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

104.70

+15.67 · +17.61%

post 104.70 0.00%

After hours16:00 ETdelayed

Open91.86Volume1.5MMkt cap$1.8BP/E27.70EPS3.78

Day91.00 – 106.1191%52-wk84.86 – 345.608%

LEU

Centrus Energy Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

after close · in 95 days

est.Q4 FY26

Calendar

Next report

Last report

−3.83%

vs ±15.5% implied · ×0.25

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+12.43%

shares held · 10 largest managers

13F · Jun 30 '26129d 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 Feb 9 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±14.5%
avg realized: ±15.1%

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

Q3 FY26Nov 4 '26confirmed±15.5%▼−3.83%×0.25

quarterimplied−35%0+35%realized×

Q3 FY26±15.5%▼−3.83%×0.25

Q2 FY26±14.9%

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

2.56OI · 4 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

3,793+1%Nov 2014d1.103,450+2%1.10

4,598−1%Dec 1842d0.706,563+1%0.70

5,154−6%Jan 1570d0.539,6980%0.53

report · Feb 9 · after close · est.

2,907+1%Apr 16161d1,1350%

ExpiryPutsCallsP/C

Nov 2014d3,793+1%3,450+2%1.10

Dec 1842d4,598−1%6,563+1%0.70

Jan 1570d5,154−6%9,6980%0.53

report · Feb 9 · after close · est.

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

as filedQ3 FY26

56.94%as filednet margin · revenue −68.48% QoQ · −25.90% YoY

Revenue$56M−68.48%

Gross profit−$11M−19.10%−121.24%

Operating income−$30M−53.51%−385.58%

Pre-tax income$29M+32.87%

Net income$32M56.94%+88.10%

Cost of revenue$66M−47.62%

Operating expenses$19M−51.65%

Tax−$3M−160.42%

Other income$58M+421.43%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.51· ±6.0% vs ±4.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.0%6 of 10×1.51

CPIconsumer prices±4.9%4 of 11×1.23

PPIproducer prices±4.6%5 of 11×1.17

GDPgross domestic product±3.7%8 of 20×0.94

CPROFcorporate profits±3.4%4 of 12×0.86

PCEpersonal income & outlays±3.4%6 of 20×0.85

FOMCrate decision±3.2%13 of 24×0.81

Bar = avg |move| to ±6% · tick = ±4.0% avg day · ×base = |move| ÷ ±4.0% · min 6 releases

Earnings history

EPS 1.41 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 4 '26 · confirmed	1.41	—
Q2 FY26	Aug 5 '26 · confirmed	0.77	—
Q1 FY26	May 5 '26 · confirmed	0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod