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

Implied ±9.8%, either direction.

UNYSEServices-Prepackaged Software

Unity Software Inc. (U) earnings date, market-implied expected move, and options open interest by expiry

37.70

−1.57 · −4.01%

post 37.58 −0.31%

Closed18:57 ET

Open38.37Volume11.0MMkt cap$16.6BEPS-1.36

Day37.19 – 38.7525%52-wk16.78 – 52.1559%

Unity Software Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.8%implied · report alone

34.0241.38

straddle ±11.7%

spot 37.70exp Nov 6ATM strike 37.5ATM straddle 5.20IV 125%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+15.05%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

9hMETA · customerMeta outlook revised downward by S&P on cash flow and capex concerns
14hMSFT · supplierMicrosoft is winning the cloud wars and becoming Wall Street’s new golden child
15hGOOGL · supplierGoogle lost nearly half a trillion this week. Here's how Mike Khouw is trading it

News

Largest filed tie

13F top-10 QoQ

+3.52%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

568 managers

Top fund weight

0.20%

U weight · IGPT

N-PORTJul 31 '26

3 funds

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

Unity Software (U) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+15.05%—

quarterimplied−20%0+20%realized×

Q2 FY26—▲+15.05%—

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 20 close

2.40OI · 7 expiries · Oct 20 closeP/C open interest · Nov 6 · first expiry after the report

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

23,986+4%Nov 66d9,998+50%

2,109—Nov 1313d1.121,877—1.12

21,444+1%Nov 2020d0.4251,266−1%0.42

82—Nov 2727d1.0479—1.04

107—Dec 1848d0.25425—0.25

2 later expiries

127,349+1%Jan 1576d0.94136,048+1%0.94

17,4070%Feb 19111d1.94

ExpiryPutsCallsP/C

Nov 66d23,986+4%9,998+50%2.40

Nov 1313d2,109—1,877—1.12

Nov 2020d21,444+1%51,266−1%0.42

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

Positioning

Linked exposure

scenario · straddle±11.7%

Funds 3

IGPT±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−4.15%as filednet margin · revenue +7.52% QoQ · +23.93% YoY

Revenue$546M+7.52%

Gross profit$435M79.56%+177.62%

Operating income−$32M−5.90%+90.83%

Pre-tax income−$20M+94.26%

Net income−$23M−4.15%+93.46%

Cost of revenue$112M−68.23%

Operating expenses$467M−8.08%

Tax$2M+133.54%

Other income$12M+565.92%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

NFP ×1.67· ±5.1% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.1%2 of 10×1.67

PPIproducer prices±4.9%5 of 11×1.61

CPIconsumer prices±3.7%5 of 11×1.21

PCEpersonal income & outlays±3.1%10 of 19×1.01

CPROFcorporate profits±2.8%3 of 12×0.92

FOMCrate decision±2.5%11 of 24×0.82

GDPgross domestic product±2.4%7 of 19×0.79

Bar = avg |move| to ±6% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.05	—
Q1 FY26	—	-0.80	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod