KLA Corporation (KLAC)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:38 UTC · Figures derived from the full chain (2,324 contracts, 13 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.5% (range 141.16–192.86) by Nov 20, 2026. ATM straddle: 25.85 @ strike 168 · ATM IV: 62.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 150.31 | -10% | 68.3% | 31.7% |
| 158.66 | -5% | 57.3% | 42.7% |
| 167.01 | +0% | 46.3% | 53.7% |
| 175.36 | +5% | 36.1% | 63.9% |
| 183.71 | +10% | 27.2% | 72.8% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±7.0% | 62.7% | 16.8K |
| Oct 30, 2026 | 11 | ±10.8% | 69.0% | 7,600 |
| Nov 06, 2026 | 18 | ±12.8% | 67.6% | 3,033 |
| Nov 13, 2026 | 25 | ±14.0% | 63.7% | 632 |
| Nov 20, 2026 | 32 | ±15.5% | 62.6% | 64.7K |
| Nov 27, 2026 | 39 | ±15.1% | 56.6% | 423 |
| Dec 18, 2026 | 60 | ±18.6% | 56.3% | 40.3K |
| Jan 15, 2027 | 88 | ±21.8% | 54.9% | 103.8K |
| Mar 19, 2027 | 151 | ±28.8% | 56.2% | 38.2K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 224 P · 20.1K154 P · 4,704210 C · 4,555180 P · 2,978200 C · 2,810
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.2% of the time.
Past earnings reactions
Avg |reaction| 5.2% · median 4.2% (20 reports). Two-session close-to-close window; definition
About KLA Corporation
KLA Corporation specializes in creating, manufacturing, and distributing advanced solutions vital for process control, process optimization, and yield enhancement throughout the global semiconductor and broader electronics industries. The company organizes its business into four main segments: Semiconductor Process Control, Specialty Semiconductor Process, PCB, Display and Component Inspection, and an 'Other' category. For integrated circuit (IC) fabrication, KLA offers a comprehensive range of products. These include systems for wafer inspection, review, and metrology; defect inspection and metrology for both wafers/substrates and reticles; chemical and materials quality analysis tools; and real-time process management and wafer handling diagnostics essential for IC and original equipment manufacturer (OEM) production. Furthermore, the company develops software for live process control, defect excursion identification, process corrections, and defect classification. KLA also supplies refurbished and remanufactured equipment. Beyond IC manufacturing, KLA supports specialty semiconductor production. This includes benchtop metrology, surface characterization, and electrical property
Technology · Semiconductors · NASDAQ · Profile: Financial Modeling Prep
Related securities · Technology
NVDA · IV 37.9%AAPL · IV 27.2%MU · IV 49.8%ORCL · IV 60.3%AMD · IV 57.5%INTC · IV 64.8%