CANNasdaqManufacturing

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

0.20

Closed19:49 ET

Open0.22Volume9.8MMkt cap$143.6M

Day0.19 – 0.2232%52-wk0.15 – 1.484%

CAN

Canaan Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 17

before open · in 16 days

est.

Calendar

Next report

Last report

−10.22%

vs ±36.4% implied · ×0.28

shaded = implied · ▲▼ = realized

Sep 8 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+0.34%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

77 managers

Top fund weight

0.14%

CAN weight · BCOR

N-PORTJun 30 '26

1 fund

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

Canaan (CAN) is expected to report on Nov 17 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Sep 8 '26Sep 8 '26confirmed±36.4%▼−10.22%×0.28

quarterimplied−40%0+40%realized×

Sep '26±36.4%▼−10.22%×0.28

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.01OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

53−7%Nov 2019d3,839+2%

6,9330%Jan 1575d0.1071,776+1%0.10

120%Apr 16166d0.002,532+11%0.00

ExpiryPutsCallsP/C

Nov 2019d53−7%3,839+2%0.01

Jan 1575d6,9330%71,776+1%0.10

Apr 16166d120%2,532+11%0.00

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

GDP ×1.01· ±5.5% vs ±5.5% · 20 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.5%6 of 20×1.01

PCEpersonal income & outlays±4.4%6 of 20×0.81

CPROFcorporate profits±4.2%3 of 12×0.77

CPIconsumer prices±4.0%5 of 11×0.73

NFPjobs report±3.8%3 of 10×0.69

FOMCrate decision±3.7%6 of 24×0.68

PPIproducer prices±3.0%7 of 11×0.54

Bar = avg |move| to ±6% · tick = ±5.5% avg day · ×base = |move| ÷ ±5.5% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod