NNBRNasdaqMetalworkg Machinery & Equipment

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

2.66

−0.57 · −17.65%

post 2.77 +4.14%

Closed19:04 ET

Open3.23Volume3.5MMkt cap$302.8M

Day2.66 – 3.2319%52-wk1.10 – 4.7945%

NNBR

NN Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 3

after close · in 118 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%▼−0.77%×0.02

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.05OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

240%Nov 2015d0.05491+69%0.05

1,0340%Dec 1843d0.343,0800%0.34

report · Mar 3 · after close · est.

3160%Mar 19134d6,8700%

ExpiryPutsCallsP/C

Nov 2015d240%491+69%0.05

Dec 1843d1,0340%3,0800%0.34

report · Mar 3 · after close · est.

Mar 19134d3160%6,8700%0.05

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

−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

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:00 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	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod