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

Implied ±12.3%, either direction.

WOLFNYSESemiconductors & Related Devices

Wolfspeed, Inc. (WOLF) earnings date, market-implied expected move, and options open interest by expiry

22.00

−2.95 · −11.84%

post 22.07 +0.34%

Closed19:20 ET

Open23.33Volume4.6MMkt cap$1.2BEPS-17.37

Day20.95 – 23.4046%52-wk13.49 – 80.8213%

WOLF

Wolfspeed, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±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

Inputs

Next report

Nov 2

after close · in 3 days

est.Q1 FY27

Calendar

Next report

Last report

−9.42%

vs ±18.0% implied · ×0.52

shaded = implied · ▲▼ = realized

Aug 19 '26 · confirmed

Implied vs realized

Linked news

1dBWA · customerBorgwarner posts Q3 net earnings of $221 million, nine-month net $740 million

News

Largest filed tie

13F top-10 QoQ

+66.17%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

277 managers

Top fund weight

0.04%

WOLF weight · IWM

N-PORTJun 30 '26

3 funds

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

Wolfspeed (WOLF) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Aug 19 '26Aug 19 '26confirmed±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

Implied vs realized

Positioning

OI · 9 expiries · Oct 29 close

0.65OI · 9 expiries · Oct 29 closeP/C open interest · Nov 6 · first expiry after the report

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

1,418+50%Nov 67d2,181+11%

4030%Nov 1314d0.77526+17%0.77

4,288+2%Nov 2021d0.597,282+5%0.59

144+4700%Nov 2728d1.9275+582%1.92

21+600%Dec 435d0.7528+33%0.75

4 later expiries

27,2260%Dec 1849d0.8034,194−3%0.80

14,676+8%Jan 1577d0.15

ExpiryPutsCallsP/C

Nov 67d1,418+50%2,181+11%0.65

Nov 1314d4030%526+17%0.77

Nov 2021d4,288+2%7,282+5%0.59

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

Positioning

Linked exposure

scenario · straddle±13.5%

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 filedQ3 FY26

−79.83%as filednet margin · revenue −10.86% QoQ · −18.99% YoY

Revenue$150M−10.86%

Gross profit−$40M−26.63%+48.91%

Operating income−$114M−76.10%+27.84%

Pre-tax income−$120M+19.54%

Net income−$120M−79.83%+20.39%

Cost of revenue$190M−22.93%

Operating expenses$74M−7.24%

Tax−$300,000−125.00%

Other expense−$6M−165.56%

Source: SEC filings · standardized · QE Mar 29 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

NFP ×1.14· ±9.8% vs ±8.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±9.8%6 of 10×1.14

PCEpersonal income & outlays±9.4%8 of 19×1.10

FOMCrate decision±7.4%9 of 24×0.86

CPROFcorporate profits±7.1%4 of 12×0.83

CPIconsumer prices±7.1%8 of 11×0.82

GDPgross domestic product±5.9%7 of 19×0.69

PPIproducer prices±5.5%4 of 11×0.64

Bar = avg |move| to ±10% · tick = ±8.6% avg day · ×base = |move| ÷ ±8.6% · min 6 releases

Earnings history

EPS -3.05 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-3.05	—
Q2 FY26	—	-5.78	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod