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

Implied ±5.0%, either direction.

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

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

NHCNYSEServices-Skilled Nursing Care Facilities

National Healthcare Corp (NHC) earnings date, market-implied expected move, and options open interest by expiry

210.27

+4.44 · +2.16%

post 211.07 +0.38%

After hours15:57 ETdelayed

Open212.66Volume148,653Mkt cap$3.2BP/E23.37EPS9.03Div yield1.27%

Day210.35 – 213.2425%52-wk118.46 – 248.2071%

NHC

National Healthcare Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.0%implied · report alone

8Q avg ±3.8%·×1.31·rich

201.87222.93

straddle ±6.4%

spot 212.40exp Nov 20ATM strike 210ATM straddle 16.00IV 45%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−1.97%

vs ±5.7% implied · ×0.35

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

28dNHI · supplierNHI Announces Third Quarter 2026 Earnings Release and Conference Call Dates

News

Largest filed tie

13F top-10 QoQ

+4.64%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

249 managers

Top fund weight

0.08%

NHC weight · IWM

N-PORTJun 30 '26

4 funds

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

National Healthcare (NHC) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±4.5%
avg realized: ±3.8%

Nov 12 '24Nov 12 '24confirmed±3.2%▼−3.78%×1.20

Feb 27 '25Feb 27 '25confirmed±5.4%▼−0.17%×0.03

May 9 '25May 9 '25confirmed±4.4%▲+6.21%×1.42

Aug 8 '25Aug 8 '25confirmed±3.3%▲+4.12%×1.23

Nov 7 '25Nov 7 '25confirmed±5.0%▲+1.74%×0.35

Q1 FY26Feb 27 '26confirmed±4.5%▲+2.08%×0.46

May 8 '26May 8 '26confirmed±4.2%▲+10.15%×2.42

Q2 FY26Aug 11 '26confirmed±5.7%▼−1.97%×0.35

quarterimplied−15%0+15%realized×

Q2 FY26±5.7%▼−1.97%×0.35

May '26±4.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 19 close

0.23OI · 3 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

140%Nov 2016d610%

0—Dec 1844d—0——

170%Feb 19107d0.101740%0.10

ExpiryPutsCallsP/C

Nov 2016d140%610%0.23

Dec 1844d0—0——

Feb 19107d170%1740%0.10

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

Positioning

Linked exposure

scenario · straddle±6.4%

Funds 4

IWM±0.0%

UWM±0.0%

VIG±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

9.93%as filednet margin · revenue +6.86% QoQ · +8.83% YoY

Revenue

$408M+6.86% QoQ

Gross profit

$166M+13.20% QoQ

40.71% margin

Operating income

$49M+51.72% QoQ

11.99% margin

Pre-tax income

$54M+20.52% QoQ

Net income

$41M+12.28% QoQ

9.93% margin

Cost of revenue

$242M+2.90% QoQ

Operating expenses

$117M+2.35% QoQ

SG&A $94M

Other operating $12M

Depreciation $11M

Tax

$13M+54.64% QoQ

Other income

$5M−59.61% QoQ

Revenue$408M+6.86%

Gross profit

$166M+13.20%

40.71% margin

Operating income

$49M+51.72%

11.99% margin

Pre-tax income

$54M+20.52%

Net income

$41M+12.28%

9.93% margin

Cost of revenue

$242M+2.90%

Operating expenses

$117M+2.35%

SG&A $94M

Other operating $12M

Depreciation $11M

Other income$5M−59.61%

Tax$13M+54.64%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.77· ±2.5% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%6 of 10×1.77

PPIproducer prices±2.0%5 of 10×1.43

CPROFcorporate profits±1.5%7 of 12×1.06

GDPgross domestic product±1.4%10 of 19×0.96

PCEpersonal income & outlays±1.3%8 of 19×0.89

FOMCrate decision±1.3%11 of 24×0.89

CPIconsumer prices±1.1%5 of 10×0.80

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 2.54 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	2.54	—
Q1 FY26	Feb 27 '26 · confirmed	2.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod