What move does the options market price into AbbVie's report?

Implied ±10.6%, either direction · provisional.

How often does AbbVie move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

ABBVNYSEPharmaceutical Preparations

AbbVie Inc. (ABBV) earnings date, market-implied expected move, and options open interest by expiry

293.92

+3.13 · +1.08%

post 294.99 +0.36%

Closed16:56 ET

Open298.58Volume6.9MMkt cap$521.1BP/E82.86EPS3.56Div yield2.35%

Day286.12 – 302.1755%52-wk188.25 – 298.7497%

ABBV

AbbVie Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.6%implied · straddle

263.63326.15

spot 294.89exp Feb 19ATM strike 290ATM straddle 36.78IV 29%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 3

before open · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

+1.41%

vs ±3.5% implied · ×0.41

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Linked news

2dENTA · supplierEnanta Pharmaceuticals: infringement action against Pfizer unfounded
3dCLGN · supplierCollPlant wins paid collaboration with Israel Ministry of Defense; TAM up to $5 billion
4dGSK · customerGSK posts Q3 turnover £8,887 million and core operating profit £3,076 million

News

Largest filed tie

13F top-10 QoQ

−0.82%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

4,236 managers

Top fund weight

7.74%

ABBV weight · XLV

N-PORTJun 30 '26

14 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

AbbVie (ABBV) is expected to report on Feb 3 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±3.8%
avg realized: ±2.9%

Jan 31 '25Jan 31 '25confirmed±3.8%▲+4.70%×1.24

Apr 25 '25Apr 25 '25confirmed±4.1%▲+3.15%×0.77

Jul 31 '25Jul 31 '25confirmed±3.9%▼−0.15%×0.04

Q3 FY25Oct 31 '25confirmed±3.3%▼−4.45%×1.33

Feb 4 '26Feb 4 '26confirmed±3.9%▼−3.79%×0.96

Q1 FY26Apr 29 '26confirmed±4.0%▲+3.14%×0.78

Q2 FY26Jul 31 '26confirmed±3.5%▼−2.51%×0.72

Oct 30 '26Oct 30 '26confirmed±3.5%▲+1.41%×0.41

quarterimplied−5%0+5%realized×

Oct '26±3.5%▲+1.41%×0.41

Q2 FY26±3.5%▼−2.51%×0.72

Q1 FY26±4.0%▲+3.14%×0.78

Feb '26±3.9%▼−3.79%×0.96

Q3 FY25±3.3%▼−4.45%×1.33

Jul '25±3.9%▼−0.15%×0.04

2 older reports

Apr '25±4.1%▲+3.15%×0.77

Jan '25±3.8%▲+4.70%×1.24

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

1.22OI · 10 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

6 nearer expiries

1,284+18%Nov 65d0.532,418+7%0.53

1,593+63%Nov 1312d0.622,589+4%0.62

21,805+4%Nov 2019d0.8625,241−2%0.86

273+110%Nov 2726d0.171,642+43%0.17

409+3%Dec 433d6.7061+2%6.70

11—Dec 1140d—0——

21,7030%Dec 1847d0.6931,3350%0.69

30,231+7%Jan 1575d0.8535,741+2%0.85

report · Feb 3 · before open · est.

7,2470%Feb 19110d5,923+2%

14,3630%Mar 19138d1.459,9190%1.45

ExpiryPutsCallsP/C

6 nearer expiries

Nov 65d1,284+18%2,418+7%0.53

Nov 1312d1,593+63%2,589+4%0.62

Nov 2019d21,805+4%25,241−2%0.86

Nov 2726d273+110%1,642+43%0.17

Dec 433d409+3%61+2%6.70

Dec 1140d11—0——

Dec 1847d21,7030%31,3350%0.69

Jan 1575d30,231+7%35,741+2%0.85

report · Feb 3 · before open · est.

Feb 19110d7,2470%5,923+2%1.22

Mar 19138d14,3630%9,9190%1.45

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 4

XLV±0.8%

VIG±0.2%

JEPI±0.2%

VTV±0.2%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

21.28%as filednet margin · revenue +13.25% QoQ · +10.16% YoY

Revenue

$17.0B+13.25% QoQ

Gross profit

$12.4B+23.59% QoQ

73.03% margin

Operating income

$6.4B+61.20% QoQ

37.86% margin

Pre-tax income

$4.3B+311.74% QoQ

Net income

$3.6B+418.79% QoQ

21.28% margin

Cost of revenue

$4.6B−7.66% QoQ

Operating expenses

$6.0B−1.22% QoQ

SG&A $3.6B

R&D $2.3B

Other expense

$2.2B

Tax

$662M+93.57% QoQ

Revenue$17.0B+13.25%

Gross profit

$12.4B+23.59%

73.03% margin

Operating income

$6.4B+61.20%

37.86% margin

Pre-tax income

$4.3B+311.74%

Net income

$3.6B+418.79%

21.28% margin

Cost of revenue

$4.6B−7.66%

Operating expenses

$6.0B−1.22%

SG&A $3.6B

R&D $2.3B

Other expense

$2.2B

Tax$662M+93.57%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:45 ET

Intraday

Event sensitivity

PCE ×1.50· ±1.6% vs ±1.1% · 20 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.6%13 of 20×1.50

PPIproducer prices±1.4%9 of 11×1.32

NFPjobs report±1.4%4 of 10×1.30

CPIconsumer prices±1.3%6 of 11×1.15

GDPgross domestic product±1.2%13 of 20×1.14

FOMCrate decision±1.1%9 of 25×0.97

CPROFcorporate profits±1.0%8 of 12×0.92

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 2.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 31 '26 · confirmed	2.03	—
Q1 FY26	Apr 29 '26 · confirmed	0.39	—
Q3 FY25	Oct 31 '25 · confirmed	0.10	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod