How often does National CineMedia move more than the options market prices?

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

NCMINasdaqServices-Advertising

National CineMedia, Inc. (NCMI) earnings date, market-implied expected move, and options open interest by expiry

1.59

+0.09 · +5.65%

Regular session09:48 ET

Open1.59Volume510,246Mkt cap$141.6MEPS-0.08Div yield7.97%

Day1.59 – 1.59100%52-wk1.43 – 4.326%

NCMI

National CineMedia, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−41.42%

vs ±29.1% implied · ×1.42

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

1dCNK · customerCinemark posts net income of $122.8 million for Q3; $255.8 million for nine months
45dAMC · customerAMC Stock Is Up 73% This Year. Why Are You Still Laughing?

News

Largest filed tie

13F top-10 QoQ

+4.02%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

107 managers

Top fund weight

0.01%

NCMI weight · IWM

N-PORTJun 30 '26

3 funds

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

National CineMedia (NCMI) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±21.2%
avg realized: ±13.4%

Nov 5 '24Nov 5 '24confirmed±9.3%▼−10.55%×1.13

Mar 6 '25Mar 6 '25confirmed±9.2%▼−17.79%×1.94

May 6 '25May 6 '25confirmed±14.8%▼−11.55%×0.78

Aug 5 '25Aug 5 '25confirmed±13.5%▲+3.30%×0.24

Q3 FY25Oct 30 '25confirmed±27.4%▲+9.41%×0.34

Q1 FY26Feb 26 '26confirmed±38.4%▲+1.43%×0.04

May 12 '26May 12 '26confirmed±27.9%▼−11.83%×0.42

Q2 FY26Aug 11 '26confirmed±29.1%▼−41.42%×1.42

quarterimplied−45%0+45%realized×

Q2 FY26±29.1%▼−41.42%×1.42

May '26±27.9%▼−11.83%×0.42

Q1 FY26±38.4%▲+1.43%×0.04

Q3 FY25±27.4%▲+9.41%×0.34

Aug '25±13.5%▲+3.30%×0.24

May '25±14.8%▼−11.55%×0.78

2 older reports

Mar '25±9.2%▼−17.79%×1.94

Nov '24±9.3%▼−10.55%×1.13

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 28 close

0.42OI · 2 expiries · Oct 28 closeP/C open interest · Dec 18 · first expiry after the report

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

620%Dec 1844d1480%

610%Mar 19135d0.087870%0.08

ExpiryPutsCallsP/C

Dec 1844d620%1480%0.42

Mar 19135d610%7870%0.08

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

−16.95%as filednet margin · revenue +71.76% QoQ · +12.74% YoY

Revenue$58M+71.76%

Gross profit$55M93.66%+82.33%

Operating income−$13M−21.92%+52.42%

Pre-tax income−$10M+65.38%

Net income−$10M−16.95%+65.38%

Cost of revenue$4M−7.50%

Operating expenses$68M+18.63%

Tax$0—

Other income$3M+270.59%

Source: SEC filings · standardized · QE Jul 2 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:45 ET

Intraday

Event sensitivity

CPI ×2.43· ±5.5% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±5.5%3 of 10×2.43

PPIproducer prices±4.5%6 of 10×2.00

FOMCrate decision±2.2%9 of 24×0.97

PCEpersonal income & outlays±2.0%8 of 19×0.91

GDPgross domestic product±1.7%6 of 19×0.77

CPROFcorporate profits±1.5%6 of 12×0.67

NFPjobs report±1.4%3 of 10×0.62

Bar = avg |move| to ±6% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.11	—
Q1 FY26	Feb 26 '26 · confirmed	-0.31	—
Q3 FY25	Oct 30 '25 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod