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

Implied ±7.9%, either direction.

IMSRNasdaqFabricated Plate Work (Boiler Shops)

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

2.79

+0.22 · +8.76%

Regular session14:20 ET

Open2.62Volume2.0MMkt cap$304.0M

Day2.58 – 2.79100%52-wk2.64 – 16.001%

IMSR

Terrestrial Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · report alone

2.362.77

straddle ±16.6%

spot 2.57exp Nov 20ATM strike 2.5ATM straddle 0.50IV 122%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

in 10 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 '26129d 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 · Nov 4 close

0.29OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

2,7630%Nov 2014d9,5430%

1,6230%Dec 1842d0.227,3050%0.22

1,1630%Jan 1570d0.0814,5780%0.08

4080%Feb 19105d1.213370%1.21

ExpiryPutsCallsP/C

Nov 2014d2,7630%9,5430%0.29

Dec 1842d1,6230%7,3050%0.22

Jan 1570d1,1630%14,5780%0.08

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

Positioning

Linked exposure

scenario · straddle±16.6%

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 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 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