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

Implied ±25.0%, either direction · provisional.

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

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

RMBSNasdaqSemiconductors & Related Devices

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

84.88

Closed19:59 ET

Open85.72Volume2.5MMkt cap$9.1BP/E34.64EPS2.45

Day82.55 – 87.4048%52-wk77.89 – 174.107%

RMBS

Rambus Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±25.0%implied · straddle

63.48105.82

spot 84.65exp Feb 19ATM strike 85ATM straddle 24.90IV 67%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 1

after close · in 92 days

est.Q4 FY26

Calendar

Next report

Last report

−1.56%

vs ±14.5% implied · ×0.11

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Linked news

21hNVDA · customerNvidia’s Megaspeed ties show potential blind spots in the U.S. effort to block China from accessing advanced chips
1dAMD · customerAMD’s stock slides after Intel earnings reveal two big issues
2dMRVL · customerAll the reasons Marvell investors are ’freaking out’ as Lumentum deal rumors swirl

News

Largest filed tie

13F top-10 QoQ

+6.27%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

623 managers

Top fund weight

0.64%

RMBS weight · SOXX

N-PORTJun 30 '26

5 funds

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

Rambus (RMBS) is expected to report on Feb 1 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±14.2%
avg realized: ±10.0%

Feb 3 '25Feb 3 '25confirmed±10.3%▲+6.78%×0.66

Apr 28 '25Apr 28 '25confirmed±11.4%▼−5.65%×0.49

Jul 28 '25Jul 28 '25confirmed±9.4%▲+13.87%×1.47

Oct 27 '25Oct 27 '25confirmed±14.5%▼−8.71%×0.60

Feb 2 '26Feb 2 '26confirmed±16.0%▼−13.42%×0.84

Q1 FY26Apr 27 '26confirmed±17.0%▼−21.26%×1.25

Q2 FY26Jul 27 '26confirmed±20.1%▼−8.99%×0.45

Q3 FY26Oct 26 '26confirmed±14.5%▼−1.56%×0.11

quarterimplied−25%0+25%realized×

Q3 FY26±14.5%▼−1.56%×0.11

Q2 FY26±20.1%▼−8.99%×0.45

Q1 FY26±17.0%▼−21.26%×1.25

Feb '26±16.0%▼−13.42%×0.84

Oct '25±14.5%▼−8.71%×0.60

Jul '25±9.4%▲+13.87%×1.47

2 older reports

Apr '25±11.4%▼−5.65%×0.49

Feb '25±10.3%▲+6.78%×0.66

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 27 close

1.04OI · 4 expiries · Oct 27 closeP/C open interest · Feb 19 · first expiry after the report

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

9,038+49%Nov 2019d0.979,279+19%0.97

169+67%Dec 1847d0.61279+31%0.61

2,819+3%Jan 1575d0.426,697+4%0.42

report · Feb 1 · after close · est.

1,7950%Feb 19110d1,731+1%

ExpiryPutsCallsP/C

Nov 2019d9,038+49%9,279+19%0.97

Dec 1847d169+67%279+31%0.61

Jan 1575d2,819+3%6,697+4%0.42

report · Feb 1 · after close · est.

Feb 19110d1,7950%1,731+1%1.04

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

Positioning

Linked exposure

scenario · straddle±25.0%

Funds 4

SOXX±0.2%

MDY±0.1%

SOXL±0.1%

VTI±0.0%

Customers 4

MRVL±16.1%×0.64

MU±15.4%×0.62

AMD±13.7%×0.55

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

Linked exposure

Revenue flow

as filedQ3 FY26

34.16%as filednet margin · revenue +5.26% QoQ · +22.28% YoY

Revenue

$218M+5.26% QoQ

Gross profit

$171M+3.33% QoQ

78.30% margin

Operating income

$84M+15.02% QoQ

38.32% margin

Pre-tax income

$91M+13.90% QoQ

Net income

$75M+10.30% QoQ

34.16% margin

Cost of revenue

$47M+12.87% QoQ

Operating expenses

$87M−5.85% QoQ

R&D $49M

SG&A $38M

Tax

$16M+34.38% QoQ

Other income

$7M+1.85% QoQ

Revenue$218M+5.26%

Gross profit

$171M+3.33%

78.30% margin

Operating income

$84M+15.02%

38.32% margin

Pre-tax income

$91M+13.90%

Net income

$75M+10.30%

34.16% margin

Cost of revenue

$47M+12.87%

Operating expenses

$87M−5.85%

R&D $49M

SG&A $38M

Other income$7M+1.85%

Tax$16M+34.38%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.66· ±4.9% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.9%5 of 10×1.66

CPIconsumer prices±3.8%8 of 11×1.30

PPIproducer prices±3.4%5 of 11×1.16

FOMCrate decision±2.9%14 of 25×0.98

PCEpersonal income & outlays±2.5%10 of 20×0.86

GDPgross domestic product±2.5%11 of 20×0.86

CPROFcorporate profits±1.9%7 of 12×0.65

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

Earnings history

EPS 0.69 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 26 '26 · confirmed	0.69	—
Q2 FY26	Jul 27 '26 · confirmed	0.61	—
Q1 FY26	Apr 27 '26 · confirmed	0.55	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod