NI
NISOURCE INC.44.55post+$0.02 (+0.04%)at close +$0.00 (+0.00%)
as of 19:59:55 UTCnext report Nov 4 · 91d
Earnings Room‹ back to NI
The report
fiscal Q3 2026 · from the company's noticeNov 4before open91days out
Expected movement
market-implied · at the Aug 4 close±3.9%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 ±8.9% over the 108 days to expiry; the rest of that is everyday movement, which the chain prices at 22% annualized. Priced this far out it is a provisional reading, and it firms up as the report approaches.
expiry Nov 20 · first after the reportATM strike 45straddle 4.65ATM IV 24% vs 23% at Jan 15× 0.85 straddle-to-rangespot 44.55
Blast radius
6 linked · N-PORT + EDGARIf NI moves ±8.9% 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
5 expiries · as of the Aug 3 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
▼ −0%2.4k
Aug 21
18d
4.1k▲ +0%
▼ −2%86
Sep 18
46d
16▲ +0%
▲ +3%230
Oct 16
74d
402▲ +0%
▲ +0%
470
Nov 20
109d
680▲ +0%
▼ −0%
510
Jan 15
165d
163▲ +0%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±1.6% realized vs ±3.8% priced
May 6 '26±3.8%→−1.4%×0.37
Feb 11 '26±2.7%→−0.2%×0.06
Oct 29 '25±4.2%→−2.1%×0.51
Aug 6 '25±4.6%→−2.5%×0.53
May 7 '25±4.1%→+2.9%×0.70
Feb 12 '25±3.2%→+1.0%×0.30
Oct 30 '24±3.8%→+2.1%×0.54
Aug 7 '24±3.8%→+0.5%×0.14
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.06 · rev $2.4B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.