What move does the options market price into N-able's report?

Implied ±11.8%, either direction.

How often does N-able move more than the options market prices?

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

NABLNYSEServices-Prepackaged Software

N-able, Inc. (NABL) earnings date, market-implied expected move, and options open interest by expiry

5.04

−0.02 · −0.40%

post 5.04 0.00%

Closed16:00 ET

Open5.01Volume996,858Mkt cap$952.1MEPS-0.03

Day4.95 – 5.04100%52-wk2.92 – 8.7436%

NABL

N-able, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.8%implied · report alone

8Q avg ±12.6%·×0.94·fair

4.445.64

straddle ±14.8%

spot 5.04exp Nov 20ATM strike 5ATM straddle 0.88IV 101%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−35.67%

vs ±18.8% implied · ×1.90

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−0.77%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

197 managers

Top fund weight

0.01%

NABL weight · IWM

N-PORTJun 30 '26

4 funds

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

N-able (NABL) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±12.0%
avg realized: ±12.6%

Nov 7 '24Nov 7 '24confirmed±6.3%▼−5.97%×0.94

Mar 3 '25Mar 3 '25confirmed±7.2%▼−28.22%×3.94

May 8 '25May 8 '25confirmed±9.0%▲+5.74%×0.64

Aug 7 '25Aug 7 '25confirmed±9.0%▲+2.37%×0.26

Q3 FY25Nov 6 '25confirmed±10.9%▲+9.25%×0.85

Feb 19 '26Feb 19 '26confirmed±14.5%▼−10.90%×0.75

Q1 FY26May 7 '26confirmed±20.3%▼−3.01%×0.15

Q2 FY26Aug 10 '26confirmed±18.8%▼−35.67%×1.90

quarterimplied−40%0+40%realized×

Q2 FY26±18.8%▼−35.67%×1.90

Q1 FY26±20.3%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 19 close

0.01OI · 1 expiry · Oct 19 closeP/C open interest · Jan 15 · first expiry after the report

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

160%Jan 1573d1,6660%

ExpiryPutsCallsP/C

Jan 1573d160%1,6660%0.01

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

Positioning

Linked exposure

scenario · straddle±14.8%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

1.27%as filednet margin · revenue +3.40% QoQ · +5.90% YoY

Revenue

$138M+3.40% QoQ

Gross profit

$106M+4.20% QoQ

76.83% margin

Operating income

$16M+32.26% QoQ

11.92% margin

Pre-tax income

$8M+84.47% QoQ

Net income

$2M+386.18% QoQ

1.27% margin

Cost of revenue

$32M+0.85% QoQ

Operating expenses

$90M+0.29% QoQ

Marketing $43M

R&D $27M

SG&A $20M

Other operating $497,000

Other expense

$9M

Tax

$6M+24.17% QoQ

Revenue$138M+3.40%

Gross profit

$106M+4.20%

76.83% margin

Operating income

$16M+32.26%

11.92% margin

Pre-tax income

$8M+84.47%

Net income

$2M+386.18%

1.27% margin

Cost of revenue

$32M+0.85%

Operating expenses

$90M+0.29%

Marketing $43M

R&D $27M

SG&A $20M

Other expense

$9M

Tax$6M+24.17%

flow · deduction · 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 · 16:00 ET

Intraday

Event sensitivity

PPI ×2.15· ±4.2% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.2%6 of 10×2.15

NFPjobs report±3.0%6 of 10×1.53

CPIconsumer prices±2.5%5 of 10×1.30

FOMCrate decision±2.0%11 of 24×1.01

CPROFcorporate profits±1.6%6 of 12×0.82

GDPgross domestic product±1.4%9 of 19×0.73

PCEpersonal income & outlays±1.4%9 of 19×0.70

Bar = avg |move| to ±5% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	0.01	—
Q1 FY26	May 7 '26 · confirmed	0.00	—
Q3 FY25	Nov 6 '25 · confirmed	0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod