What move does the options market price into TE Connectivity public's report?

Implied ±13.0%, either direction · provisional.

How often does TE Connectivity public move more than the options market prices?

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

TELNYSEWholesale-Electronic Parts & Equipment, NEC

TE Connectivity public ltd company (TEL) earnings date, market-implied expected move, and options open interest by expiry

219.12

+1.61 · +0.74%

post 219.94 +0.37%

Closed17:52 ET

Open218.30Volume2.3M

Day217.75 – 221.5558%52-wk189.53 – 250.6150%

TEL

TE Connectivity plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.0%implied · straddle

191.21248.33

spot 219.77exp Feb 19ATM strike 220ATM straddle 33.60IV 36%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 20

before open · in 77 days

est.Q1 FY27

Calendar

Next report

Last report

−1.82%

vs ±8.1% implied · ×0.22

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.40%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,282 managers

Top fund weight

0.40%

TEL weight · FTC

N-PORTJul 31 '26

11 funds

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

TE Connectivity public (TEL) is expected to report on Jan 20 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±7.3%
avg realized: ±4.5%

Jan 22 '25Jan 22 '25confirmed±4.6%▲+4.58%×1.00

Apr 23 '25Apr 23 '25confirmed±6.5%▲+1.96%×0.30

Jul 23 '25Jul 23 '25confirmed±5.3%▲+11.95%×2.25

Oct 29 '25Oct 29 '25confirmed±7.0%▲+1.78%×0.25

Jan 21 '26Jan 21 '26confirmed±7.5%▼−0.97%×0.13

Apr 22 '26Apr 22 '26confirmed±8.3%▼−9.10%×1.10

Jul 22 '26Jul 22 '26confirmed±11.0%▼−4.18%×0.38

Oct 28 '26Oct 28 '26confirmed±8.1%▼−1.82%×0.22

quarterimplied−15%0+15%realized×

Oct '26±8.1%▼−1.82%×0.22

Jul '26±11.0%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

0.69OI · 5 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

2,564+2%Nov 2016d0.962,6800%0.96

2,7650%Dec 1844d2.021,370−1%2.02

1,2840%Jan 1572d0.562,3080%0.56

report · Jan 20 · before open · est.

659+53%Feb 19107d951+96%

46−27%Apr 16163d0.9648+4%0.96

ExpiryPutsCallsP/C

Nov 2016d2,564+2%2,6800%0.96

Dec 1844d2,7650%1,370−1%2.02

Jan 1572d1,2840%2,3080%0.56

report · Jan 20 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±13.0%

Funds 4

FTC±0.1%

XLK±0.0%

VIG±0.0%

VTV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:45 ET

Intraday

Event sensitivity

CPI ×1.63· ±2.3% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.3%8 of 10×1.63

NFPjobs report±1.6%4 of 10×1.14

FOMCrate decision±1.6%9 of 16×1.13

PPIproducer prices±1.5%5 of 10×1.08

PCEpersonal income & outlays±1.1%11 of 19×0.79

GDPgross domestic product±0.9%12 of 19×0.66

CPROFcorporate profits±0.9%8 of 12×0.65

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod