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

Implied ±38.2%, either direction · provisional.

NNBRNasdaqMetalworkg Machinery & Equipment

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

2.74

+0.07 · +2.71%

post 2.74 −0.05%

After hours16:00 ETdelayed

Open2.80Volume6.4MMkt cap$250.3M

Day2.74 – 2.852%52-wk1.10 – 4.7944%

NNBR

NN Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±38.2%implied · straddle

1.683.77

spot 2.72exp Mar 19ATM strike 2.5ATM straddle 1.22IV 97%

Nov 6 closeprovisional

Expected move

Inputs

Next report

Mar 3

after close · in 117 days

est.Q4 FY26

Calendar

Next report

Last report

+4.21%

vs ±33.6% implied · ×0.13

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−14.77%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

85 managers

Top fund weight

0.00%

NNBR weight · VTI

N-PORTJun 30 '26

1 fund

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

NN (NNBR) is expected to report on Mar 3 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 5 '26confirmed±32.0%▼−0.77%×0.02

Q3 FY26Oct 28 '26confirmed±33.6%▲+4.21%×0.13

quarterimplied−35%0+35%realized×

Q3 FY26±33.6%▲+4.21%×0.13

Q2 FY26±32.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 5 close

0.05OI · 3 expiries · Nov 5 closeP/C open interest · Mar 19 · first expiry after the report

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

240%Nov 2014d0.05485−1%0.05

1,0290%Dec 1842d0.342,986−3%0.34

report · Mar 3 · after close · est.

3160%Mar 19133d6,833−1%

ExpiryPutsCallsP/C

Nov 2014d240%485−1%0.05

Dec 1842d1,0290%2,986−3%0.34

report · Mar 3 · after close · est.

Mar 19133d3160%

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

Positioning

Linked exposure

scenario · straddle±38.2%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−3.50%as filednet margin · revenue +1.83% QoQ · +26.20% YoY

Revenue$131M+1.83%

Gross profit$18M13.94%−16.49%

Operating income−$3M−2.53%−430.35%

Pre-tax income−$6M−30.46%

Net income−$5M−3.50%−102.34%

Cost of revenue$113M+5.58%

Operating expenses$22M+3.44%

Tax$2M+890.48%

Other expense−$3M+53.70%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 6 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×2.10· ±6.9% vs ±3.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.9%4 of 10×2.10

FOMCrate decision±2.7%7 of 24×0.81

GDPgross domestic product±2.7%7 of 19×0.81

PCEpersonal income & outlays±2.5%9 of 19×0.75

CPROFcorporate profits±2.1%5 of 12×0.62

PPIproducer prices±2.0%2 of 10×0.59

CPIconsumer prices±1.8%5 of 10×0.54

Bar = avg |move| to ±7% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	-0.13	—
Q2 FY26	Aug 5 '26 · confirmed	-0.13	—
Q1 FY26	—	-0.25	—
Q3 FY25	—	-0.23	—

Methodology

ties · implied moves · holdersMethod