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

Implied ±11.5%, either direction.

NBISNasdaqServices-Computer Programming, Data Processing, Etc.

Nebius Group N.V. (NBIS) earnings date, market-implied expected move, and options open interest by expiry

141.48

pre 138.00 −2.49%

Pre-market05:19 ETdelayed

Open135.77Volume23.0MMkt cap$35.8BP/E405.88EPS0.34

Day135.77 – 138.3387%52-wk73.52 – 299.8628%

NBIS

Nebius Group N.V.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.5%implied · report alone

8Q avg ±15.5%·×0.74·cheap

125.22157.82

straddle ±15.3%

spot 141.52exp Nov 13ATM strike 142ATM straddle 25.50IV 143%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

before open · in 6 days

est.

Calendar

Next report

Last report

+34.14%

vs ±11.1% implied · ×3.07

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Linked news

13hUBER · customerUber posts Q3 revenue $14,766 million, net income $569 million, diluted EPS $0.25
13hMSFT · customerMicrosoft announces change to director slate for Annual Shareholders Meeting
16hMETA · customerWatch out for Big Tech companies like Meta and Alphabet issuing more shares and diluting your stock ownership

News

Largest filed tie

13F top-10 QoQ

+73.38%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

1,086 managers

Top fund weight

0.40%

NBIS weight · IGPT

N-PORTJul 31 '26

3 funds

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

Nebius (NBIS) is expected to report on Nov 11 before open (estimated date).

Implied vs realized

5 reports

—≥ implied

Aug 7 '25Aug 7 '25confirmed—▲+18.55%—

Nov 12 '25Nov 12 '25confirmed—▼−7.69%—

Feb 12 '26Feb 12 '26confirmed—▲+1.26%—

May 13 '26May 13 '26confirmed—▲+15.72%—

Aug 12 '26Aug 12 '26confirmed±11.1%▲+34.14%×3.07

quarterimplied−35%0+35%realized×

Aug '26±11.1%▲+34.14%×3.07

May '26—+15.72%

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.96OI · 10 expiries · Oct 30 closeP/C open interest · Nov 13 · first expiry after the report

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

35,505+114%Nov 61d0.6852,396+78%0.68

report · Nov 11 · before open · est.

20,141+31%Nov 138d21,073+80%

106,787+88%Nov 2015d1.1592,740+66%1.15

9,632+41%Nov 2722d1.039,326+84%1.03

6 later expiries

67—Dec 1136d1.2952—1.29

59,046+2%Dec 1843d1.11

ExpiryPutsCallsP/C

Nov 61d35,505+114%52,396+78%0.68

report · Nov 11 · before open · est.

Nov 138d20,141+31%21,073+80%0.96

Nov 2015d106,787+88%

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

Positioning

Linked exposure

scenario · straddle±15.3%

Funds 3

IGPT±0.1%

QQQ±0.0%

VT±0.0%

Suppliers 1

NVDA±2.9%×0.19

Dashed = straddle · × = co-movement · max 501dMethod 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 · 05:15 ET

Intraday

Event sensitivity

CPI ×1.73· ±8.9% vs ±5.2% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±8.9%5 of 11×1.73

Nebius Group N.V. (NBIS) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Nebius Group N.V. (NBIS) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Positioning

Event sensitivity

Earnings history

Methodology

Revenue flow

Intraday

Linked exposure