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Nano Nuclear Energy Inc NNE 11.58 -0.9 -7.21%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 10, 2026 close · $11.56
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.6% ±$0.41 $11.15 – $11.97 $11.07 – $12.05 $10.68 – $12.44
2 sessions ±5.0% ±$0.57 $10.99 – $12.13 $10.87 – $12.25 $10.32 – $12.80
3 sessions ±6.3% ±$0.72 $10.84 – $12.28 $10.70 – $12.42 $10.02 – $13.10
1 week ±7.9% ±$0.92 $10.64 – $12.48 $10.44 – $12.68 $9.60 – $13.52
2 weeks ±11.1% ±$1.29 $10.27 – $12.85 $9.97 – $13.15 $8.81 – $14.31
3 weeks ±13.8% ±$1.60 $9.96 – $13.16 $9.58 – $13.54 $8.19 – $14.93
1 month ±16.4% ±$1.90 $9.66 – $13.46 $9.19 – $13.93 $7.53 – $15.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NNE reports in 27 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.99%
Average actual move
5.15%
Beyond the implied move
1 / 7
Median IV change
-10.87%
Reaction session Implied Actual Used ATM IV before → after
August 13, 2026 ±8.15% +7.94% 0.97× —
May 15, 2026 ±6.54% -9.51% 1.46× 115.4% → 97.2%
February 18, 2026 ±11.49% -0.63% 0.06× —
August 15, 2025 ±6.96% +1.96% 0.28× 87.8% → 79.1%
May 16, 2025 ±6.14% +4.53% 0.74× —
February 14, 2025 ±6.23% -3.68% 0.59× 101.2% → 90.2%
December 30, 2024 ±10.40% -7.76% 0.75× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →