NN Inc · Brief

Next report

120 days

Mar 3 · after closeest.Q4 FY26

Expected move

±44.6%implied · straddle

2.065.38

spot 3.72exp Mar 19ATM strike 2.5ATM straddle 1.95IV 113%

Nov 2 closeprovisional

Expected move

2 reportsHistory

—≥ implied

Q2 FY26±32.0%▼−0.77%×0.02

Q3 FY26±33.6%▲+4.21%×0.13

quarterimplied−35%0+35%realized×

Q3 FY26±33.6%▲+4.21%×0.13

Q2 FY26±32.0%▼−0.77%×0.02

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

Mar 3 report · est.

Bull2

85managers reporting a position in the latest quarterly filings13F · Jun 30 '26

18managers holding the majority of reported value13F · Jun 30 '26

Bear2

9 of 19largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

−14.77%change in shares held by the largest reporting managers over the latest quarter13F · Jun 30 '26

AI captions · Nov 2 '26once per report · top 2 per case

NNBR report session

No linked exposure.

Oct 22impliedImplied move: ±45.5% into Oct 28 earnings (Oct 22 close).Source

Oct 20impliedImplied move: ±31.3% into Nov 3 earnings (Oct 20 close).Source

Oct 58-KMaterial agreement: 8-K Item 1.01.Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.