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

Implied ±15.5%, either direction · provisional.

How often does Texas Instruments move more than the options market prices?

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

TXNNasdaqSemiconductors & Related Devices

Texas Instruments Inc (TXN) earnings date, market-implied expected move, and options open interest by expiry

306.09

+5.25 · +1.75%

Regular session15:03 ET

Open306.48Volume13.0MMkt cap$274.9BP/E39.45EPS7.76Div yield1.92%

Day295.93 – 309.7574%52-wk149.47 – 330.7186%

TXN

Texas Instruments Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.5%implied · straddle

254.20347.48

spot 300.84exp Feb 19ATM strike 300ATM straddle 54.87IV 42%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 26

after close · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

−1.81%

vs ±6.4% implied · ×0.28

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Linked news

5dST · customerSensata posts Q3 net income $114.2 million, revenue $1,003.6 million, EPS $0.78
21dVUZI · customerVuzix to Showcase Vuzix Causeway™ Optical Interconnect Evaluation Platform at OCP Global Summit and PECC Summit
21dDLB · supplierDolby Laboratories Announces Conference Call and Webcast for Q4 Fiscal 2026 Financial Results

News

Largest filed tie

13F top-10 QoQ

+5.48%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

2,868 managers

Top fund weight

4.17%

TXN weight · SMH

N-PORTJun 30 '26

17 funds

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

Texas Instruments (TXN) is expected to report on Jan 26 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±5.8%
avg realized: ±8.4%

Jan 23 '25Jan 23 '25confirmed±4.2%▼−7.52%×1.78

Apr 23 '25Apr 23 '25confirmed±4.9%▲+6.56%×1.34

Jul 22 '25Jul 22 '25confirmed±4.0%▼−13.34%×3.33

Oct 21 '25Oct 21 '25confirmed±5.3%▼−5.60%×1.06

Jan 27 '26Jan 27 '26confirmed±6.5%▲+9.94%×1.52

Q1 FY26Apr 22 '26confirmed±7.4%▲+19.43%×2.64

Q2 FY26Jul 22 '26confirmed±7.9%▼−3.13%×0.40

Q3 FY26Oct 21 '26confirmed±6.4%▼−1.81%×0.28

quarterimplied−20%0+20%realized×

Q3 FY26±6.4%▼−1.81%×0.28

Q2 FY26±7.9%

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

Implied vs realized

Positioning

OI · 11 expiries · Oct 30 close

0.72OI · 11 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

2,193+110%Nov 64d0.464,796+273%0.46

1,043+65%Nov 1311d0.821,279+29%0.82

20,788+8%Nov 2018d1.1717,753−2%1.17

1,009+133%Nov 2725d2.34431+482%2.34

8—Dec 432d0.5016—0.50

3—Dec 1139d1.003—1.00

13,960+1%Dec 1846d0.9315,070+2%0.93

23,607+6%Jan 1574d0.6436,780+3%0.64

report · Jan 26 · after close · est.

ExpiryPutsCallsP/C

6 nearer expiries

Nov 64d2,193+110%4,796+273%0.46

Nov 1311d1,043+65%1,279+29%0.82

Nov 2018d20,788+8%17,753

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

Positioning

Linked exposure

scenario · straddle±15.5%

Funds 4

SMH±0.6%

SOXX±0.5%

SCHD±0.5%

SOXL±0.4%

Suppliers 1

AIP±12.6%×0.81

Dashed = straddle · × = co-movement · max 501dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

40.05%as filednet margin · revenue +10.84% QoQ · +27.69% YoY

Revenue

$6.1B+10.84% QoQ

Gross profit

$3.9B+15.96% QoQ

64.19% margin

Operating income

$2.9B+24.42% QoQ

47.46% margin

Pre-tax income

$2.8B+25.34% QoQ

Net income

$2.4B+22.47% QoQ

40.05% margin

Cost of revenue

$2.2B+2.70% QoQ

Operating expenses

$1.0B−2.78% QoQ

R&D $530M

SG&A $476M

Other operating $7M

Other expense

$69M

Tax

$380M+47.29% QoQ

Revenue$6.1B+10.84%

Gross profit

$3.9B+15.96%

64.19% margin

Operating income

$2.9B+24.42%

47.46% margin

Pre-tax income

$2.8B+25.34%

Net income

$2.4B+22.47%

40.05% margin

Cost of revenue

$2.2B+2.70%

Operating expenses

$1.0B−2.78%

R&D $530M

SG&A $476M

Other operating $7M

Other expense

$69M

Tax$380M+47.29%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:00 ET

Intraday

Event sensitivity

NFP ×1.56· ±2.5% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%6 of 10×1.56

PPIproducer prices±1.8%4 of 11×1.15

FOMCrate decision±1.8%13 of 24×1.11

CPIconsumer prices±1.5%5 of 11×0.97

PCEpersonal income & outlays±1.4%14 of 20×0.91

GDPgross domestic product±1.4%12 of 20×0.88

CPROFcorporate profits±1.1%6 of 12×0.72

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 2.62 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 21 '26 · confirmed	2.62	—
Q2 FY26	Jul 22 '26 · confirmed	2.14	—
Q1 FY26	Apr 22 '26 · confirmed	1.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod