hickory shuckworm moth but if you take your knife and cut away the shuck you might find the hole continues straight through the nut shell (photos at right). If the hole goes straight into the nut, what you have discovered is the exit hole for a pecan weevil larvae.
The weevil larvae that developed inside these pecans completely devoured the kernel inside then chewed a hole through the shell and shuck to exit the nut. Once outside the nut weevil larvae drop to the ground, burrow into the soil, and form an underground cell. The larvae will pupate in the soil before emerging as and adult 22 months later (weevils have a two year life cycle).