How often does Napco Security Technologies move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

NSSCNasdaqCommunications Equipment, NEC

Napco Security Technologies, Inc (NSSC) earnings date, market-implied expected move, and options open interest by expiry

30.23

−1.52 · −4.78%

Regular session11:13 ET

Open32.00Volume1.1MMkt cap$1.1BP/E24.58EPS1.23Div yield1.92%

Day30.23 – 32.000%52-wk31.00 – 51.520%

NSSC

Napco Security Technologies, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 1

after close · in 88 days

est.Q2 FY27

Calendar

Next report

Last report

−18.41%

vs ±13.2% implied · ×1.40

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.27%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

259 managers

Top fund weight

0.04%

NSSC weight · IWM

N-PORTJun 30 '26

3 funds

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

Napco Security Technologies (NSSC) is expected to report on Feb 1 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±11.3%
avg realized: ±11.3%

Feb 3 '25Feb 3 '25confirmed±13.3%▼−26.62%×2.00

May 5 '25May 5 '25confirmed±10.5%▲+3.66%×0.35

Aug 25 '25Aug 25 '25confirmed±11.5%▲+6.12%×0.53

Nov 3 '25Nov 3 '25confirmed±10.2%▼−7.68%×0.75

Q2 FY26Feb 2 '26confirmed±11.4%▲+11.20%×0.98

Q3 FY26May 4 '26confirmed±9.2%▼−15.22%×1.66

Aug 24 '26Aug 24 '26confirmed±11.0%▼−1.31%×0.12

Q1 FY27Nov 2 '26confirmed±13.2%thin chain▼−18.41%×1.40

quarterimplied−30%0+30%realized×

Q1 FY27±13.2%▼−18.41%×1.40

Aug '26±11.0%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.47OI · 2 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

52+2%Dec 1843d0.5496+5%0.54

report · Feb 1 · after close · est.

490%Mar 19134d104+1%

ExpiryPutsCallsP/C

Dec 1843d52+2%96+5%0.54

report · Feb 1 · after close · est.

Mar 19134d490%104+1%0.47

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY27

26.03%as filednet margin · revenue +1.65% YoY

Revenue

$50M

Gross profit

$29M

58.73% margin

Operating income

$14M

28.25% margin

Pre-tax income

$15M

Net income

$13M

26.03% margin

Cost of revenue

$21M

Operating expenses

$15M

SG&A $12M

R&D $4M

Tax

$2M

Other income

$1M

Revenue$50M

Gross profit

$29M

58.73% margin

Operating income

$14M

28.25% margin

Pre-tax income

$15M

Net income

$13M

26.03% margin

Cost of revenue

$21M

Operating expenses

$15M

SG&A $12M

R&D $4M

Other income$1M

Tax$2M

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:00 ET

Intraday

Event sensitivity

CPI ×1.41· ±2.6% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.6%6 of 10×1.41

FOMCrate decision±1.5%12 of 24×0.82

PPIproducer prices±1.5%2 of 10×0.80

GDPgross domestic product±1.2%10 of 19×0.68

NFPjobs report±1.2%3 of 10×0.66

PCEpersonal income & outlays±1.2%9 of 19×0.63

CPROFcorporate profits±1.2%5 of 12×0.63

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Nov 2 '26 · confirmed	0.36	—
Q3 FY26	May 4 '26 · confirmed	-0.01	—
Q2 FY26	Feb 2 '26 · confirmed	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod