Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

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Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/toyota-motor-corp" target="_blank" data-smartkarma-citation="entities:73:1" rel="noopener">Toyota Motor (7203 JP)</a> reports FY2026 3Q results on 6 Feb 2026; options markets price elevated earnings-day volatility.</li>
<li>
Highlight: Options imply a ±6.1% earnings move vs. historical ±2.4%. Japan-listed options are priced materially richer than US-listed <a href="https://www.smartkarma.com/entities/toyota-motor-corp-spon-adr" target="_blank" data-smartkarma-citation="entities:8245:1" rel="noopener">Toyota Motor ADR (TM US)</a> counterparts.</li>
<li>
Why Read: A concise read-through of Toyota’s earnings-day price history, volatility regime, and options positioning ahead of the announcement.</li>
</ul>



Toyota Motor (7203 JP) reports FY2026 3Q results on 6 Feb 2026; options markets price elevated earnings-day volatility.

Highlight: Options imply a ±6.1% earnings move vs. historical ±2.4%. Japan-listed options are priced materially richer than US-listed Toyota Motor ADR (TM US) counterparts.

Why Read: A concise read-through of Toyota’s earnings-day price history, volatility regime, and options positioning ahead of the announcement.


Toyota Motor (7203 JP // TM US): Options Price a Big Earnings Move on Feb 6