What move does the options market price into Niocorp Developments's report?

Implied ±25.0%, either direction · provisional.

How often does Niocorp Developments move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

NBNasdaqMetal Mining

Niocorp Developments Ltd (NB) earnings date, market-implied expected move, and options open interest by expiry

2.97

−0.01 · −0.34%

post 2.97 0.00%

After hours16:00 ETdelayed

Open3.01Volume2.2MMkt cap$349.3MEPS-0.41

Day2.90 – 3.1528%52-wk2.81 – 8.183%

Niocorp Developments Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±25.0%implied · straddle

2.233.72

spot 2.98exp Jan 15ATM strike 2.5ATM straddle 0.88IV 82%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Jan 11

before open · in 68 days

est.Q1 FY27

Calendar

Next report

Last report

−2.40%

vs ±8.8% implied · ×0.27

shaded = implied · ▲▼ = realized

Oct 16 '26 · confirmed

Implied vs realized

Linked news

76dFIGS · customerFIGS (FIGS) Slipped Despite Reporting Strong Quarter

News

Largest filed tie

13F top-10 QoQ

+0.65%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

211 managers

Top fund weight

0.02%

NB weight · IWM

N-PORTJun 30 '26

2 funds

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

Niocorp Developments (NB) is expected to report on Jan 11 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±24.1%
avg realized: ±6.1%

Aug 27 '24Aug 27 '24confirmed±33.8%▼−2.75%×0.08

Nov 8 '24Nov 8 '24confirmed—▲+4.26%—

Jan 10 '25Jan 10 '25confirmed±53.1%▼−0.64%×0.01

Apr 11 '25Apr 11 '25confirmed±23.6%▲+18.45%×0.78

Jul 15 '25Jul 15 '25confirmed±20.0%▼−5.90%×0.30

Oct 14 '25Oct 14 '25confirmed±17.7%▲+3.09%×0.17

Q2 FY26Jan 12 '26confirmed±11.7%▲+9.52%×0.82

Oct 16 '26Oct 16 '26confirmed±8.8%▼−2.40%×0.27

quarterimplied−55%0+55%realized×

Oct '26±8.8%▼−2.40%×0.27

Q2 FY26±11.7%

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

Implied vs realized

Positioning

OI · 6 expiries · Oct 20 close

0.36OI · 6 expiries · Oct 20 closeP/C open interest · Jan 15 · first expiry after the report

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

2 nearer expiries

185+18%Nov 62d0.053,6000%0.05

168+15%Nov 139d0.121,349+4%0.12

7710%Nov 2016d0.098,658+1%0.09

0—Nov 2723d0.00170+55%0.00

ExpiryPutsCallsP/C

2 nearer expiries

Nov 62d185+18%3,6000%0.05

Nov 139d168+15%1,349+4%0.12

Nov 2016d7710%8,658

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

Positioning

Linked exposure

scenario · straddle±25.0%

Funds 2

IWM±0.0%

UWM±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 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

GDP ×1.21· ±5.2% vs ±4.3% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.2%10 of 19×1.21

PPIproducer prices±4.8%2 of 10×1.11

CPROFcorporate profits±4.7%8 of 12×1.10

PCEpersonal income & outlays±4.7%10 of 19×1.09

CPIconsumer prices±3.3%4 of 10×0.77

NFPjobs report±3.2%4 of 10×0.73

FOMCrate decision±2.4%6 of 24×0.56

Bar = avg |move| to ±6% · tick = ±4.3% avg day · ×base = |move| ÷ ±4.3% · min 6 releases

Earnings history

EPS 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	—	0.11	—
Q3 FY26	—	0.01	—
Q2 FY26	Jan 12 '26 · confirmed	0.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod