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

Implied ±14.1%, either direction.

SEVNasdaqMotor Vehicles & Passenger Car Bodies

Aptera Motors Corp (SEV) earnings date, market-implied expected move, and options open interest by expiry

2.16

+0.22 · +11.34%

post 2.16 0.00%

Closed16:00 ET

Open2.00Volume168,434Mkt cap$77.7MEPS-1.43

Day2.00 – 2.1793%52-wk1.29 – 8.8012%

SEV

Aptera Motors Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.1%implied · straddle

1.812.41

spot 2.11exp Nov 20ATM strike 2ATM straddle 0.35IV 109%

Nov 6 close

Expected move

Inputs

Next report

Nov 16

before open · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

−1.79%

vs ±12.7% implied · ×0.14

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+40.67%

shares held · 10 largest managers

13F · Jun 30 '26130d lag

40 managers

Top fund weight

0.00%

SEV weight · VTI

N-PORTJun 30 '26

1 fund

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

Aptera Motors (SEV) is expected to report on Nov 16 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 12 '26confirmed±12.7%▼−1.79%×0.14

quarterimplied−15%0+15%realized×

Q2 FY26±12.7%▼−1.79%×0.14

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 6 close

0.13OI · 4 expiries · Nov 6 closeP/C open interest · Nov 20 · first expiry after the report

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

1,4010%Nov 2013d10,678+3%

0—Dec 1841d0.00934+10%0.00

2610%Jan 1569d0.0212,242+1%0.02

9140%Feb 19104d0.571,6040%0.57

ExpiryPutsCallsP/C

Nov 2013d1,4010%10,678+3%0.13

Dec 1841d0—934+10%0.00

Jan 1569d2610%12,242+1%0.02

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

Positioning

Linked exposure

scenario · straddle±14.1%

Funds 1

VTI±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 · Nov 6 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.49· ±7.2% vs ±4.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.2%3 of 10×1.49

CPROFcorporate profits±6.4%2 of 7×1.33

GDPgross domestic product±5.9%3 of 10×1.22

PCEpersonal income & outlays±5.8%2 of 10×1.20

CPIconsumer prices±3.3%5 of 10×0.69

FOMCrate decision±3.0%3 of 8×0.63

PPIproducer prices±2.9%8 of 10×0.61

Bar = avg |move| to ±8% · tick = ±4.8% avg day · ×base = |move| ÷ ±4.8% · min 6 releases

Earnings history

EPS -0.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.30	—
Q1 FY26	—	-0.32	—
Q3 FY25	—	-0.23	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod