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

Implied ±16.6%, either direction · provisional.

STNYSEIndustrial Instruments For Measurement, Display, and Control

Sensata Technologies Holding plc (ST) earnings date, market-implied expected move, and options open interest by expiry

40.28

Closed16:32 ET

Open40.32Volume1.6MMkt cap$5.9BP/E15.92EPS2.53Div yield1.19%

Day39.77 – 40.6557%52-wk27.92 – 53.7548%

Sensata Technologies Holding plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.6%implied · straddle

33.6046.94

spot 40.27exp Mar 19ATM strike 40ATM straddle 7.85IV 40%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 18

after close · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

−3.40%

vs ±8.8% implied · ×0.39

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Linked news

4dTXN · supplierTexas Instruments prices $2.0 billion of investment grade notes

News

Largest filed tie

13F top-10 QoQ

+2.06%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

467 managers

Top fund weight

0.19%

ST weight · MDY

N-PORTJun 30 '26

4 funds

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

Sensata Technologies (ST) is expected to report on Feb 18 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 29 '26confirmed—▲+4.33%—

Q3 FY26Oct 27 '26confirmed±8.8%▼−3.40%×0.39

quarterimplied−10%0+10%realized×

Q3 FY26±8.8%▼−3.40%×0.39

Q2 FY26—▲+4.33%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.10OI · 4 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

6230%Nov 2020d0.411,511−1%0.41

556+2%Dec 1848d0.272,073+1%0.27

1,403+2%Jan 1576d0.443,198−3%0.44

report · Feb 18 · after close · est.

940%Mar 19139d9090%

ExpiryPutsCallsP/C

Nov 2020d6230%1,511−1%0.41

Dec 1848d556+2%2,073+1%0.27

Jan 1576d1,403+2%3,198−3%0.44

report · Feb 18 · after close · est.

Mar 19139d940%9090%0.10

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

Positioning

Linked exposure

scenario · straddle±16.6%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

11.38%as filednet margin · revenue +1.31% QoQ · +7.68% YoY

Revenue

$1.0B+1.31% QoQ

Gross profit

$332M+9.97% QoQ

33.07% margin

Operating income

$175M+5.99% QoQ

17.47% margin

Pre-tax income

$154M+16.23% QoQ

Net income

$114M+11.85% QoQ

11.38% margin

Cost of revenue

$672M−2.48% QoQ

Operating expenses

$157M+14.88% QoQ

SG&A $96M

R&D $33M

Other operating $27M

Other expense

$21M

Tax

$40M+31.35% QoQ

Revenue$1.0B+1.31%

Gross profit

$332M+9.97%

33.07% margin

Operating income

$175M+5.99%

17.47% margin

Pre-tax income

$154M+16.23%

Net income

$114M+11.85%

11.38% margin

Cost of revenue

$672M−2.48%

Operating expenses

$157M+14.88%

SG&A $96M

R&D $33M

Other operating $27M

Other expense

$21M

Tax$40M+31.35%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

NFP ×1.43· ±2.5% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%6 of 10×1.43

FOMCrate decision±2.2%12 of 25×1.29

CPIconsumer prices±2.2%8 of 11×1.28

GDPgross domestic product±2.1%8 of 19×1.20

PPIproducer prices±2.0%5 of 11×1.13

PCEpersonal income & outlays±1.9%9 of 19×1.11

CPROFcorporate profits±1.8%5 of 12×1.02

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.78 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	0.78	—
Q2 FY26	Jul 29 '26 · confirmed	0.70	—
Q1 FY26	—	0.59	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod