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

Implied ±10.3%, either direction.

SYMNasdaqGeneral Industrial Machinery & Equipment, NEC

Symbotic Inc. (SYM) earnings date, market-implied expected move, and options open interest by expiry

37.52

pre 37.35 −0.43%

Pre-market09:14 ET

Open37.03Volume1.5MMkt cap$22.7BP/E2763.57

Day37.01 – 37.5168%52-wk36.02 – 87.883%

SYM

Symbotic Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.3%implied · report alone

33.6541.37

straddle ±15.0%

spot 37.51exp Nov 27ATM strike 38ATM straddle 6.60IV 87%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 23

after close · in 18 days

est.Q4 FY26

Calendar

Next report

Last report

−14.88%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

85.00%

of SYM revenue · Walmart

customerSYM 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+5.15%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

421 managers

Top fund weight

0.06%

SYM weight · IGPT

N-PORTJul 31 '26

3 funds

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

Symbotic (SYM) is expected to report on Nov 23 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 5 '26confirmed—▼−14.88%—

quarterimplied−15%0+15%realized×

Q3 FY26—▼−14.88%—

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.53OI · 8 expiries · Oct 30 closeP/C open interest · Nov 27 · first expiry after the report

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

995+140%Nov 61d1.33749+101%1.33

358+35%Nov 138d0.42855+17%0.42

11,054+11%Nov 2015d0.8812,584+14%0.88

report · Nov 23 · after close · est.

1,688+231%Nov 2722d3,182+98%

36—Dec 429d0.7250—0.72

3,227+1%Dec 1843d2.231,445+6%2.23

2 later expiries

8,1690%Jan 1571d0.4717,3100%0.47

1,102+3%Feb 19106d0.33

ExpiryPutsCallsP/C

Nov 61d995+140%749+101%1.33

Nov 138d358+35%855+17%0.42

Nov 2015d11,054+11%12,584+14%0.88

report · Nov 23 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±15.0%

Funds 3

IGPT±0.0%

VUG±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

7.63%as filednet margin · revenue +6.56% QoQ · +21.74% YoY

Revenue

$721M+6.56% QoQ

Gross profit

$161M+7.31% QoQ

22.32% margin

Operating income

$33M+440.06% QoQ

4.56% margin

Pre-tax income

$63M+274.61% QoQ

Net income

$55M+483.31% QoQ

7.63% margin

Cost of revenue

$560M+6.34% QoQ

Operating expenses

$128M−11.01% QoQ

SG&A $84M

R&D $44M

Other income

$31M+181.78% QoQ

Tax benefit

$1M

Revenue$721M+6.56%

Gross profit

$161M+7.31%

22.32% margin

Operating income

$33M+440.06%

4.56% margin

Pre-tax income

$63M+274.61%

Net income

$55M+483.31%

7.63% margin

Cost of revenue

$560M+6.34%

Operating expenses

$128M−11.01%

SG&A $84M

R&D $44M

Other income$31M+181.78%

Tax benefit$1M

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 27 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:00 ET

Intraday

Event sensitivity

NFP ×1.20· ±4.5% vs ±3.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.5%5 of 10×1.20

FOMCrate decision±3.7%11 of 24×0.99

PPIproducer prices±3.4%4 of 11×0.92

GDPgross domestic product±3.3%10 of 20×0.87

CPROFcorporate profits±3.2%6 of 12×0.84

PCEpersonal income & outlays±2.8%9 of 20×0.75

CPIconsumer prices±2.7%6 of 11×0.72

Bar = avg |move| to ±5% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS 0.09 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 5 '26 · confirmed	0.09	—
Q2 FY26	—	0.01	—
Q1 FY26	—	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod