What move does the options market price into Terrestrial Energy's report?

Implied ±10.1%, either direction.

IMSRNasdaqFabricated Plate Work (Boiler Shops)

Terrestrial Energy Inc. (IMSR) earnings date, market-implied expected move, and options open interest by expiry

2.81

−0.05 · −1.60%

Regular session15:57 ET

Open2.89Volume1.3MMkt cap$303.0M

Day2.68 – 2.9159%52-wk2.70 – 16.001%

IMSR

Terrestrial Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.1%implied · report alone

2.573.15

straddle ±19.3%

spot 2.86exp Nov 20ATM strike 2.5ATM straddle 0.65IV 125%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

in 12 days

est.Q3 FY26

Calendar

Next report

Last report

+4.04%

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+21.78%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

111 managers

Top fund weight

0.00%

IMSR weight · VTI

N-PORTJun 30 '26

1 fund

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

Terrestrial Energy (IMSR) is expected to report on Nov 16 (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 11 '26confirmed—▲+4.04%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+4.04%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 19 close

0.25OI · 4 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

2,1850%Nov 2016d8,8210%

1,3960%Dec 1844d0.216,680+1%0.21

1,1620%Jan 1572d0.1011,8600%0.10

412+1%Feb 19107d1.273250%1.27

ExpiryPutsCallsP/C

Nov 2016d2,1850%8,8210%0.25

Dec 1844d1,3960%6,680+1%0.21

Jan 1572d1,1620%11,8600%0.10

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

Positioning

Linked exposure

scenario · straddle±19.3%

Funds 1

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

PCE ×1.55· ±7.9% vs ±5.1% · 10 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±7.9%3 of 10×1.55

GDPgross domestic product±7.1%3 of 10×1.40

CPROFcorporate profits±6.0%2 of 7×1.19

NFPjobs report±5.2%3 of 10×1.03

PPIproducer prices±4.0%3 of 10×0.78

CPIconsumer prices±3.4%5 of 10×0.68

FOMCrate decision±2.8%1 of 7×0.54

Bar = avg |move| to ±8% · tick = ±5.1% avg day · ×base = |move| ÷ ±5.1% · min 6 releases

Earnings history

EPS — · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	—	—
Q1 FY26	—	—	—
Q3 FY25	—	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod