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

Implied ±27.4%, either direction · provisional.

How often does Super Micro move more than the options market prices?

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

SMCINasdaqElectronic Computers

Super Micro Computer, Inc. (SMCI) earnings date, market-implied expected move, and options open interest by expiry

28.76

+1.68 · +6.20%

post 28.83 +0.24%

After hours17:00 ETdelayed

Open28.46Volume62.9MMkt cap$17.9BP/E5.19EPS5.56

Day27.93 – 29.0978%52-wk19.48 – 51.4029%

SMCI

Super Micro Computer, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.4%implied · straddle

21.0036.85

spot 28.92exp Feb 19ATM strike 29ATM straddle 9.33IV 76%

Nov 6 closeprovisional

Expected move

Inputs

Next report

Feb 2

after close · in 88 days

est.Q2 FY27

Calendar

Next report

Last report

−5.70%

vs ±12.3% implied · ×0.46

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Linked news

4hNVDA · supplierStocks making the biggest moves midday: Nvidia, Moderna, IonQ, Airbnb, Firefly Aerospace & more
2dINGM · customerIngram Micro sells 11,000,000 shares at $25.90; repurchases 1,000,000

News

Largest filed tie

13F top-10 QoQ

+19.40%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

788 managers

Top fund weight

0.25%

SMCI weight · IGPT

N-PORTJul 31 '26

10 funds

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

Super Micro (SMCI) is expected to report on Feb 2 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±10.4%
avg realized: ±12.8%

May 6 '25May 6 '25confirmed±10.1%▼−1.40%×0.14

Aug 5 '25Aug 5 '25confirmed±10.5%▼−18.29%×1.74

Oct 23 '25Oct 23 '25confirmed±4.3%▼−8.72%×2.01

Nov 4 '25Nov 4 '25confirmed±9.3%▼−11.33%×1.22

Q2 FY26Feb 3 '26confirmed±11.4%▲+13.78%×1.20

Q3 FY26May 5 '26confirmed±12.4%▲+24.54%×1.99

Q4 FY26Aug 11 '26confirmed±12.8%▲+19.02%×1.49

Q1 FY27Nov 3 '26confirmed±12.3%▼−5.70%×0.46

quarterimplied−25%0+25%realized×

Q1 FY27±12.3%▼−5.70%×0.46

Q4 FY26±12.8%▲+19.02%×1.49

Q3 FY26±12.4%▲+24.54%×1.99

Q2 FY26±11.4%▲+13.78%×1.20

Nov '25±9.3%▼−11.33%×1.22

Oct '25±4.3%▼−8.72%×2.01

2 older reports

Aug '25±10.5%▼−18.29%×1.74

May '25±10.1%▼−1.40%×0.14

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 3 close

1.05OI · 10 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

54,384+20%Nov 60d0.23233,902+12%0.23

13,593+9%Nov 137d0.4828,076+11%0.48

80,313+4%Nov 2014d0.56143,812+4%0.56

9,014+16%Nov 2721d0.5416,689+23%0.54

1,011+19%Dec 428d0.581,743+267%0.58

614+27%Dec 1135d1.70362+174%1.70

134,563+3%Dec 1842d0.77175,258+1%0.77

385,231+4%Jan 1570d1.29299,110+7%1.29

report · Feb 2 · after close · est.

27,9750%Feb 19105d26,724+2%

73,135+1%Mar 19133d1.0271,955+2%1.02

ExpiryPutsCallsP/C

6 nearer expiries

Nov 60d54,384+20%233,902+12%0.23

Nov 137d13,593+9%28,076+11%0.48

Nov 2014d80,313+4%143,812+4%0.56

Nov 2721d9,014+16%16,689+23%0.54

Dec 428d1,011+19%1,743+267%0.58

Dec 1135d614+27%362+174%1.70

Dec 1842d134,563+3%175,258+1%0.77

Jan 1570d385,231+4%299,110+7%1.29

report · Feb 2 · after close · est.

Feb 19105d27,9750%26,724+2%1.05

Mar 19133d73,135+1%71,955+2%1.02

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

Positioning

Linked exposure

scenario · straddle±27.4%

Funds 4

IGPT±0.1%

RSP±0.1%

XLK±0.0%

VUG±0.0%

Suppliers 1

NVDA±5.6%×0.21

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

Linked exposure

Revenue flow

as filedQ1 FY27

7.99%as filednet margin · revenue +79.37% QoQ · +297.50% YoY

Revenue

$19.9B+79.37% QoQ

Gross profit

$2.5B+30.80% QoQ

12.74% margin

Operating income

$2.1B+38.74% QoQ

10.35% margin

Pre-tax income

$2.0B+38.18% QoQ

Net income

$1.6B+35.31% QoQ

7.99% margin

Cost of revenue

$17.4B+89.65% QoQ

Operating expenses

$477M+4.84% QoQ

R&D $227M

Marketing $133M

SG&A $117M

Other expense

$34M

Tax

$435M+50.10% QoQ

Revenue$19.9B+79.37%

Gross profit

$2.5B+30.80%

12.74% margin

Operating income

$2.1B+38.74%

10.35% margin

Pre-tax income

$2.0B+38.18%

Net income

$1.6B+35.31%

7.99% margin

Cost of revenue

$17.4B+89.65%

Operating expenses

$477M+4.84%

R&D $227M

Marketing $133M

SG&A $117M

Other expense

$34M

Tax$435M+50.10%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 6 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:00 ET

Intraday

Event sensitivity

CPI ×1.72· ±7.3% vs ±4.3% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±7.3%4 of 11×1.72

NFPjobs report±4.1%6 of 10×0.97

GDPgross domestic product±4.1%10 of 20×0.96

FOMCrate decision±3.7%12 of 24×0.87

PPIproducer prices±3.4%4 of 11×0.80

PCEpersonal income & outlays±3.2%7 of 20×0.76

CPROFcorporate profits±2.6%5 of 12×0.61

Bar = avg |move| to ±8% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS 1.75 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Nov 3 '26 · confirmed	1.75	—
Q4 FY26	Aug 11 '26 · confirmed	1.96	—
Q3 FY26	May 5 '26 · confirmed	0.72	—
Q2 FY26	Feb 3 '26 · confirmed	0.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod