NNI
NELNET INC135.95post−$0.15 (−0.11%)at close +$0.00 (+0.00%)
as of 19:59:54 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to NNI
The report
fiscal Q2 2026 · from the company's noticeAug 6after close1day out
Expected movement
market-implied · at the Aug 4 close±3.1%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±4.1% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 18% annualized.
expiry Aug 21 · first after the reportATM strike 135straddle 6.60ATM IV 28% vs 22% at Sep 18× 0.85 straddle-to-rangespot 135.95
Blast radius
3 linked · N-PORT + EDGARIf NNI moves ±4.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±5.1% realized vs ±6.1% priced
May 7 '26±6.1%→−13.4%×2.20
Feb 26 '26±4.8%→−1.2%×0.24
Nov 6 '25±6.6%→+2.2%×0.34
Aug 6 '25±4.1%→−0.2%×0.06
May 8 '25±7.8%→+5.9%×0.76
Feb 27 '25±4.8%→+9.6%×1.98
Nov 7 '24±6.8%→−8.3%×1.22
Aug 8 '24±7.8%→−0.3%×0.04
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 1.97 · rev $419M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.