SMR
NUSCALE POWER Corp9.41post−$0.08 (−0.84%)at close +$0.00 (+0.00%)
as of 08:23:42 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to SMR
The report
fiscal Q2 2026 · from the company's noticeAug 6after close1day out
Expected movement
market-implied · at the Aug 4 close±9.8%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±11.2% over the 3 days to expiry; the rest of that is everyday movement, which the chain prices at 89% annualized.
expiry Aug 7 · first after the reportATM strike 9.5straddle 1.25ATM IV 182% vs 124% at Aug 14× 0.85 straddle-to-rangespot 9.41
Blast radius
2 linked · N-PORT + EDGARIf SMR moves ±11.2% 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
8 expiries · as of the Aug 4 closeContracts 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
ExpiryOICallsOI Δ
first11.5k
Aug 7
3d
42.1kfirst
first4.3k
Aug 14
10d
10.4kfirst
first54.9k
Aug 21
17d
89.5kfirst
first5.5k
Aug 28
24d
5.2kfirst
first123
Sep 11
38d
463first
first4.2k
Sep 18
45d
9.1kfirst
first21.3k
Nov 20
108d
29.0kfirst
first43.0k
Jan 15
164d
119.8kfirst
The record
expected in pale · actual in full color3/8reports moved further than the options market had pricedtypically ±9.5% realized vs ±10.3% priced
May 7 '26±7.3%→−0.2%×0.03
Feb 26 '26±9.5%→−3.6%×0.38
Nov 6 '25±11.1%→−6.5%×0.59
Aug 7 '25±9.2%→−11.9%×1.29
May 12 '25±10.8%→+21.6%×2.00
Mar 3 '25±15.1%→+11.5%×0.76
Nov 7 '24±10.7%→+13.0%×1.22
Aug 8 '24±8.3%→+7.9%×0.96
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.14 · rev $565,000
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.