What move does the options market price into Valens Semiconductor's report?

Implied ±16.9%, either direction.

VLNNYSEManufacturing

Valens Semiconductor Ltd. (VLN) earnings date, market-implied expected move, and options open interest by expiry

1.50

Closed16:58 ET

Open1.60Volume497,642Mkt cap$155.6MEPS-0.31

Day1.48 – 1.6021%52-wk1.10 – 3.7116%

VLN

Valens Semiconductor Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.9%implied · straddle

1.251.77

spot 1.51exp Nov 20ATM strike 1.5ATM straddle 0.30IV 104%

Oct 30 close

Expected move

Inputs

Next report

Nov 11

before open · in 11 days

confirmed

Calendar

Next report

Last report

—

Linked news

16dTSM · supplierTSMC chip capacity is ‘fierce’ battleground for AI customers, amid record quarter

News

Largest filed tie

13F top-10 QoQ

+14.75%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

55 managers

Top fund weight

—

Valens Semiconductor (VLN) reports on Nov 11 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 23 close

0.23OI · 2 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

4,902+18%Nov 2020d20,9710%

379−20%Feb 19111d0.271,388−1%0.27

ExpiryPutsCallsP/C

Nov 2020d4,902+18%20,9710%0.23

Feb 19111d379−20%1,388−1%0.27

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:45 ET

Intraday

Event sensitivity

NFP ×3.96· ±13.0% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±13.0%5 of 10×3.96

PPIproducer prices±5.4%5 of 11×1.65

PCEpersonal income & outlays±5.0%8 of 20×1.53

GDPgross domestic product±5.0%10 of 20×1.52

CPROFcorporate profits±3.7%7 of 12×1.13

FOMCrate decision±3.6%4 of 25×1.11

CPIconsumer prices±2.8%6 of 11×0.84

Bar = avg |move| to ±13% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod