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

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

VICRNasdaqElectronic Components, NEC

Vicor Corp (VICR) earnings date, market-implied expected move, and options open interest by expiry

191.11

Closed19:47 ET

Open194.83Volume604,249Mkt cap$8.8BP/E48.75EPS3.92

Day186.05 – 195.5853%52-wk80.29 – 382.6537%

VICR

Vicor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 23

after close · in 114 days

est.Q4 FY26

Calendar

Next report

Last report

+7.06%

vs ±20.3% implied · ×0.35

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Linked news

50dARW · customerDoes Arrow Electronics Still Buy Back Enough Stock To Matter?
78dAVT · customerAvnet Completes Recovery, Now At The 'Center Of A Technology Spike'

News

Largest filed tie

13F top-10 QoQ

+9.65%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

513 managers

Top fund weight

0.24%

VICR weight · MDY

N-PORTJun 30 '26

3 funds

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

Vicor (VICR) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±17.8%
avg realized: ±16.0%

Feb 20 '25Feb 20 '25confirmed±12.2%▲+22.77%×1.87

Apr 29 '25Apr 29 '25confirmed±15.6%▼−23.13%×1.48

Jul 22 '25Jul 22 '25confirmed±17.1%▲+16.55%×0.97

Oct 21 '25Oct 21 '25confirmed±15.6%▲+30.33%×1.94

Feb 19 '26Feb 19 '26confirmed±14.2%▲+11.23%×0.79

Q1 FY26Apr 21 '26confirmed±20.7%▲+9.53%×0.46

Q2 FY26Jul 21 '26confirmed±27.0%▼−7.05%×0.26

Q3 FY26Oct 20 '26confirmed±20.3%▲+7.06%×0.35

quarterimplied−35%0+35%realized×

Q3 FY26±20.3%▲+7.06%×0.35

Q2 FY26±27.0%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.71OI · 4 expiries · Oct 28 closeP/C open interest · Apr 16 · first expiry after the report

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

7,014+2%Nov 2019d0.828,531+21%0.82

1,425+95%Dec 1847d0.931,534+10%0.93

2,6780%Jan 1575d0.634,277+5%0.63

report · Feb 23 · after close · est.

700+3%Apr 16166d983+24%

ExpiryPutsCallsP/C

Nov 2019d7,014+2%8,531+21%0.82

Dec 1847d1,425+95%1,534+10%0.93

Jan 1575d2,6780%4,277+5%0.63

report · Feb 23 · after close · est.

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

32.13%as filednet margin · revenue +37.50% QoQ · +78.51% YoY

Revenue

$197M+37.50% QoQ

Gross profit

$135M+62.03% QoQ

68.33% margin

Operating income

$72M+106.86% QoQ

36.60% margin

Pre-tax income

$79M+102.28% QoQ

Net income

$63M+27.21% QoQ

32.13% margin

Cost of revenue

$62M+3.66% QoQ

Operating expenses

$63M+29.62% QoQ

SG&A $39M

R&D $24M

Tax

$15M+241.77% QoQ

Other income

$7M+62.79% QoQ

Revenue$197M+37.50%

Gross profit

$135M+62.03%

68.33% margin

Operating income

$72M+106.86%

36.60% margin

Pre-tax income

$79M+102.28%

Net income

$63M+27.21%

32.13% margin

Cost of revenue

$62M+3.66%

Operating expenses

$63M+29.62%

SG&A $39M

R&D $24M

Other income$7M+62.79%

Tax$15M+241.77%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

NFP ×1.84· ±5.9% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%5 of 10×1.84

PCEpersonal income & outlays±4.7%11 of 19×1.47

GDPgross domestic product±4.5%12 of 19×1.41

CPIconsumer prices±4.1%6 of 10×1.29

PPIproducer prices±3.8%5 of 10×1.20

FOMCrate decision±2.2%14 of 24×0.69

CPROFcorporate profits±2.1%7 of 12×0.66

Bar = avg |move| to ±6% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS 1.33 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 20 '26 · confirmed	1.33	—
Q2 FY26	Jul 21 '26 · confirmed	1.04	—
Q1 FY26	Apr 21 '26 · confirmed	0.44	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod