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

Implied ±11.0%, either direction.

NCNONasdaqServices-Prepackaged Software

nCino, Inc. (NCNO) earnings date, market-implied expected move, and options open interest by expiry

22.61

−0.55 · −2.39%

post 22.95 +1.52%

Closed16:08 ET

Open22.11Volume1.8MMkt cap$2.4BP/E74.03EPS0.31

Day22.11 – 23.1382%52-wk13.80 – 27.5067%

NCNO

nCino, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.0%implied · report alone

20.1425.10

straddle ±15.4%

spot 22.62exp Dec 18ATM strike 22.5ATM straddle 4.10IV 64%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Dec 2

after close · in 29 days

est.Q3 FY27

Calendar

Next report

Last report

+3.36%

vs ±13.0% implied · ×0.26

shaded = implied · ▲▼ = realized

Aug 25 '26 · confirmed

Implied vs realized

Linked news

1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

+52.84%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

289 managers

Top fund weight

0.05%

NCNO weight · IWM

N-PORTJun 30 '26

4 funds

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

nCino (NCNO) is expected to report on Dec 2 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY27Aug 25 '26confirmed±13.0%▲+3.36%×0.26

quarterimplied−15%0+15%realized×

Q2 FY27±13.0%▲+3.36%×0.26

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.09OI · 5 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

911+1%Nov 2017d0.352,639+7%0.35

report · Dec 2 · after close · est.

11—Dec 1845d119+11800%

1560%Jan 1573d0.29541+1%0.29

834+2%Feb 19108d8.10103+30%8.10

5190%Mar 19136d1.333910%1.33

ExpiryPutsCallsP/C

Nov 2017d911+1%2,639+7%0.35

report · Dec 2 · after close · est.

Dec 1845d11—119+11800%0.09

Jan 1573d156

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

Positioning

Linked exposure

scenario · straddle±15.4%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY27

3.97%as filednet margin · revenue +1.00% QoQ · +8.19% YoY

Revenue

$161M+1.00% QoQ

Gross profit

$101M−0.17% QoQ

62.59% margin

Operating income

$14M−35.54% QoQ

8.46% margin

Pre-tax income

$8M−52.47% QoQ

Net income

$6M−57.32% QoQ

3.97% margin

Cost of revenue

$60M+3.00% QoQ

Operating expenses

$87M+9.19% QoQ

Marketing $37M

R&D $31M

SG&A $19M

Other expense

$6M

Tax

$2M−9.17% QoQ

Revenue$161M+1.00%

Gross profit

$101M−0.17%

62.59% margin

Operating income

$14M−35.54%

8.46% margin

Pre-tax income

$8M−52.47%

Net income

$6M−57.32%

3.97% margin

Cost of revenue

$60M+3.00%

Operating expenses

$87M+9.19%

Marketing $37M

R&D $31M

SG&A $19M

Other expense

$6M

Tax$2M−9.17%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 31 '26 · width = $

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

PPI ×1.53· ±2.9% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%3 of 10×1.53

CPROFcorporate profits±2.3%5 of 12×1.21

NFPjobs report±2.2%4 of 10×1.13

FOMCrate decision±2.1%13 of 24×1.10

PCEpersonal income & outlays±2.0%8 of 19×1.07

GDPgross domestic product±2.0%7 of 19×1.02

CPIconsumer prices±1.2%2 of 10×0.61

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.05 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY27	Aug 25 '26 · confirmed	0.05	—
Q1 FY27	—	0.12	—
Q3 FY26	—	0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod