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

Implied ±26.3%, either direction · provisional.

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

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

SNDKNasdaqComputer Storage Devices

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

1,157.26

Closed19:59 ET

Open1,282.99Volume17.5MMkt cap$177.2BP/E8.73EPS132.50

Day1,124.82 – 1,282.9921%52-wk183.00 – 2,354.3945%

SNDK

Sandisk Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±26.3%implied · straddle

848.211,453.57

spot 1,150.89exp Feb 19ATM strike 1150ATM straddle 356.10IV 71%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 28

after close · in 89 days

est.Q2 FY27

Calendar

Next report

Last report

−13.47%

vs ±6.4% implied · ×2.10

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

9dWDC · supplierStocks making the biggest moves in after hours: Western Digital, Bloom Energy, Deckers Outdoor & more

News

Largest filed tie

13F top-10 QoQ

+28.87%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,838 managers

Top fund weight

3.07%

SNDK weight · IGPT

N-PORTJul 31 '26

12 funds

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

Sandisk (SNDK) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

7 reports

2 of 7≥ implied

avg implied: ±8.7%
avg realized: ±8.6%

May 7 '25May 7 '25confirmed±11.6%▲+4.83%×0.42

Aug 14 '25Aug 14 '25confirmed±7.8%▼−4.58%×0.59

Nov 6 '25Nov 6 '25confirmed±7.7%▲+15.31%×1.99

Q2 FY26Jan 29 '26confirmed±8.4%▲+6.85%×0.81

Q3 FY26Apr 30 '26confirmed±8.4%▲+8.25%×0.98

Q4 FY26Aug 5 '26confirmed±10.4%▼−6.81%×0.65

Q1 FY27Oct 29 '26confirmed±6.4%▼−13.47%×2.10

quarterimplied−20%0+20%realized×

Q1 FY27±6.4%▼−13.47%×2.10

Q4 FY26±10.4%

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

Implied vs realized

Positioning

OI · 9 expiries · Oct 28 close

1.27OI · 9 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

5 nearer expiries

12,257+12%Nov 66d0.7217,033+17%0.72

6,294+15%Nov 1313d1.095,767+5%1.09

50,548+1%Nov 2020d1.1544,067−1%1.15

3,603+49%Nov 2727d1.522,372+90%1.52

865+52%Dec 434d1.56556+119%1.56

53,442+1%Dec 1848d1.1048,6230%1.10

127,0110%Jan 1576d1.5681,4570%1.56

report · Jan 28 · after close · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 66d12,257+12%17,033+17%0.72

Nov 1313d6,294+15%5,767+5%1.09

Nov 2020d50,548+1%44,067

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

Positioning

Linked exposure

scenario · straddle±26.3%

Funds 4

IGPT±0.8%

XLK±0.5%

QQQ±0.4%

VUG±0.2%

Suppliers 1

WDC±12.3%×0.47

Dashed = straddle · × = co-movement · max 410dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ1 FY27

73.44%as filednet margin · revenue +23.05% QoQ · +377.95% YoY

Revenue

$11.0B+23.05% QoQ

Gross profit

$9.4B+23.69% QoQ

85.01% margin

Operating income

$8.8B+24.77% QoQ

79.59% margin

Pre-tax income

$9.3B+18.73% QoQ

Net income

$8.1B+17.35% QoQ

73.44% margin

Cost of revenue

$1.7B+19.52% QoQ

Operating expenses

$598M+19.84% QoQ

R&D $384M

SG&A $214M

Tax

$1.2B+28.75% QoQ

Other income

$539M−33.62% QoQ

Revenue$11.0B+23.05%

Gross profit

$9.4B+23.69%

85.01% margin

Operating income

$8.8B+24.77%

79.59% margin

Pre-tax income

$9.3B+18.73%

Net income

$8.1B+17.35%

73.44% margin

Cost of revenue

$1.7B+19.52%

Operating expenses

$598M+19.84%

R&D $384M

SG&A $214M

Other income$539M−33.62%

Tax$1.2B+28.75%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Oct 2 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×2.12· ±10.2% vs ±4.8% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±10.2%5 of 9×2.12

PPIproducer prices±5.6%4 of 10×1.17

PCEpersonal income & outlays±5.5%13 of 18×1.14

FOMCrate decision±5.0%9 of 13×1.05

GDPgross domestic product±4.9%15 of 18×1.01

CPROFcorporate profits±4.1%11 of 12×0.86

CPIconsumer prices±3.3%6 of 10×0.69

Bar = avg |move| to ±11% · tick = ±4.8% avg day · ×base = |move| ÷ ±4.8% · min 6 releases

Earnings history

EPS 52.60 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Oct 29 '26 · confirmed	52.60	—
Q4 FY26	Aug 5 '26 · confirmed	44.83	—
Q3 FY26	Apr 30 '26 · confirmed	23.03	—
Q2 FY26	Jan 29 '26 · confirmed	5.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod