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

Implied ±1.4%, 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

117.61

+0.20 · +0.17%

Regular session14:00 ET

Open118.31Volume850,786Mkt cap$4.6BEPS-12.62

Day117.38 – 118.3124%52-wk58.28 – 149.1165%

SYNA

Synaptics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.4%implied · report alone

8Q avg ±6.5%·×0.22·cheap

115.71119.11

straddle ±2.3%

spot 117.41exp Nov 20ATM strike 115ATM straddle 3.20IV 11%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

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

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News

Largest filed tie

13F top-10 QoQ

−2.16%

shares held · 10 largest managers

13F · Jun 30 '26127d 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%▲+18.55%×1.67

Q2 FY26±10.5%▲+2.20%×0.21

Nov '25±9.4%▼−3.69%×0.39

Aug '25±9.3%▲+6.40%×0.69

May '25±7.5%▲+0.07%×0.01

2 older reports

Feb '25±8.4%▼−4.68%×0.56

Feb '25±9.4%▼−12.59%×1.34

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.79OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

4610%Nov 2016d5850%

2,2700%Dec 1844d1.201,8840%1.20

1,285+5%Mar 19135d2.016400%2.01

ExpiryPutsCallsP/C

Nov 2016d4610%5850%0.79

Dec 1844d2,2700%1,8840%1.20

Mar 19135d1,285+5%6400%2.01

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

Positioning

Linked exposure

scenario · straddle±2.3%

Funds 4

IWM±0.0%

MDY±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

AVGO±0.8%×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 · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 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