Earnings volatility research

NRGV · Energy Vault Holdings, Inc. Common Stock

Next verified earnings in 14 days · Nov 10, 2026 · After close (AMC).

Research pending

Observed earnings moves:: 18
Mean absolute actual move:: 10.9%
Actual exceeded priced move:: Unavailable
Options evidence coverage:: Unavailable

Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts

My workspace

No reviewed research is available for NRGV yet

Coverage and research availability are separate datasets.

Next verified eventNov 10, 2026 · After close (AMC)

Days to next event14 calendar days

Research window1–35 days before earnings

Why no researchNo snapshot has cleared data-quality and review gates for this event yet

Calendar sourceVerified earnings calendar

A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.

Browse covered research Open the calendar

Past events · reconstructed

Historical reconstruction for NRGV

Observed outcomes from 18 earnings events (Jan 21, 2022 – Aug 11, 2026). These events have already been reported · modeled strategy results.

Historical · past

Realized move versus what was implied

Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.

Historical implied moves are unavailable; missing quotes are not zero.

NRGV · Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Updated Oct 25, 2026

Select observation

Loading graph — the exact table is available below.

2022-01-21: Realized move: 0.4032% Implied move: Unavailable Signed actual 0.4032% · Reconstructed · 0 IV checkpoints Updated Oct 25, 2026

Exact data table

NRGV · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

Realized move (%)	Implied move (%)	Context	Updated
0.4032%	Unavailable	Signed actual 0.4032% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
3.3784%	Unavailable	Signed actual 3.3784% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
10.5145%	Unavailable	Signed actual 10.5145% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
21.6049%	Unavailable	Signed actual 21.6049% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
4.8387%	Unavailable	Signed actual -4.8387% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
6.8182%	Unavailable	Signed actual 6.8182% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
2.589%	Unavailable	Signed actual -2.589% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
27.9476%	Unavailable	Signed actual 27.9476% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
4.9724%	Unavailable	Signed actual 4.9724% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
16.0839%	Unavailable	Signed actual -16.0839% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
13.8416%	Unavailable	Signed actual -13.8416% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
28.8557%	Unavailable	Signed actual -28.8557% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
1.6949%	Unavailable	Signed actual 1.6949% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
1.8692%	Unavailable	Signed actual 1.8692% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
3.5714%	Unavailable	Signed actual 3.5714% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
20.8451%	Unavailable	Signed actual 20.8451% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
16.3022%	Unavailable	Signed actual -16.3022% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026
9.4972%	Unavailable	Signed actual 9.4972% · Reconstructed · 0 IV checkpoints	Updated Oct 25, 2026

Compare structures and entry timing

Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include stored modeled fill costs and commissions.

Entry sampleExit ruleInspect entry

Coverage and modeling assumptions

The Long Call DITM (0.90 Delta) cohort has no validated live entry gate. Its structural results appear under “All structural examples”; entry-filter status is shown only when stored, and it is not a live recommendation.

For this ticker, the DITM 0.90-delta backfill covers requested calendar entries from T−28 through T−1: all recorded events processed. Processed does not mean every quote or trade is available, and this record does not establish completion across the 500-ticker universe.

Includes trades that failed entry filters and runs with unknown eligibility; this measures structures, not qualified recommendations. Failed-filter examples are not recommendations. The exit is before earnings, or earlier if required by expiration. New DITM long-call structural examples use modeled quote-midpoint entry and exit fills, with commissions; they are not live recommendations.

Matrix values use exact aggregates across all stored cohort outcomes. Trade details below are bounded recent examples, not the full trade archive. Totals apply to this ticker and selected entry, exit rule and sample scope only.

Compare metric

Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.

Strategy	T−28	T−27	T−26	T−25	T−24	T−23	T−22	T−21	T−20	T−19	T−18	T−17	T−16	T−15	T−14	T−13	T−12	T−11	T−10	T−9	T−8	T−7	T−6	T−5	T−4	T−3	T−2	T−1
Long Straddle	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Long Strangle	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Calendar	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Iron Condor	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Bull Put Spread	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Bear Call Spread	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Short Straddle	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Short Strangle	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available	Not available
Long Call DITM (0.90 Delta)	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested	Not tested

Requested entry tests: T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.

Filter evidence, execution costs and a plan

Compare all valid structures with the recorded filter-pass subset at the same entry and exit. A difference describes selection within this history; it does not demonstrate a causal or out-of-sample advantage. Unknown eligibility prevents a comparable difference. No confidence interval or unseen-period validation is stored for these cohorts.

Additional execution cost ($ / one-lot round trip)

Subtracts your additional dollar assumption from stored net P&L, which already includes recorded costs. This is a sensitivity scenario, not a bid/ask replay or a fill forecast. Maximum-loss returns below retain their original cost basis.

Structure	All: runs / events	All: mean net P&L	Mean return / modeled loss	Passed: runs / events	Passed: mean net P&L	Selection difference	Unknown eligibility
Long Straddle	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Long Strangle	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Calendar	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Iron Condor	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Bull Put Spread	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Bear Call Spread	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Short Straddle	Unavailable	Unavailable	Unbounded risk; unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Short Strangle	Unavailable	Unavailable	Unbounded risk; unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable
Long Call DITM (0.90 Delta)	Unavailable	Unavailable	Unavailable	No recorded passes	Unavailable	Not comparable / unavailable	Unavailable

Structure to planYour risk budget ($, optional)

Choose a structure with stored results and valid cost/budget inputs to build a plan.

Entry T−14 · before earnings / expiration. Your selection, timing, cost scenario and budget become editable suggestions. No contract, live quote, capital allocation or order is inferred from a historical average.

T−14 entry details

No stored results for this entry, exit rule and entry sample. Volatility observations alone do not establish trade performance.

18 unavailable tests at T−14

NRGV_2022-01-21 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2022-05-16 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2022-08-08 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2022-11-14 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2023-03-07 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2023-05-09 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2023-08-08 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2023-11-07 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2024-03-12 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2024-05-08 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2024-08-06 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2024-11-12 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2025-03-10 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2025-05-12 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2025-08-07 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2025-11-10 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2026-05-05 · Checkpoint quotes · no observed historical options at checkpoint
NRGV_2026-08-11 · Checkpoint quotes · no observed historical options at checkpoint

Era, drawdown and spread sensitivity

Era breakdown, drawdown and spread scenario

Backtest only, for T−14 entry, before earnings / expiration. A positive average in one era does not establish positive expected profit, and losing eras must be read beside winning ones.

StructureAdditional cost ($ / one-lot round trip)

Spread scenario: the scenario average subtracts the same flat cost from every trade's stored midpoint P&L. Stored fills are midpoint-based, so this is a sensitivity scenario, not measured bid/ask spread data and not a fill forecast.