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

Implied ±1.7%, either direction.

How often does Silicon Laboratories move more than the options market prices?

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

SLABNasdaqSemiconductors & Related Devices

Silicon Laboratories Inc. (SLAB) earnings date, market-implied expected move, and options open interest by expiry

221.94

−0.41 · −0.18%

post 221.94 0.00%

Closed16:00 ET

Open221.81Volume488,431Mkt cap$7.4BEPS-1.17

Day221.64 – 221.9499%52-wk115.51 – 223.5099%

SLAB

Silicon Laboratories Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.7%implied · straddle

218.75226.15

spot 222.45exp Nov 20ATM strike 220ATM straddle 4.35IV 8%

Oct 30 close

Expected move

Inputs

Next report

Nov 3

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−0.05%

vs ±1.6% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

16dTSM · supplierTSMC chip capacity is ‘fierce’ battleground for AI customers, amid record quarter

News

Largest filed tie

13F top-10 QoQ

+27.39%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

357 managers

Top fund weight

1.01%

SLAB weight · EVNT

N-PORTAug 31 '26

7 funds

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

Silicon Laboratories (SLAB) is expected to report on Nov 3 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.3%
avg realized: ±7.9%

Nov 4 '24Nov 4 '24confirmed±9.3%▼−0.27%×0.03

Feb 4 '25Feb 4 '25confirmed±10.2%▲+1.34%×0.13

May 13 '25May 13 '25confirmed±7.6%▲+5.73%×0.75

Aug 5 '25Aug 5 '25confirmed±9.2%▼−5.08%×0.55

Q3 FY25Nov 4 '25confirmed±10.3%▼−0.93%×0.09

Feb 4 '26Feb 4 '26confirmed±8.8%▲+48.89%×5.57

Q1 FY26May 5 '26confirmed±1.1%▼−0.79%×0.69

Q2 FY26Aug 11 '26confirmed±1.6%▼−0.05%×0.03

quarterimplied−50%0+50%realized×

Q2 FY26±1.6%▼−0.05%×0.03

Q1 FY26±1.1%

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

Implied vs realized

Positioning

OI · 6 expiries · Oct 26 close

1.32OI · 6 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

945+2%Nov 2019d717+1038%

1,5250%Dec 1847d0.1510,2240%0.15

2,6100%Jan 1575d0.743,5340%0.74

140%Feb 19110d0.47300%0.47

80%Mar 19138d—0——

26+8%Apr 16166d26.0010%26.00

ExpiryPutsCallsP/C

Nov 2019d945+2%717+1038%1.32

Dec 1847d1,5250%10,2240%0.15

Jan 1575d2,6100%3,5340%0.74

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

Positioning

Linked exposure

scenario · straddle±1.7%

Funds 4

EVNT±0.0%

IWM±0.0%

MDY±0.0%

IGPT±0.0%

Suppliers 1

TSM±0.4%×0.22

Customers 1

ARW±0.4%×0.25

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−4.64%as filednet margin · revenue +6.88% QoQ · +18.33% YoY

Revenue$228M+6.88%

Gross profit$141M61.65%+10.77%

Operating income−$11M−4.67%+37.56%

Pre-tax income−$8M+38.43%

Net income−$11M−4.64%+33.37%

Cost of revenue$88M+1.17%

Operating expenses$151M+5.04%

Tax$2M−2.04%

Other income$2M−34.06%

Source: SEC filings · standardized · QE Jul 4 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×0.98· ±1.8% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.8%11 of 24×0.98

PCEpersonal income & outlays±1.1%10 of 19×0.62

GDPgross domestic product±0.8%10 of 19×0.44

PPIproducer prices±0.6%4 of 10×0.35

CPROFcorporate profits±0.5%6 of 12×0.28

CPIconsumer prices±0.5%5 of 10×0.28

NFPjobs report±0.2%3 of 10×0.13

Bar = avg |move| to ±2% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS -0.32 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.32	—
Q1 FY26	May 5 '26 · confirmed	-0.48	—
Q3 FY25	Nov 4 '25 · confirmed	-0.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod