BoardNNENano Nuclear EnergyWatch

NNE reports Thu 17 Dec. See how it is priced with a free account.

Over 6 of its last 8 reports NNE’s options priced a 6.5% move on average and the stock moved 4.7% by the close. For Thu 17 Dec a free account shows the implied volatility behind it now, and the priced move and how rich it is against those eight on the day NNE reports. The settled history below is public.

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Priced movefor Thu 17 Dec, the report’s own share

Richness · own historyagainst NNE’s own last 12

Ratiopriced over what it typically moves

Ordinary volwith the report taken out

Forecast crushwritten the day before the report

Sellableat the bid, after the spread

NNE · priced for Thu 17 Dec · with a free accountNNE · priced for Thu 17 Dec

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How NNE’s options price it

Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.

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NNE for Thu 17 Decthe implied volatility now; the priced move and its richness the day it reports
What selling it keptat the open, at 10:00 and at the close, report by report
Every other tickerwith no limit, and today’s board

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NNE · history · 8 reports · priced vs actual · collapse vs forecastNNE · history

Columns shown on a phoneMoveChartCrushForecast · P&L

Report	Report’s partPriced	RealizedC2C	By 10:00	CrushATM	As-sold	Open	ForecastPred.	Error
Aug 12 ’26AMC	±6.5%	+7.9%	+5.0%	−9%	−8%	−1%	—	—
May 14 ’26AMC	±6.8%	−9.5%	−6.0%	−24%	−19%	−7%	−16%^rec	−8pt
Feb 17 ’26AMC	±6.5%	−0.6%	+2.5%	−18%	−17%	—	—	—
Dec 18 ’25AMC	—	+9.3%	+3.3%	−32%	−30%	—	—	—
Aug 14 ’25AMC	±6.7%	+2.0%	0.0%	−14%	−14%	−6%	−16%^rec	+2pt
May 15 ’25AMC	±6.4%	+4.5%	+4.8%	−19%	−19%	−3%	−14%^rec	−5pt
Feb 13 ’25AMC	±6.3%	−3.7%	+0.5%	−26%	−25%	−2%	−15%^rec	−11pt
Dec 30 ’24BMO	—	−7.8%	−9.3%	−19%	−19%	−9%	—	—
All · 8	±6.5% avg	4.7% avg either way	3.1% avg either way	−19% median	−19% median	−4.5% median	−15.5% median	6.5 average

What the columns mean6 groups · 10 columns

Report’s part: The report’s own share of what the options priced the day before, taken from two or more expiries.; ColumnsPriced
Realized: C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.; ColumnsC2CBy 10:00
Chart: The grey band is what the options priced and the marks are what happened, on a ±25% scale.; ColumnsPriced · realized · ±25%
Crush: How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.; ColumnsATMAs-soldOpen
Forecast: Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.; ColumnsPred.Error
Sold: P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.; ColumnsP&L

The stock closed past the priced move on 2 of 6 reports, and was past it at 10:00 the next morning on 0 of 6. It held 80% or more of its 10:00 move into the close on 7 of 8. Sold P&L, locked here, is what selling the straddle kept at each report. It opens with a free account. A record of what happened, not a recommendation. A dash is a number we do not have, not a zero.

Reports8Next morning6 of 8OldestDec 202410:00 anchor = the 09:55–10:05 average price against the previous close

NNE · three more tables · open with a free accountNNE · three more tables

The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of NNE’s 8 reports.
What selling it keptWhat selling NNE’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 8 reports.
After the openWhether NNE kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.

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NNE · data quality on this name · every marker, countedNNE · data quality on this name

We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.

Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.

nowAug 12
’26May 14
’26Feb 17
’26Dec 18
’25Aug 14
’25May 15
’25Feb 13
’25Dec 30
’24reports

crush expiry substituted8 of 8

macro event in the window8 of 8

held to expiry7 of 8

next-morning price from quotes5 of 8

no prediction4 of 8

wide decomposition band3 of 8

derived numbers unreliable3 of 8

noisy IV rank3 of 8

wide straddle quote3 of 8

skew contamination2 of 8

overlapping event2 of 8

no trade at the cover2 of 8

no re-struck cover IV2 of 8

an anchor was refused1 of 8

iV rose through the print1 of 8

thin trade at the cover1 of 8

What each marker means16 markers

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.Affects Crush (re-struck)

macro event in the 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.Affects Implied (event)

held to expiry 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.Affects Short-straddle P&L

next-morning price from quotes 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.Affects Crush at 10:00

no prediction 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.Affects Predicted crush · Error

wide decomposition band The decomposed implied move has a wide confidence band on this row. The number is published and kept off the board’s sort, because a sort cannot express an error bar; where its rank is shown, it is marked ≈.Affects Implied (event)

derived numbers 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.Affects The derived columns

noisy IV rank 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.Affects IV rank

wide straddle quote The T−1 straddle’s bid-ask spread was wide relative to its own price, so every number read off that quote inherits the width. Published on purpose — the friction is real — but kept off the board’s sort, and marked ≈ where its rank is shown.Affects Implied (naive) · Short-straddle P&L

skew contamination The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.Affects Accuracy record

overlapping event 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.Affects Implied (event)

no trade at the cover The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.Affects Crush at 10:00

no re-struck cover IV The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.Affects Crush at 10:00

an anchor was refused 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.Affects Crush at 10:00

iV rose through the print 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.Affects Accuracy record

thin trade at the cover 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.Affects Crush at 10:00

How to read this page

History table: Its columns are explained right under it: What the columns mean ↑
Coverage: NNE’s 8 reports.
Priced move: Read at 15:46 ET.

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