OKLO earnings: an expected move of 11.1%, an actual move of 11.3%.Averages over seven of its last nine reports. Here are all ten reports.
Every Oklo Inc. earnings report since Aug 2024: the expected move the options priced the day before, how far the stock moved by the close and by 10:00 the next morning, and the IV crush afterwards, how far implied volatility fell. We read option prices from real quotes at 15:46 ET. Definitions on the methodology page.
| Report | Report’s partPriced | Rank | RealizedC2C | By 10:00 | Priced · realized · ±25% | CrushATM | As-sold | Open | ForecastPred. | Error |
|---|---|---|---|---|---|---|---|---|---|---|
| Nov 6 ’26 | ±11.5% | — | — | — | — | — | — | −17% | — | |
| Aug 7 ’26 | ±8.5% | — | +14.8% | +7.1% | −17% | −20% | −16% | −19% | +2pt | |
| May 12 ’26 | ±8.8% | — | −5.4% | −6.1% | −14% | −14% | −11% | −17% | +3pt | |
| Mar 17 ’26 | — | — | −6.3% | −1.0% | −13% | −14% | −11% | — | — | |
| Nov 11 ’25 | ±9.3% | — | +6.7% | +9.2% | −13% | −13% | −10% | −16% | +2pt | |
| Aug 11 ’25 | ±10.0% | — | +9.2% | +0.8% | −19% | −17% | −14% | −19% | 0pt | |
| May 13 ’25 | ±10.8% | — | +15.5% | +17.0% | −13% | −16% | −5% | −20% | +7pt | |
| Mar 24 ’25 | — | — | −6.4% | −4.8% | −23% | −22% | −11% | — | — | |
| Nov 14 ’24 | ±15.8% | — | −24.6% | −16.3% | −27% | −18% | −18% | −29% | +3pt | |
| Aug 13 ’24 | ±14.4% | — | +2.6% | −1.1% | −19% | −18% | −15% | −11% | −8pt | |
| All · 10 | ±11.1% avg | 0 ranked | 11.3% avg abs | 8.2% avg abs | −17% median | −17% median | −11% median | −18% median | 3.6pt avg abs |
What the columns mean6 groups · 10 columns
- Report’s part
- The report’s share of what options priced at 15:46 ET the day before, taken from two or more expiries.
- ColumnsPriced
- Rank
- Where the report’s part sits among OKLO’s own earlier reports, up to twelve, from 0 to 100. Rich and cheap mark the top and bottom of that range. It needs eight earlier reports with a 10:00 move, so the oldest rows have none.
- ColumnsRank
- Realized
- C2C is the move to the next close; By 10:00, the move to 10:00 the next morning.
- ColumnsC2CBy 10:00
- Chart
- The grey band is what the options priced, the dark mark where the stock closed, the bar where it stood at 10:00, on a ±25% scale.
- ColumnsPriced · realized · ±25%
- Crush
- How far implied volatility fell in the report’s expiry, from 15:46 ET the day before to the day after: at the new strike ATM and at the old one As-sold. Open reads it from the option’s 10:00 quotes the next morning, and is blank where there was none.
- ColumnsATMAs-soldOpen
- Forecast
- Pred. is the crush we published the day before, graded on the public record. Error is what happened minus the forecast, in points of the crush.
- ColumnsPred.Error
to the closein betweenClosing prices miss the open
If you hold through the report you meet the open, not the close. We publish both: the move from one close to the next, and where the stock stood at 10:00 the next morning.
the reportordinaryOption prices cover more than the report
An expiry a week out also carries a week of ordinary movement. Comparing two expiries that both contain the report separates the two, and the report's share is the priced move.
the one that movedwhat 30 days averageWe measure the expiry that moved
A 30-day average mixes the expiry holding the report with expiries it never reaches, so it reads shallower than what you held. We read the expiry that holds the report, the day before and the day after, at both strikes.
One expiry contains the report. The 30-day figure is an average that also covers expiries the report never reaches. Every column below leans the same way, so the gap shows on each report, not only in the median.
Each row is one report: the band is what the options priced, the mark is where the stock closed, and the bar runs to where it stood at 10:00 the next morning. On 1 of 7 reports with both, the close and 10:00 pointed opposite ways.
Where the 10:00 number is missing, the cell stays blank instead of borrowing the close, and the data-quality grid below says why. How far apart the two run differs from company to company; this window measures it for OKLO.
The split reads the report out of the gap between the two lines. The small figure under each date is how many trading sessions the expiry holding the report had left. A shorter one carries the same report over fewer days, so it reads higher without the report being priced any bigger.
Drawn for the last twelve reports, like the other figures on this page. It is history; the current curve is on the board.
Counted over the 10 reports shown. Two markers are on every report (crush expiry substituted and macro event in the window), so they describe OKLO rather than any one quarter. The other eleven are on between one and seven reports. One of the 10 has not settled. It already carries the markers set the day before; a marker that depends on what happened after the report is counted over the 9 that have, and shows as an outline on the one that has not.
Every marker on the reports above is counted here, one cell per report, newest first as in the history table.
’26Aug 7
’26May 12
’26Mar 17
’26Nov 11
’25Aug 11
’25May 13
’25Mar 24
’25Nov 14
’24Aug 13
’24reports
What each marker means13 markers · 2 withhold a number
Withheld
- no prediction2 of 10
crush_pred_unavailable - No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.
- Lands inPred.Error
- overlapping event2 of 10
decomp_ambiguous - A second earnings report or a suppressing macro event falls inside the solve window, so the volatility priced there cannot be attributed to this print alone.
- Lands inPriced move
Shown, kept off the board’s sort
- thin trade at the cover3 of 9
open_crush_thin_trade - Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.
- Lands inOpen
- derived numbers unreliable1 of 10
derived_unreliable - Quotes on this name were too wide — or a 25Δ wing was missing — for the derived numbers on this row to be trusted: implied move, decomposition, crush and skew. Shown, kept off the board’s sort, and marked ≈ where its rank is shown.
- Lands inThe derived columns
- IV rose through the print1 of 9
open_crush_positive - Implied volatility went up across the event rather than collapsing — rare but real, usually guidance withdrawn or a second catalyst introduced. Shown, and kept out of the scored accuracy record rather than corrected.
- Lands inAccuracy recordon the public record, not this one
Shown as measured
- crush expiry substitutedevery report
crush_expiry_substituted - The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.
- Lands inATM
- macro event in the windowevery report
decomp_macro_window - A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.
- Lands inPriced move
- held to expiry7 of 9
cover_mark_settled - The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.
- Lands inShort-straddle P&Lon the ticker page, not this one
- noisy IV rank2 of 10
iv_rank_noisy - This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.
- Lands inIV rankon the ticker page, not this one
- an anchor was refused2 of 9
open_crush_anchor_unreliable - At least one observation behind the 10:00 crush was rejected: a price below intrinsic, a crossed quote, or a solve that did not converge. The number here was measured from the anchors that did invert, and is scored normally.
- Lands inOpen
- gapped past the wings2 of 9
open_crush_gap_otm - The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.
- Lands inOpen
- next-morning price from quotes2 of 9
open_crush_restruck_quoted - The option at the 10:00 strike did not trade on both sides between 09:55 and 10:05, so the next-morning volatility was read from the midpoint of its quoted bid and ask over the same ten minutes. Used only when both sides were quoted and the quote was less than 50% wide.
- Lands inOpen
- session against history1 of 10
session_against_history - Our calendar puts this report on the other side of the open from where the company has reported for the last three years, so we read the market a session early and measured a session late. That keeps the reading before the news whichever is right.
- Lands inReport
Six companies whose reports traded like OKLO’s
The closest on all three numbers at the top of each company page. It compares how the reports traded, not the businesses.
OKLOthis pagepriced 11.1% · moved 11.3%−17%
CRCLCircle Internet Grouppriced 10.1% · moved 11.0%−16%
GLXYGalaxy Digitalpriced 10.0% · moved 9.6%−17%
WULFTeraWulfpriced 11.0% · moved 9.0%−16%
- VGVenture Globalpriced 10.9% · moved 9.1%−16%
GLOBGlobantpriced 10.3% · moved 11.5%−21%
FCELFuelCell Energypriced 14.0% · moved 11.3%−17%
- Reported · the fortnight to 5 Nov · settled, free
- Next 14 days · 523 names · symbol and date free
- ·AAONMon 9AMC—
- ·ABCLMon 9AMC—
- ·ACHRMon 9AMC—
- ·AIOTMon 9BMO—
- 11 of 523 shown · the next 14 days
The ranked columns are the board
Symbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them.
A free account adds today’s board rows and the full 14-day calendar, without these three columns.
Today's board rows and the full forward calendar are on your board.
- ·ALTGMon 9AMC—
- ·AMCXMon 9AMC—
- ·AMGMon 9BMO—
- ·AMPYMon 9AMC—
- ·AMRCMon 9AMC—
- ·ANNXMon 9BMO—
- ·APEIMon 9AMC—
| # | Name | Report | Priced move | Richness · own history | Ratio | Outcome |
|---|---|---|---|---|---|---|
| Reported · the fortnight to 5 Nov · settled, free | ||||||
| 1 | COPConocoPhillips | Nov 5BMO | 3.4% | 100 | 1.79 | inside |
| 2 | EOGEOG Resources | Nov 5AMC | 4.2% | 100 | 1.58 | inside |
| 3 | GEOGeo Group | Nov 5BMO | 9.8% | 100 | 1.31 | inside |
| 4 | GHGuardant Health | Nov 5AMC | 19.1% | 100 | 2.10 | inside |
| 5 | KTOSKratos Defense & Security Solutions | Nov 5AMC | 11.9% | 100 | 1.59 | inside |
| Next 14 days · 523 names · symbol and date free | ||||||
| · | AAON | Mon 9AMC | — | |||
| · | ABCL | Mon 9AMC | — | |||
| · | ACHR | Mon 9AMC | — | |||
| · | AIOT | Mon 9BMO | — | |||
12 of 523 shown · the next 14 days
The ranked columns are the boardSymbol and date are free for all 523 names. A subscription fills in the three columns held back on every locked row: the priced move, its richness against that name's own last twelve reports, and the ratio between them. A free account adds today’s board rows and the full 14-day calendar, without these three columns. Today's board rows and the full forward calendar are on your board. | ||||||
| · | ALTG | Mon 9AMC | — | |||
| · | AMCX | Mon 9AMC | — | |||
| · | AMG | Mon 9BMO | — | |||
| · | AMPY | Mon 9AMC | — | |||
| · | AMRC | Mon 9AMC | — | |||
| · | ANNX | Mon 9BMO | — | |||
| · | APEI | Mon 9AMC | — | |||
| · | APPS | Mon 9AMC | — | |||
How to read this page
- History table
- Its columns are explained right under it: What the columns mean ↑
- Coverage
- OKLO’s 10 reports. The board rows are the fortnight’s five richest settled reports, then the first of the next 523 names.
- Ratio
- The priced move over the name’s typical actual move.
- Markers
- Notes on a report’s data, counted in the data-quality grid with what each one touches.
A number looks wrong? Tell us what you expected and we’ll check it.Report a data issue
History is a record, not a forecast. Derived values only; no option prices are shown. Nothing here is investment advice.