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

Implied ±14.0%, either direction.

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

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

SITMNasdaqSemiconductors & Related Devices

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

453.54

Closed19:52 ET

Open460.02Volume675,593Mkt cap$13.4BP/E953.99

Day430.67 – 460.3977%52-wk243.68 – 901.8132%

SITM

Sitime Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.0%implied · report alone

8Q avg ±19.1%·×0.73·cheap

384.59509.53

straddle ±18.0%

spot 447.06exp Nov 20ATM strike 450ATM straddle 94.50IV 110%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

+26.58%

vs ±18.7% implied · ×1.42

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

25.00%

of SITM revenue · Pernas Electronics Co., Ltd. ("Pernas")

customerSITM 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.38%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

568 managers

Top fund weight

0.45%

SITM weight · MDY

N-PORTJun 30 '26

3 funds

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

Sitime (SITM) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

7 of 8≥ implied

avg implied: ±14.3%
avg realized: ±19.1%

Nov 6 '24Nov 6 '24confirmed±12.9%▲+18.99%×1.47

Feb 5 '25Feb 5 '25confirmed±14.0%▼−20.93%×1.49

May 7 '25May 7 '25confirmed±11.3%▲+13.42%×1.18

Aug 6 '25Aug 6 '25confirmed±13.4%▼−5.65%×0.42

Q3 FY25Nov 5 '25confirmed±13.6%▲+21.77%×1.60

Feb 4 '26Feb 4 '26confirmed±15.9%▲+17.91%×1.13

Q1 FY26May 6 '26confirmed±14.4%▲+27.91%×1.94

Q2 FY26Aug 5 '26confirmed±18.7%▲+26.58%×1.42

quarterimplied−30%0+30%realized×

Q2 FY26±18.7%▲+26.58%×1.42

Q1 FY26±14.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 23 close

0.83OI · 3 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

2,348+4%Nov 2019d2,830+3%

1,823+1%Dec 1847d1.381,324+4%1.38

953+2%Feb 19110d1.10867+7%1.10

ExpiryPutsCallsP/C

Nov 2019d2,348+4%2,830+3%0.83

Dec 1847d1,823+1%1,324+4%1.38

Feb 19110d953+2%867+7%1.10

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

Positioning

Linked exposure

scenario · straddle±18.0%

Funds 3

MDY±0.1%

VTI±0.0%

VT±0.0%

Suppliers 4

ASX±5.7%×0.32

TSM±4.6%×0.26

UMC±3.8%

Customers 2

ARW±3.4%×0.19

AAPL±1.7%×0.09

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

11.53%as filednet margin · revenue +38.62% QoQ · +126.54% YoY

Revenue

$157M+38.62% QoQ

Gross profit

$99M+48.07% QoQ

62.97% margin

Operating income

$8M+166.58% QoQ

5.22% margin

Pre-tax income

$18M+449.72% QoQ

Net income

$18M+448.02% QoQ

11.53% margin

Cost of revenue

$58M+25.05% QoQ

Operating expenses

$91M+14.67% QoQ

SG&A $46M

R&D $36M

Other operating $9M

Tax

$40,000+185.71% QoQ

Other income

$10M+39.87% QoQ

Revenue$157M+38.62%

Gross profit

$99M+48.07%

62.97% margin

Operating income

$8M+166.58%

5.22% margin

Pre-tax income

$18M+449.72%

Net income

$18M+448.02%

11.53% margin

Cost of revenue

$58M+25.05%

Operating expenses

$91M+14.67%

SG&A $46M

R&D $36M

Other operating $9M

Other income$10M+39.87%

Tax$40,000+185.71%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.89· ±6.3% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.3%7 of 10×1.89

FOMCrate decision±3.5%14 of 24×1.05

GDPgross domestic product±3.1%14 of 19×0.93

PCEpersonal income & outlays±2.6%13 of 19×0.78

CPIconsumer prices±2.6%7 of 10×0.76

CPROFcorporate profits±1.9%8 of 12×0.57

PPIproducer prices±1.7%4 of 10×0.51

Bar = avg |move| to ±7% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS 0.66 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.66	—
Q1 FY26	May 6 '26 · confirmed	-0.20	—
Q3 FY25	Nov 5 '25 · confirmed	-0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod