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

Implied ±2.8%, either direction.

NOMDNYSEManufacturing

Nomad Foods Ltd (NOMD) earnings date, market-implied expected move, and options open interest by expiry

12.34

+0.31 · +2.54%

post 12.34 +0.01%

Closed16:00 ET

Open12.18Volume902,242Mkt cap$1.7BP/E11.55EPS1.07Div yield5.65%

Day12.15 – 12.34100%52-wk8.86 – 12.6691%

NOMD

Nomad Foods Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.8%implied · report alone

12.0212.70

straddle ±5.8%

spot 12.36exp Nov 20ATM strike 12.5ATM straddle 0.85IV 38%

Nov 2 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

before open · in 2 days

confirmed

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

−1.58%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

189 managers

Top fund weight

0.00%

NOMD weight · VT

N-PORTJul 31 '26

1 fund

Nomad Foods (NOMD) reports on Nov 4 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 21 close

1.14OI · 2 expiries · Oct 21 closeP/C open interest · Nov 20 · first expiry after the report

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

1,739+70%Nov 2018d1,531+8%

383−4%Feb 19109d0.39992+4%0.39

ExpiryPutsCallsP/C

Nov 2018d1,739+70%1,531+8%1.14

Feb 19109d383−4%992+4%0.39

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

Positioning

Linked exposure

scenario · straddle±5.8%

Funds 1

VT±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.37· ±1.7% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.7%7 of 10×1.37

PPIproducer prices±1.6%5 of 11×1.29

FOMCrate decision±1.4%11 of 25×1.12

GDPgross domestic product±1.3%11 of 19×1.04

PCEpersonal income & outlays±1.2%12 of 19×0.98

CPROFcorporate profits±1.1%7 of 12×0.86

CPIconsumer prices±0.9%6 of 11×0.75

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod