You need to subject the material to EDX analysis to confirm if it is CaCO3. In case of positive response the chance of these being Coccoliths (Calcareous Nannoplankton) is great. If you put a drop of dilute HCL on the Clay sample it should also show effervescence.
First of all, i do not have any experince about clay but SEM photo give you an idea about morphology and elemental composition of your compound. for detail, you need to apply another analyze techniques as XRD, FTIR etc.
I would agree that this is probably a coccolith, if the sediment is Cretaceous or younger. In my limited experience they are most abundant from the Cretaceous onwards.
With the details seen on documented scanning electron micrograph, it is difficult to assign the specimen to R. haqii. Several fragmented specimens of coccoliths can be seen with no foolproof evidence of bacterial remains. Sukru is requested to furnish details about the source and age of the collected material for his SEM study.
If you need more info and origin description please go to http://www.mikrotax.org/Nannotax3/index.php?dir=Coccolithophores/Isochrysidales/Noelaerhabdaceae/Reticulofenestra/R.%20pseudoumbilicus%20group/Reticulofenestra%20haqii
or you can find more images about species here at https://www.researchgate.net/publication/249012370_Revised_taxonomy_and_stratigraphy_of_Middle_Miocene_calcareous_nannofossils_of_the_Paratethys
Best wishes! :)
Article Revised taxonomy and stratigraphy of Middle Miocene calcareo...