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

Implied ±10.6%, either direction.

How often does Nextnav move more than the options market prices?

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

NNNasdaqSearch, Detection, Navigation, Guidance, Aeronautical Sys

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

9.84

+0.22 · +2.29%

post 9.84 0.00%

After hours16:00 ETdelayed

Open9.74Volume3.7MMkt cap$1.6BEPS-0.81

Day9.52 – 10.2643%52-wk8.98 – 24.426%

Nextnav Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.6%implied · straddle

8Q avg ±6.9%·×1.54·rich

8.6010.64

spot 9.62exp Nov 6ATM strike 9.5ATM straddle 1.20IV 131%

Nov 2 close

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+7.85%

vs ±11.7% implied · ×0.67

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

5dVZ · customerVerizon posts Q3 net income $5,320 million, diluted EPS $1.25; revenue $34,313 million
11dT · supplierStocks making the biggest moves premarket: AT&T, SpaceX, Moderna, Deckers, Bloom Energy and more

News

Largest filed tie

13F top-10 QoQ

+6.34%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

235 managers

Top fund weight

0.06%

NN weight · IWM

N-PORTJun 30 '26

3 funds

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

Nextnav (NN) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.7%
avg realized: ±6.9%

Nov 13 '24Nov 13 '24confirmed±13.7%▲+4.35%×0.32

Mar 12 '25Mar 12 '25confirmed±14.6%▲+9.06%×0.62

May 9 '25May 9 '25confirmed±8.9%▼−5.81%×0.66

Aug 6 '25Aug 6 '25confirmed±9.6%▼−10.40%×1.08

Q3 FY25Nov 6 '25confirmed±12.6%▼−6.15%×0.49

Q1 FY26Mar 17 '26confirmed±7.8%▲+8.36%×1.07

May 14 '26May 14 '26confirmed±6.3%▼−3.11%×0.49

Q2 FY26Aug 11 '26confirmed±11.7%▲+7.85%×0.67

quarterimplied−15%0+15%realized×

Q2 FY26±11.7%▲+7.85%×0.67

May '26±6.3%

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 23 close

1.00OI · 7 expiries · Oct 23 closeP/C open interest · Nov 6 · first expiry after the report

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

1,239+10%Nov 63d1,2370%

284+351%Nov 1310d2.31123+232%2.31

10,512+8%Nov 2017d0.3529,708+13%0.35

214+38%Nov 2724d0.045,685+3690%0.04

10,484+3%Dec 1845d0.04255,146−6%0.04

2 later expiries

14,676+13%Jan 1573d0.11131,656+1%0.11

2,845+17%Mar 19136d0.10

ExpiryPutsCallsP/C

Nov 63d1,239+10%1,2370%1.00

Nov 1310d284+351%123+232%2.31

Nov 2017d10,512+8%29,708+13%0.35

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

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−2935.22%as filednet margin · revenue +15.58% QoQ · −4.33% YoY

Revenue$1M+15.58%

Gross profit−$905,000−78.70%+19.70%

Operating income−$20M−1760.78%−4.68%

Pre-tax income−$34M−218.93%

Net income−$34M−2935.22%−217.81%

Cost of revenue$2M−3.16%

Operating expenses$19M+6.19%

Tax$60,000+7.14%

Other expense−$13M−253.18%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.22· ±4.0% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.0%6 of 10×1.22

NFPjobs report±3.9%6 of 10×1.20

CPROFcorporate profits±3.0%7 of 12×0.90

FOMCrate decision±2.7%13 of 24×0.84

PCEpersonal income & outlays±2.5%11 of 19×0.77

GDPgross domestic product±2.5%10 of 19×0.76

CPIconsumer prices±2.2%6 of 10×0.68

Bar = avg |move| to ±4% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.24	—
Q1 FY26	Mar 17 '26 · confirmed	-0.12	—
Q3 FY25	Nov 6 '25 · confirmed	-0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod