Wolfspeed, Inc. · Brief

Next report

2 days

Nov 2 · after closeest.Q1 FY27

Expected move

±12.3%implied · report alone

19.2824.68

straddle ±13.5%

spot 21.98exp Nov 6ATM strike 22ATM straddle 3.50IV 143%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Aug 19 '26±18.0%▼−9.42%×0.52

quarterimplied−20%0+20%realized×

Aug '26±18.0%▼−9.42%×0.52

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

Nov 2 report · est.

Bull2

4disclosed supplier and customer ties in SEC filingsSEC filings

277managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear1

3 of 21of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

WOLF report session

No linked exposure.

Oct 21impliedImplied move: ±10.1% into Oct 28 earnings (Oct 21 close).Source

Oct 19impliedImplied move: ±17.4% into Nov 2 earnings (Oct 19 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.