NHI
NATIONAL HEALTH INVESTORS INC75.10post+$0.06 (+0.08%)at close +$0.00 (+0.00%)
as of 19:59:58 UTCnext report Aug 7 · tomorrow
Earnings Room‹ back to NHI
The report
fiscal Q2 2026 · from the company's noticeAug 7after close1day out
Expected movement
market-implied · at the Aug 5 close±4.7%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±5.5% over the 16 days to expiry; the rest of that is everyday movement, which the chain prices at 20% annualized.
expiry Aug 21 · first after the reportATM strike 75straddle 4.82ATM IV 39% vs 28% at Sep 18× 0.85 straddle-to-rangespot 75.10
Blast radius
3 linked · N-PORT + EDGARIf NHI moves ±5.5% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 5 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +8%40
Aug 21
16d
87▲ +1%
▲ +1083%
71
Sep 18
44d
23
▲ +0%
▲ +9%
59
Oct 16
72d
39
▲ +0%
▲ +1%85
Jan 15
163d
47
▼ −2%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±1.6% realized vs ±5.4% priced
May 4 '26±4.1%→−3.5%×0.84
Feb 26 '26±4.4%→−4.1%×0.94
Nov 6 '25±4.3%→+2.0%×0.46
Aug 6 '25±7.4%→+2.5%×0.34
May 5 '25±4.4%→+0.4%×0.10
Feb 25 '25±6.7%→−0.2%×0.03
Nov 5 '24±6.0%→+0.0%×0.01
Aug 6 '24±5.7%→+0.4%×0.08
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.82 · rev $115M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.