What move does the options market price into Nuscale Power's report?

Implied ±8.5%, either direction.

How often does Nuscale Power move more than the options market prices?

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

SMRNYSEFabricated Plate Work (Boiler Shops)

Nuscale Power Corp (SMR) earnings date, market-implied expected move, and options open interest by expiry

4.41

−0.72 · −14.13%

Regular session12:50 ET

Open5.04Volume34.7MMkt cap$2.2BEPS-2.20

Day4.36 – 5.116%52-wk5.01 – 39.350%

SMR

Nuscale Power Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.5%implied · straddle

8Q avg ±8.7%·×0.98·fair

4.695.57

spot 5.13exp Nov 6ATM strike 5ATM straddle 0.52IV 166%

Nov 4 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+0.96%

vs ±9.1% implied · ×0.11

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+41.47%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

528 managers

Top fund weight

0.10%

SMR weight · IWM

N-PORTJun 30 '26

4 funds

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

Nuscale Power (SMR) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.4%
avg realized: ±8.7%

Nov 7 '24Nov 7 '24confirmed±10.7%▲+13.01%×1.22

Mar 3 '25Mar 3 '25confirmed±15.1%▲+11.52%×0.76

May 12 '25May 12 '25confirmed±10.8%▲+21.64%×2.00

Aug 7 '25Aug 7 '25confirmed±9.2%▼−11.93%×1.29

Q3 FY25Nov 6 '25confirmed±11.1%▼−6.53%×0.59

Q1 FY26Feb 26 '26confirmed±9.5%▼−3.60%×0.38

May 7 '26May 7 '26confirmed±7.3%▼−0.24%×0.03

Q2 FY26Aug 5 '26confirmed±9.1%▲+0.96%×0.11

quarterimplied−25%0+25%realized×

Q2 FY26±9.1%▲+0.96%×0.11

May '26±7.3%

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

Implied vs realized

Positioning

OI · 8 expiries · Nov 4 close

0.20OI · 8 expiries · Nov 4 closeP/C open interest · Nov 6 · first expiry after the report

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

5,735+28%Nov 61d28,052+189%

1,983+9%Nov 138d0.267,532+355%0.26

35,128−1%Nov 2015d0.4872,759+17%0.48

1,486+812%Nov 2722d0.364,102+18545%0.36

399—Dec 429d0.341,181—0.34

3 later expiries

2,409+938%Dec 1843d0.269,317+3483%0.26

48,880−2%Jan 1571d0.28

ExpiryPutsCallsP/C

Nov 61d5,735+28%28,052+189%0.20

Nov 138d1,983+9%7,532+355%0.26

Nov 2015d35,128−1%72,759+17%0.48

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

Positioning

Linked exposure

scenario · straddle±8.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−66750.67%as filednet margin · revenue −86.73% QoQ · −99.07% YoY

Revenue$75,000−86.73%

Gross profit−$152,000−202.67%−823.81%

Operating income−$64M−85337.33%−11.26%

Pre-tax income−$50M−7.24%

Net income−$50M−66750.67%−7.24%

Cost of revenue$227,000−58.27%

Operating expenses$64M+10.96%

Tax$0—

Other income$14M+28.61%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:45 ET

Intraday

Event sensitivity

FOMC ×1.07· ±5.8% vs ±5.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±5.8%10 of 24×1.07

GDPgross domestic product±4.8%9 of 19×0.87

CPIconsumer prices±4.8%4 of 10×0.87

PCEpersonal income & outlays±3.9%9 of 19×0.72

PPIproducer prices±3.9%4 of 10×0.72

NFPjobs report±3.8%2 of 10×0.70

CPROFcorporate profits±3.8%4 of 12×0.69

Bar = avg |move| to ±6% · tick = ±5.5% avg day · ×base = |move| ÷ ±5.5% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.13	—
Q1 FY26	Feb 26 '26 · confirmed	-0.14	—
Q3 FY25	Nov 6 '25 · confirmed	-1.85	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod