How often does Niagen Bioscience move more than the options market prices?

1 of the last 6 reports moved at least as far as the implied move.

NAGENasdaqMedicinal Chemicals & Botanical Products

Niagen Bioscience, Inc. (NAGE) earnings date, market-implied expected move, and options open interest by expiry

2.53

+0.17 · +7.20%

post 2.37 −6.32%

Closed17:32 ET

Open2.50Volume674,206Mkt cap$199.4MP/E12.47EPS0.19

Day2.26 – 2.5834%52-wk2.31 – 7.951%

NAGE

Niagen Bioscience, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 3

after close · in 119 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 3 close

Implied vs realized

Largest filed tie

12.50%

of NAGE revenue · A.S. Watson Group

customerNAGE 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−4.40%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

137 managers

Top fund weight

0.01%

NAGE weight · IWM

N-PORTJun 30 '26

3 funds

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

Niagen Bioscience (NAGE) is expected to report on Mar 3 after close (estimated date).

Implied vs realized

8 reports

1 of 6≥ implied

avg implied: ±22.6%
avg realized: ±7.7%

Oct 31 '24Oct 31 '24confirmed—▲+67.91%—

Mar 4 '25Mar 4 '25confirmed—▲+52.68%—

May 7 '25May 7 '25confirmed±17.7%▲+9.35%×0.53

Aug 6 '25Aug 6 '25confirmed±16.7%▲+2.23%×0.13

Nov 4 '25Nov 4 '25confirmed±36.6%▼−1.01%×0.03

Q1 FY26Mar 4 '26confirmed±22.3%▲+3.24%×0.15

May 6 '26May 6 '26confirmed±14.9%▼−15.69%×1.05

Q2 FY26Aug 4 '26confirmed±27.5%▼−14.70%×0.53

quarterimplied−70%0+70%realized×

Q2 FY26±27.5%▼−14.70%×0.53

May '26±14.9%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.11OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · nearest expiry

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

3600%Nov 2016d3,1580%

150%Feb 19107d0.02703+1%0.02

ExpiryPutsCallsP/C

Nov 2016d3600%3,1580%0.11

Feb 19107d150%703+1%0.02

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 filedQ2 FY26

3.23%as filednet margin · revenue −5.37% QoQ · −4.28% YoY

Revenue

$30M−5.37% QoQ

Gross profit

$19M−3.31% QoQ

64.84% margin

Operating income

$700,000−55.58% QoQ

2.35% margin

Pre-tax income

$1M−84.13% QoQ

Net income

$963,000−84.76% QoQ

3.23% margin

Cost of revenue

$10M−8.93% QoQ

Operating expenses

$19M+1.16% QoQ

Marketing $10M

SG&A $7M

R&D $2M

Tax

$106,000−74.58% QoQ

Other income

$369,000−92.85% QoQ

Revenue$30M−5.37%

Gross profit

$19M−3.31%

64.84% margin

Operating income

$700,000−55.58%

2.35% margin

Pre-tax income

$1M−84.13%

Net income

$963,000−84.76%

3.23% margin

Cost of revenue

$10M−8.93%

Operating expenses

$19M+1.16%

Marketing $10M

SG&A $7M

R&D $2M

Other income$369,000−92.85%

Tax$106,000−74.58%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

FOMC ×0.83· ±2.5% vs ±3.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.5%7 of 24×0.83

CPIconsumer prices±2.3%5 of 11×0.76

PCEpersonal income & outlays±2.3%9 of 20×0.76

PPIproducer prices±2.1%3 of 11×0.71

CPROFcorporate profits±1.9%5 of 12×0.63

GDPgross domestic product±1.7%7 of 20×0.57

NFPjobs report±1.6%4 of 10×0.52

Bar = avg |move| to ±3% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS 0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.01	—
Q1 FY26	Mar 4 '26 · confirmed	0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod