The options market is pricing a ±10% (±$19.09) move for NBIS's 2026-08-12 · before open report. Over its last 6 reports, NBIS has actually moved ±5.3% on average (biggest: ±15.7%). That's a 0.52× realized-vs-implied ratio, so the options look overpriced — NBIS has historically moved less than what's priced, which favors selling premium (iron condor / credit spreads) if you have an edge. It has exceeded the implied move in 17% of those prints, beaten EPS estimates 67% of the time (3 quarters), and the 1-day reaction has been positive 83% of the time (avg +2.9%).
This is a data-driven edge, not a prediction of direction — earnings are binary events and any single print can gap either way. Position and size accordingly.
| Report | Est EPS | Actual | Result | Implied | 1d move | 1w move |
|---|---|---|---|---|---|---|
| 2026-05-13 | -0.81 | -0.23 | beat | ±9.5% | +15.7% | +10.4% |
| 2026-02-12 | -0.44 | -0.69 | miss | ±9.5% | +1.3% | +14.9% |
| 2025-11-11 | -0.50 | -0.39 | beat | ±11.9% | -7% | -21.8% |
| 2025-05-20 | -0.48 | — | — | ±12.8% | +4.2% | — |
| 2025-02-20 | -0.39 | — | — | ±14.4% | +3.2% | -19.7% |
| 2025-01-03 | — | — | — | — | +0.1% | +6.4% |
Historical implied vs actual moves & EPS beats/misses via Unusual Whales.
NBIS is scheduled to report on 2026-08-12, before the open. Dates can shift until the company confirms.
The options market is pricing an expected move of about ±10% (±$19.09) for NBIS's upcoming report — the size of the move the ATM straddle is pricing in.
Over its last 3 reports, NBIS has beaten EPS estimates 67% of the time. A beat doesn't guarantee an up move — the reaction depends on guidance and how much was already priced in.
Over the last 6 reports, NBIS moved ±5.3% on average versus a ±10% implied move — a 0.52× ratio, so the options have been rich (it moves less than priced). It exceeded the implied move 17% of the time.
Expected moves, gamma levels and the day's setups before the open — free.
See NBIS's positioning too: NBIS gamma exposure → · NBIS options flow →
The premium earnings board ranks every upcoming report by the biggest realized-vs-implied edge — where the options are mispriced vs how the stock actually moves — with the play on each.
Data via Unusual Whales · refreshes each session · educational, not financial advice · earnings are binary events with substantial risk.
