CNR

Core Natural Resources, Inc.

81.09^post−$0.05 (−0.06%)at close +$0.00 (+0.00%)

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as of 19:59:55 UTCnext report Aug 6 · tomorrow

Earnings Room‹ back to CNR

The report

fiscal Q2 2026 · from the company's notice

Aug 6before open1day out

Expected movement

market-implied · at the Aug 4 close

±6.0%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.

The full straddle prices ±8.4% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 41% annualized.

expiry Aug 21 · first after the reportATM strike 80straddle 8.05ATM IV 58% vs 48% at Sep 18× 0.85 straddle-to-rangespot 81.09

Blast radius

who else moves

No funds hold this name and no filing names it as a supplier or customer, so there is nothing for a move to travel along yet.

Positioning

3 expiries · as of the Aug 4 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI

Expiry

OICallsOI Δ

▲ +0%

2.7k

Aug 21

17d

3.0k

▼ −3%

▼ −0%

1.2k

Sep 18

45d

1.9k

▲ +0%

6.0k

Dec 18

136d

7.9k

▼ −0%

The record

expected in pale · actual in full color

2/6reports moved further than the options market had pricedtypically ±5.4% realized vs ±7.6% priced

May 7 '26±7.7%→+0.9%×0.12

Feb 12 '26±7.1%→−2.8%×0.40

Nov 6 '25±9.2%→+11.4%×1.25

Aug 5 '25±8.7%→+2.1%×0.24

May 8 '25±6.3%→−9.9%×1.57

Feb 20 '25±6.5%→+5.4%×0.82

Nov 5 '24+5.1%

Aug 8 '24+4.5%

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q1 FY26 · reported 0.41 · rev $1.1B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.