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

Implied ±12.3%, either direction.

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

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

VECONasdaqSpecial Industry Machinery, NEC

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

37.50

+0.23 · +0.61%

Regular session15:08 ET

Open37.60Volume1.1MMkt cap$2.3BP/E101.34EPS0.37

Day37.50 – 38.700%52-wk26.00 – 86.6319%

VECO

Veeco Instruments Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.3%implied · report alone

8Q avg ±7.9%·×1.57·rich

32.6741.87

straddle ±14.7%

spot 37.27exp Nov 20ATM strike 37ATM straddle 6.43IV 98%

Nov 2 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 4

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−2.55%

vs ±16.8% implied · ×0.15

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+2.53%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

327 managers

Top fund weight

0.14%

VECO weight · IWM

N-PORTJun 30 '26

3 funds

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

Veeco Instruments (VECO) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.9%
avg realized: ±7.9%

Nov 6 '24Nov 6 '24confirmed±9.4%▼−3.39%×0.36

Feb 12 '25Feb 12 '25confirmed±9.4%▲+2.64%×0.28

May 7 '25May 7 '25confirmed±8.4%▲+5.35%×0.64

Aug 6 '25Aug 6 '25confirmed±8.3%▲+15.05%×1.82

Q3 FY25Nov 5 '25confirmed±10.2%▼−1.02%×0.10

Q1 FY26Feb 25 '26confirmed±11.7%▲+7.77%×0.66

May 5 '26May 5 '26confirmed±13.2%▲+25.17%×1.91

Q2 FY26Aug 5 '26confirmed±16.8%▼−2.55%×0.15

quarterimplied−30%0+30%realized×

Q2 FY26±16.8%▼−2.55%×0.15

May '26±13.2%▲+25.17%×1.91

Q1 FY26±11.7%▲+7.77%×0.66

Q3 FY25±10.2%▼−1.02%×0.10

Aug '25±8.3%▲+15.05%×1.82

May '25±8.4%▲+5.35%×0.64

2 older reports

Feb '25±9.4%▲+2.64%×0.28

Nov '24±9.4%▼−3.39%×0.36

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 27 close

0.31OI · 4 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

52+13%Nov 2017d166+25%

153+1%Dec 1845d0.141,0720%0.14

960%Jan 1573d0.071,3370%0.07

13+18%Apr 16164d0.09147+24%0.09

ExpiryPutsCallsP/C

Nov 2017d52+13%166+25%0.31

Dec 1845d153+1%1,0720%0.14

Jan 1573d960%1,3370%0.07

Apr 16164d13+18%147+24%0.09

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

Positioning

Linked exposure

scenario · straddle±14.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

6.13%as filednet margin · revenue +22.19% QoQ · +16.48% YoY

Revenue

$193M+22.19% QoQ

Gross profit

$75M+34.04% QoQ

38.68% margin

Operating income

$12M+545.94% QoQ

6.13% margin

Pre-tax income

$13M+978.22% QoQ

Net income

$12M+3759.57% QoQ

6.13% margin

Cost of revenue

$119M+15.74% QoQ

Operating expenses

$63M+7.68% QoQ

R&D $33M

SG&A $28M

Other operating $2M

Tax

$1M+200.69% QoQ

Other income

$1M−0.34% QoQ

Revenue$193M+22.19%

Gross profit

$75M+34.04%

38.68% margin

Operating income

$12M+545.94%

6.13% margin

Pre-tax income

$13M+978.22%

Net income

$12M+3759.57%

6.13% margin

Cost of revenue

$119M+15.74%

Operating expenses

$63M+7.68%

R&D $33M

SG&A $28M

Other operating $2M

Other income$1M−0.34%

Tax$1M+200.69%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

NFP ×2.47· ±5.9% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%6 of 10×2.47

GDPgross domestic product±2.9%13 of 19×1.23

PCEpersonal income & outlays±2.8%9 of 19×1.17

PPIproducer prices±2.5%4 of 10×1.04

CPIconsumer prices±2.4%8 of 10×1.00

CPROFcorporate profits±2.2%9 of 12×0.93

FOMCrate decision±1.8%15 of 24×0.76

Bar = avg |move| to ±6% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS 0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.18	—
Q1 FY26	Feb 25 '26 · confirmed	-0.01	—
Q3 FY25	Nov 5 '25 · confirmed	0.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod