What move does the options market price into Nano Nuclear Energy's report?

Implied ±24.3%, either direction · provisional.

NNENasdaqElectric Services

Nano Nuclear Energy Inc. (NNE) earnings date, market-implied expected move, and options open interest by expiry

11.10

Closed18:23 ET

Open9.92Volume2.8MMkt cap$596.6MEPS-0.71

Day9.81 – 11.2192%52-wk9.29 – 41.506%

NNE

Nano Nuclear Energy Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±24.3%implied · straddle

8.4113.81

spot 11.11exp Jan 15ATM strike 11ATM straddle 3.18IV 82%

Nov 6 closeprovisional

Expected move

Inputs

Next report

Dec 24

in 47 days

est.Q4 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+22.92%

shares held · 10 largest managers

13F · Jun 30 '26130d lag

239 managers

Top fund weight

0.03%

NNE weight · IWM

N-PORTJun 30 '26

3 funds

Nano Nuclear Energy (NNE) is expected to report on Dec 24 (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 8 expiries · Nov 5 close

0.40OI · 8 expiries · Nov 5 closeP/C open interest · Jan 15 · first expiry after the report

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

4 nearer expiries

881+30%Nov 136d0.631,409+26%0.63

1,7000%Nov 2013d0.404,264+1%0.40

653+2%Nov 2720d0.154,468+929%0.15

1930%Dec 427d2.0196+3%2.01

21—Dec 1134d0.3954—0.39

2700%Dec 1841d0.35764+1%0.35

ExpiryPutsCallsP/C

4 nearer expiries

Nov 136d881+30%1,409+26%0.63

Nov 2013d1,7000%4,264+1%0.40

Nov 2720d653+2%4,468

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

Positioning

Linked exposure

scenario · straddle±24.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

Q3 FY26 · as filed

−4720.63%Q3 FY26 · as filednet margin

Revenue$214,042—

Gross profit$62,21129.06%—

Operating income−$16M−7393.69%−12.46%

Pre-tax income−$10M−10.45%

Net income−$10M−4720.63%−10.06%

Cost of revenue$151,831—

Operating expenses$16M+12.90%

Other income$6M+16.16%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 6 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

FOMC ×0.89· ±5.5% vs ±6.2% · 20 releases

eventrelease day|move|up · n×base

FOMCrate decision±5.5%9 of 20×0.89

PPIproducer prices±4.8%5 of 11×0.78

GDPgross domestic product±4.4%8 of 20×0.71

PCEpersonal income & outlays±4.3%6 of 20×0.70

NFPjobs report±4.0%4 of 10×0.64

CPROFcorporate profits±3.9%4 of 12×0.64

CPIconsumer prices±3.5%4 of 11×0.57

Bar = avg |move| to ±7% · tick = ±6.2% avg day · ×base = |move| ÷ ±6.2% · min 6 releases

Earnings history

EPS -0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.19	—
Q2 FY26	—	-0.18	—
Q1 FY26	—	-0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod