Varamir
sign in

NPO

Enpro Inc.
335.04post+$0.20 (+0.06%)at close +$0.00 (+0.00%)
tap the star to start your desk
as of 19:59:58 UTCnext report Nov 3 · 90d
Earnings Room‹ back to NPO

The report

reported · awaiting the session that absorbs it
Aug 4before the opennext Nov 3
Reported yesterday, before the openThe market priced ±8.2% into it; the session that absorbs it hasn't closed yet

The reaction

Loading the session…

Expected movement · next report

market-implied · at the Aug 4 close
±18.1%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Dec 18 · first after the reportATM strike 340straddle 71.35ATM IV 44%× 0.85 straddle-to-rangespot 335.04

Blast radius

3 linked · N-PORT + EDGAR

If NPO moves ±18.1% 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

3 expiries · as of the Aug 4 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI
Expiry
OICallsOI Δ
▼ −26%
115
Aug 21
17d
47
▲ +68%
▲ +577%
528
Sep 18
45d
1.2k
▲ +0%
▲ +0%
162
Dec 18
136d
156
▲ +0%

The record

expected in pale · actual in full color
1/8reports moved further than the options market had pricedtypically ±4.2% realized vs ±6.9% priced
May 5 '26±7.1%+3.7%×0.51
Feb 18 '26±6.4%+0.7%×0.11
Nov 4 '25±8.4%6.0%×0.72
Aug 5 '25±6.6%+4.3%×0.65
May 6 '25±7.9%+6.9%×0.87
Feb 19 '25±5.5%+6.2%×1.13
Nov 5 '24±6.3%+1.4%×0.23
Aug 6 '24±7.0%+4.4%×0.62
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 1.27 · rev $339M
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.