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

Implied ±15.0%, either direction.

How often does Centrus Energy move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

LEUNYSEMining & Quarrying of Nonmetallic Minerals (No Fuels)

Centrus Energy Corp (LEU) earnings date, market-implied expected move, and options open interest by expiry

92.31

−3.36 · −3.51%

Regular session15:51 ET

Open94.66Volume668,388Mkt cap$1.9BP/E37.53EPS2.46

Day89.50 – 97.2436%52-wk94.43 – 345.600%

LEU

Centrus Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.0%implied · straddle

81.30110.04

spot 95.67exp Nov 20ATM strike 95ATM straddle 16.90IV 102%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−5.12%

vs ±14.9% implied · ×0.34

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+12.43%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

385 managers

Top fund weight

0.10%

LEU weight · IWM

N-PORTJun 30 '26

3 funds

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

Centrus Energy (LEU) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.7%
avg realized: ±16.1%

Oct 28 '24Oct 28 '24confirmed±17.1%▲+11.79%×0.69

Feb 6 '25Feb 6 '25confirmed±13.1%▲+33.13%×2.54

May 7 '25May 7 '25confirmed±13.9%▲+22.01%×1.59

Aug 5 '25Aug 5 '25confirmed±13.7%▲+8.70%×0.64

Nov 5 '25Nov 5 '25confirmed±17.8%▼−14.72%×0.83

Feb 10 '26Feb 10 '26confirmed±14.1%▼−20.69%×1.47

Q1 FY26May 5 '26confirmed±13.4%▲+12.27%×0.92

Q2 FY26Aug 5 '26confirmed±14.9%▼−5.12%×0.34

quarterimplied−35%0+35%realized×

Q2 FY26±14.9%▼−5.12%×0.34

Q1 FY26±13.4%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

1.11OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

3,766−1%Nov 2016d3,3820%

4,648+1%Dec 1844d0.716,5150%0.71

5,461+1%Jan 1572d0.569,678+1%0.56

2,884−1%Apr 16163d2.541,136−1%2.54

ExpiryPutsCallsP/C

Nov 2016d3,766−1%3,3820%1.11

Dec 1844d4,648+1%6,5150%0.71

Jan 1572d5,461+1%9,678+1%0.56

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

Positioning

Linked exposure

scenario · straddle±15.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

9.54%as filednet margin · revenue +129.60% QoQ · +13.98% YoY

Revenue

$176M+129.60% QoQ

Gross profit

$50M+58.41% QoQ

28.34% margin

Operating income

$10M+1200.00% QoQ

5.91% margin

Pre-tax income

$22M+72.80% QoQ

Net income

$17M+68.00% QoQ

9.54% margin

Cost of revenue

$126M+179.20% QoQ

Operating expenses

$40M+28.66% QoQ

SG&A $26M

R&D $11M

Other operating $3M

Tax

$5M+92.00% QoQ

Other income

$11M−4.27% QoQ

Revenue$176M+129.60%

Gross profit

$50M+58.41%

28.34% margin

Operating income

$10M+1200.00%

5.91% margin

Pre-tax income

$22M+72.80%

Net income

$17M+68.00%

9.54% margin

Cost of revenue

$126M+179.20%

Operating expenses

$40M+28.66%

SG&A $26M

R&D $11M

Other operating $3M

Other income$11M−4.27%

Tax$5M+92.00%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

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

NFP ×1.53· ±6.0% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.0%6 of 10×1.53

PPIproducer prices±4.5%4 of 10×1.15

CPIconsumer prices±4.3%4 of 10×1.10

GDPgross domestic product±3.9%8 of 19×0.99

PCEpersonal income & outlays±3.5%6 of 19×0.89

CPROFcorporate profits±3.4%4 of 12×0.88

FOMCrate decision±3.2%12 of 24×0.81

Bar = avg |move| to ±6% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS 0.77 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.77	—
Q1 FY26	May 5 '26 · confirmed	0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod