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

Implied ±0.9%, either direction.

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

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

SYNANasdaqSemiconductors & Related Devices

Synaptics Inc (SYNA) earnings date, market-implied expected move, and options open interest by expiry

117.88

−0.03 · −0.02%

post 117.89 +0.01%

Closed15:59 ET

Open117.25Volume1.0MMkt cap$4.6BEPS-12.62

Day117.06 – 118.0683%52-wk58.28 – 149.1166%

SYNA

Synaptics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±0.9%implied · report alone

8Q avg ±6.5%·×0.14·cheap

116.76118.96

straddle ±1.8%

spot 117.86exp Nov 20ATM strike 120ATM straddle 2.53IV 9%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q1 FY27

Calendar

Next report

Last report

+4.01%

vs ±10.7% implied · ×0.37

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

5dAVGO · supplierBroadcom provides up to $43 billion residual-value backstop for AI rack leases

News

Largest filed tie

13F top-10 QoQ

−2.16%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

374 managers

Top fund weight

0.15%

SYNA weight · IWM

N-PORTJun 30 '26

5 funds

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

Synaptics (SYNA) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±9.5%
avg realized: ±6.5%

Feb 3 '25Feb 3 '25confirmed±9.4%▼−12.59%×1.34

Feb 6 '25Feb 6 '25confirmed±8.4%▼−4.68%×0.56

May 8 '25May 8 '25confirmed±7.5%▲+0.07%×0.01

Aug 7 '25Aug 7 '25confirmed±9.3%▲+6.40%×0.69

Nov 6 '25Nov 6 '25confirmed±9.4%▼−3.69%×0.39

Q2 FY26Feb 5 '26confirmed±10.5%▲+2.20%×0.21

Q3 FY26May 7 '26confirmed±11.1%▲+18.55%×1.67

Q4 FY26Aug 6 '26confirmed±10.7%▲+4.01%×0.37

quarterimplied−20%0+20%realized×

Q4 FY26±10.7%▲+4.01%×0.37

Q3 FY26±11.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

0.79OI · 3 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

461+7%Nov 2019d585+22%

2,2670%Dec 1847d1.201,884+4%1.20

1,224+2%Mar 19138d1.92639+3%1.92

ExpiryPutsCallsP/C

Nov 2019d461+7%585+22%0.79

Dec 1847d2,2670%1,884+4%1.20

Mar 19138d1,224+2%639+3%1.92

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

Positioning

Linked exposure

scenario · straddle±1.8%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

AVGO±0.7%×0.36

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY26

−145.26%derived from FYnet margin · revenue +4.69% QoQ · +8.91% YoY

Revenue$308M+4.69%

Gross profit$146M47.34%+9.38%

Operating income−$16M−5.23%−26.77%

Pre-tax income−$24M−57.89%

Net income−$447M−145.26%−5492.50%

Cost of revenue$162M+0.81%

Operating expenses$162M+10.89%

Tax$423M+5980.56%

Other expense−$8M−216.00%

Derived: FY − Q1–Q3 · QE Jun 27 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×2.84· ±6.8% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.8%5 of 10×2.84

PPIproducer prices±3.4%5 of 11×1.41

FOMCrate decision±2.6%13 of 24×1.08

CPIconsumer prices±2.5%5 of 11×1.04

GDPgross domestic product±1.9%10 of 20×0.80

PCEpersonal income & outlays±1.9%10 of 20×0.78

CPROFcorporate profits±1.4%6 of 12×0.58

Bar = avg |move| to ±7% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -11.50 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 6 '26 · confirmed	-11.50	—
Q3 FY26	May 7 '26 · confirmed	-0.21	—
Q2 FY26	Feb 5 '26 · confirmed	-0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod