How often does SkyWater Technology move more than the options market prices?

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

SKYTNasdaqSemiconductors & Related Devices

SkyWater Technology, LLC (SKYT) earnings date, market-implied expected move, and options open interest by expiry

32.49

Pre-market19:37 ETdelayed

Open30.57Volume2.2MMkt cap$1.6B

Day30.57 – 32.9481%52-wk8.49 – 39.9376%

SKYT

SkyWater Technology, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 11

after close · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+7.05%

vs ±9.1% implied · ×0.77

shaded = implied · ▲▼ = realized

Feb 25 '26 · confirmed

Implied vs realized

Largest filed tie

43.00%

of SKYT revenue · Infineon

customerSKYT 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+17.63%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

186 managers

Top fund weight

0.04%

SKYT weight · IWM

N-PORTJun 30 '26

2 funds

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

SkyWater Technology (SKYT) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.0%
avg realized: ±17.7%

Feb 26 '24Feb 26 '24confirmed±16.6%▼−2.17%×0.13

May 8 '24May 8 '24confirmed±12.0%▼−5.82%×0.49

Aug 7 '24Aug 7 '24confirmed±15.8%▲+47.55%×3.01

Nov 7 '24Nov 7 '24confirmed±15.7%▼−13.81%×0.88

Feb 26 '25Feb 26 '25confirmed±13.0%▲+15.27%×1.18

May 7 '25May 7 '25confirmed±9.5%▲+4.97%×0.52

Q3 FY25Aug 6 '25confirmed±12.3%▲+44.87%×3.65

Q1 FY26Feb 25 '26confirmed±9.1%▲+7.05%×0.77

quarterimplied−50%0+50%realized×

Q1 FY26±9.1%▲+7.05%×0.77

Q3 FY25±12.3%▲+44.87%×3.65

May '25±9.5%▲+4.97%×0.52

Feb '25±13.0%▲+15.27%×1.18

Nov '24±15.7%▼−13.81%×0.88

Aug '24±15.8%▲+47.55%×3.01

2 older reports

May '24±12.0%▼−5.82%×0.49

Feb '24±16.6%▼−2.17%×0.13

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 27 close

—OI · 1 expiry · Oct 27 closeP/C open interest · Jan 15 · first expiry after the report

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

0—Jan 1572d0—

ExpiryPutsCallsP/C

Jan 1572d0—0——

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−3.30%as filednet margin · revenue −2.68% QoQ · +164.76% YoY

Revenue$156M−2.68%

Gross profit$35M22.52%+9.51%

Operating income$2M1.22%+136.21%

Pre-tax income−$5M+55.07%

Net income−$5M−3.30%+53.73%

Cost of revenue$121M−5.73%

Operating expenses$33M−11.03%

Tax$22,000+107.75%

Other expense−$7M−14.45%

Source: SEC filings · standardized · QE Jun 28 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

PCE ×1.05· ±3.9% vs ±3.7% · 17 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.9%8 of 17×1.05

GDPgross domestic product±3.6%9 of 17×0.96

PPIproducer prices±3.5%3 of 8×0.93

NFPjobs report±3.3%2 of 7×0.90

FOMCrate decision±3.1%14 of 23×0.83

CPROFcorporate profits±2.8%4 of 10×0.76

CPIconsumer prices±2.4%5 of 8×0.65

Bar = avg |move| to ±4% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.13	—
Q1 FY26	Feb 25 '26 · confirmed	-0.25	—
Q3 FY25	Aug 6 '25 · confirmed	2.95	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod