Mobileye Options Market Prices in 9.1% Post-Earnings Stock Move

Options traders are pricing in a potential 9.1% move in either direction for Mobileye Global Inc. (MBLY) shares following the company's upcoming earnings release on July 23, according to options data compiled by Bloomberg.

The autonomous driving technology company is scheduled to report its financial results before the market opens, and the implied move reflects market expectations for significant volatility based on the report's contents and the company's forward guidance.

Historical Performance vs. Expectations

An analysis of the past eight earnings reports shows a mixed record of the stock's actual price change compared to the move implied by the options market. Mobileye's stock has exceeded the options-implied volatility in three of the last eight earnings announcements, according to the Bloomberg data.

Recent performance highlights this variability:

Ad

• April 2026: The stock moved 12.7%, surpassing the 10.2% implied move.
• January 2026: Shares moved just 3.9%, significantly underperforming the 7.8% expected move.
• October 2025: The stock's 8.1% move was nearly in line with the 8.2% implied volatility.

Context for Investors

The implied move is a measure of expected volatility, not a prediction of the stock's direction. It is derived from the price of at-the-money straddles or strangles, which are options strategies used by traders to bet on price movement.

The largest recent deviation occurred in August 2024, when the stock fell 27% on a much smaller implied move of 5%. Investors will be closely watching whether Mobileye's upcoming results and outlook can deliver the catalyst needed to meet or exceed the market's heightened volatility expectations.