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

Implied ±3.7%, either direction.

NNNNYSEReal Estate Investment Trusts

NNN Reit, Inc. (NNN) earnings date, market-implied expected move, and options open interest by expiry

41.01

Closed16:00 ET

Open41.41Volume3.2MMkt cap$7.8BP/E20.20EPS2.03Div yield5.95%

Day40.99 – 41.414%52-wk36.77 – 48.6236%

NNN

NNN Reit, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.7%implied · report alone

39.4742.53

straddle ±4.8%

spot 41.00exp Nov 20ATM strike 40ATM straddle 2.32IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 4 days

confirmedQ3 FY26

Calendar

Next report

Last report

+0.40%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

43dPLAY · customerDave & Buster’s (PLAY) Food and Drink Sales Rise as Games Weaken. Can Profits Recover?

News

Largest filed tie

13F top-10 QoQ

+2.54%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

602 managers

Top fund weight

0.47%

NNN weight · VNQ

N-PORTJul 31 '26

5 funds

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

NNN Reit (NNN) reports on Nov 4 before open (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+0.40%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+0.40%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 16 close

10.55OI · 3 expiries · Oct 16 closeP/C open interest · Nov 20 · first expiry after the report

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

1,308+11%Nov 2020d124+43%

1,8180%Dec 1848d0.513,6000%0.51

428+5%Mar 19139d0.182,335−2%0.18

ExpiryPutsCallsP/C

Nov 2020d1,308+11%124+43%10.55

Dec 1848d1,8180%3,6000%0.51

Mar 19139d428+5%2,335−2%0.18

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

Positioning

Linked exposure

scenario · straddle±4.8%

Funds 4

VNQ±0.0%

MDY±0.0%

REVS±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

40.09%as filednet margin · revenue +1.60% QoQ · +7.70% YoY

Revenue$244M+1.60%

Gross profit$244M100.00%+1.60%

Operating income$151M61.97%+3.22%

Pre-tax income$98M+4.23%

Net income$98M40.09%+4.23%

Cost of revenue$0—

Operating expenses$93M−0.88%

Other expense−$53M−1.43%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.57· ±1.4% vs ±0.9% · 25 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%9 of 25×1.57

NFPjobs report±1.0%4 of 10×1.14

PCEpersonal income & outlays±0.9%12 of 20×0.96

PPIproducer prices±0.8%7 of 11×0.92

GDPgross domestic product±0.8%12 of 20×0.91

CPIconsumer prices±0.7%8 of 11×0.77

CPROFcorporate profits±0.7%6 of 12×0.74

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.52 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.52	—
Q1 FY26	—	0.50	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod