tick = ±5.3% avg day · ×base = |move| ÷ ±5.3% · min 6 releases

Earnings history

EPS -0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.11	—
Q1 FY26	Mar 3 '26 · confirmed	-0.10	—
Q3 FY25	Nov 5 '25 · confirmed	-0.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod