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

Implied ±14.2%, either direction · provisional.

How often does Nabors Industries move more than the options market prices?

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

NBRNYSEDrilling Oil & Gas Wells

Nabors Industries Ltd (NBR) earnings date, market-implied expected move, and options open interest by expiry

82.00

−2.68 · −3.16%

post 82.00 0.00%

After hours16:00 ETdelayed

Open85.14Volume330,130Mkt cap$1.4BP/E5.28EPS15.53

Day81.84 – 85.145%52-wk44.04 – 112.9055%

NBR

Nabors Industries Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.2%implied · straddle

69.6692.78

spot 81.22exp Jan 15ATM strike 80ATM straddle 13.60IV 47%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 14

after close · in 72 days

est.Q4 FY26

Calendar

Next report

Last report

+10.51%

vs ±11.5% implied · ×0.91

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

30.00%

of NBR revenue · Saudi Aramco

customerNBR 10-K

Largest filed tie

13F top-10 QoQ

+3.85%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

245 managers

Top fund weight

0.04%

NBR weight · IWM

N-PORTJun 30 '26

3 funds

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

Nabors Industries (NBR) is expected to report on Jan 14 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±11.0%
avg realized: ±7.0%

Apr 29 '25Apr 29 '25confirmed±14.9%▼−7.00%×0.47

Jul 29 '25Jul 29 '25confirmed±12.8%▲+2.21%×0.17

Oct 28 '25Oct 28 '25confirmed±13.3%▲+10.20%×0.77

Jan 15 '26Jan 15 '26confirmed±5.6%▲+0.29%×0.05

Feb 11 '26Feb 11 '26confirmed±7.6%▼−9.88%×1.30

Q1 FY26Apr 28 '26confirmed±10.6%▲+11.28%×1.07

Q2 FY26Jul 28 '26confirmed±11.9%▲+4.79%×0.40

Oct 27 '26Oct 27 '26confirmed±11.5%▲+10.51%×0.91

quarterimplied−15%0+15%realized×

Oct '26±11.5%▲+10.51%×0.91

Q2 FY26±11.9%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

2.17OI · 4 expiries · Oct 26 closeP/C open interest · Jan 15 · first expiry after the report

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

45+10%Nov 2017d0.22206+1%0.22

3200%Dec 1845d106.673+200%106.67

report · Jan 14 · after close · est.

7,0160%Jan 1573d3,2260%

4620%Apr 16164d13.20350%13.20

ExpiryPutsCallsP/C

Nov 2017d45+10%206+1%0.22

Dec 1845d3200%3+200%106.67

report · Jan 14 · after close · est.

Jan 1573d7,0160%

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

Positioning

Linked exposure

scenario · straddle±14.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−0.19%as filednet margin · revenue +3.88% QoQ · −2.62% YoY

Revenue$817M+3.88%

Gross profit$817M100.00%+3.88%

Operating income$15M1.82%−29.62%

Pre-tax income$15M−29.62%

Net income−$2M−0.19%−135.73%

Cost of revenue$0—

Operating expenses$802M+4.80%

Tax$16M−2.84%

Other income$0—

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

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

FOMC ×1.13· ±3.3% vs ±2.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.3%9 of 24×1.13

CPIconsumer prices±2.6%6 of 10×0.90

NFPjobs report±2.4%4 of 10×0.83

PCEpersonal income & outlays±2.4%10 of 19×0.82

GDPgross domestic product±2.3%10 of 19×0.78

CPROFcorporate profits±2.0%6 of 12×0.67

PPIproducer prices±1.5%4 of 10×0.52

Bar = avg |move| to ±4% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -2.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	-2.04	—
Q1 FY26	Apr 28 '26 · confirmed	-1.54	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod