How often does New Jersey Resources move more than the options market prices?

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

NJRNYSENatural Gas Distribution

New Jersey Resources Corp (NJR) earnings date, market-implied expected move, and options open interest by expiry

54.16

Pre-market16:00 ETdelayed

Open53.67Volume849,887Mkt cap$5.4BP/E14.92EPS3.63Div yield3.62%

Day53.52 – 54.16100%52-wk41.86 – 60.2867%

NJR

New Jersey Resources Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 18

after close · in 15 days

est.Q4 FY26

Calendar

Next report

Last report

−1.19%

vs ±3.1% implied · ×0.39

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+7.00%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

456 managers

Top fund weight

0.18%

NJR weight · IWM

N-PORTJun 30 '26

5 funds

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

New Jersey Resources (NJR) is expected to report on Nov 18 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±4.0%
avg realized: ±1.9%

Nov 25 '24Nov 25 '24confirmed±8.0%▼−1.53%×0.19

Feb 3 '25Feb 3 '25confirmed±5.2%▼−3.26%×0.63

May 5 '25May 5 '25confirmed±3.3%▼−0.73%×0.22

Aug 4 '25Aug 4 '25confirmed±3.4%▲+0.97%×0.28

Nov 19 '25Nov 19 '25confirmed±2.6%▲+4.10%×1.58

Feb 2 '26Feb 2 '26confirmed±2.8%▲+3.52%×1.28

Q2 FY26May 4 '26confirmed±3.4%▼−0.20%×0.06

Q3 FY26Aug 3 '26confirmed±3.1%▼−1.19%×0.39

quarterimplied−10%0+10%realized×

Q3 FY26±3.1%▼−1.19%×0.39

Q2 FY26±3.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Aug 28 close

0.03OI · 3 expiries · Aug 28 closeP/C open interest · Nov 20 · first expiry after the report

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

2−91%Nov 2017d67+86%

0—Dec 1845d0.001—0.00

0—Feb 19108d0.00370%0.00

ExpiryPutsCallsP/C

Nov 2017d2−91%67+86%0.03

Dec 1845d0—1—0.00

Feb 19108d0—370%0.00

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 filedQ3 FY26

2.77%as filednet margin · revenue −62.83% QoQ · +16.80% YoY

Revenue

$349M−62.83% QoQ

Gross profit

$203M−61.34% QoQ

58.06% margin

Operating income

$32M−89.41% QoQ

9.13% margin

Pre-tax income

$11M−95.94% QoQ

Net income

$10M−95.57% QoQ

2.77% margin

Cost of revenue

$146M−64.71% QoQ

Operating expenses

$171M−23.50% QoQ

SG&A $106M

Depreciation $54M

Other operating $12M

Other expense

$20M

Tax

$3M−94.93% QoQ

Revenue$349M−62.83%

Gross profit

$203M−61.34%

58.06% margin

Operating income

$32M−89.41%

9.13% margin

Pre-tax income

$11M−95.94%

Net income

$10M−95.57%

2.77% margin

Cost of revenue

$146M−64.71%

Operating expenses

$171M−23.50%

SG&A $106M

Depreciation $54M

Other operating $12M

Other expense

$20M

Tax$3M−94.93%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.31· ±1.2% vs ±0.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.2%11 of 24×1.31

GDPgross domestic product±0.9%11 of 19×1.00

CPIconsumer prices±0.9%7 of 10×0.98

PCEpersonal income & outlays±0.9%14 of 19×0.95

PPIproducer prices±0.8%6 of 10×0.91

CPROFcorporate profits±0.8%7 of 12×0.88

NFPjobs report±0.7%8 of 10×0.82

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 3 '26 · confirmed	0.10	—
Q2 FY26	May 4 '26 · confirmed	2.16	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod