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

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

TERNasdaqInstruments For Meas & Testing of Electricity & Elec Signals

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

271.21

−25.02 · −8.44%

post 275.00 +1.40%

Closed19:53 ET

Open280.58Volume8.6MMkt cap$42.8BP/E31.39EPS8.76Div yield0.19%

Day267.71 – 282.0051%52-wk151.23 – 487.7237%

TER

Teradyne, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 2

before open · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

−3.23%

vs ±9.2% implied · ×0.35

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+60.14%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

1,436 managers

Top fund weight

3.36%

TER weight · SOXX

N-PORTJun 30 '26

15 funds

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

Teradyne (TER) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±11.2%
avg realized: ±10.5%

Jan 30 '25Jan 30 '25confirmed±10.7%▼−5.71%×0.53

Apr 29 '25Apr 29 '25confirmed±10.7%▼−2.53%×0.24

Jul 30 '25Jul 30 '25confirmed±9.7%▲+18.88%×1.94

Oct 29 '25Oct 29 '25confirmed±12.5%▲+20.47%×1.63

Feb 3 '26Feb 3 '26confirmed±11.4%▲+13.41%×1.17

Q1 FY26Apr 29 '26confirmed±9.9%▼−19.41%×1.95

Q2 FY26Jul 28 '26confirmed±15.5%▼−0.39%×0.03

Q3 FY26Oct 28 '26confirmed±9.2%▼−3.23%×0.35

quarterimplied−25%0+25%realized×

Q3 FY26±9.2%▼−3.23%×0.35

Q2 FY26±15.5%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

5.70OI · 10 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

6 nearer expiries

6,355+12%Nov 66d1.773,599+179%1.77

738+37%Nov 1313d1.41523+15%1.41

18,062+6%Nov 2020d1.949,323+3%1.94

1,187+324%Nov 2727d3.31359+406%3.31

54+54%Dec 434d1.3540+60%1.35

35—Dec 1141d2.6913—2.69

8,639+219%Dec 1848d3.522,457+17%3.52

10,887+1%Jan 1576d1.199,1520%1.19

report · Feb 2 · before open · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 66d6,355+12%3,599+179%1.77

Nov 1313d738+37%523+15%1.41

Nov 2020d18,062+6%9,323

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

26.63%as filednet margin · revenue −1.73% QoQ · +69.78% YoY

Revenue

$1.3B−1.73% QoQ

Gross profit

$771M−2.94% QoQ

59.06% margin

Operating income

$402M−8.19% QoQ

30.78% margin

Pre-tax income

$404M−8.87% QoQ

Net income

$348M−7.24% QoQ

26.63% margin

Cost of revenue

$535M+0.06% QoQ

Operating expenses

$369M+3.50% QoQ

SG&A $199M

R&D $163M

Other operating $7M

Tax

$60M−10.41% QoQ

Other income

$2M−60.01% QoQ

Revenue$1.3B−1.73%

Gross profit

$771M−2.94%

59.06% margin

Operating income

$402M−8.19%

30.78% margin

Pre-tax income

$404M−8.87%

Net income

$348M−7.24%

26.63% margin

Cost of revenue

$535M+0.06%

Operating expenses

$369M+3.50%

SG&A $199M

R&D $163M

Other operating $7M

Other income$2M−60.01%

Tax$60M−10.41%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×2.25· ±5.8% vs ±2.6% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±5.8%4 of 9×2.25

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

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Linked exposure

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

Intraday

Positioning

Implied vs realized

Event sensitivity

Earnings history

Methodology

Revenue flow

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	2.17	—
Q2 FY26	Jul 28 '26 · confirmed	2.38	—
Q1 FY26	Apr 29 '26 · confirmed	2.53	—