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

Implied ±18.5%, either direction.

ABCLNasdaqPharmaceutical Preparations

AbCellera Biologics Inc. (ABCL) earnings date, market-implied expected move, and options open interest by expiry

12.27

pre 12.11 −1.38%

Pre-market08:34 ETdelayed

Open12.27Volume2.7MMkt cap$3.8BEPS-0.54

Day12.10 – 12.364%52-wk2.75 – 15.0276%

ABCL

AbCellera Biologics Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.5%implied · straddle

10.0114.55

spot 12.28exp Nov 20ATM strike 12ATM straddle 2.68IV 133%

Nov 4 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+10.30%

vs ±15.4% implied · ×0.67

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+2.54%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

150 managers

Top fund weight

—

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

AbCellera Biologics (ABCL) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±15.4%▲+10.30%×0.67

quarterimplied−20%0+20%realized×

Q2 FY26±15.4%▲+10.30%×0.67

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.47OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

6,810+117%Nov 2015d14,574−2%

516+31%Dec 1843d1.19435+13%1.19

33,5400%Jan 1571d0.6452,360+1%0.64

260+13%Apr 16162d0.083,078+2%0.08

ExpiryPutsCallsP/C

Nov 2015d6,810+117%14,574−2%0.47

Dec 1843d516+31%435+13%1.19

Jan 1571d33,5400%52,360+1%0.64

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

−1368.57%as filednet margin · revenue −51.29% QoQ · −76.29% YoY

Revenue$4M−51.29%

Gross profit$4M100.00%−51.29%

Operating income−$63M−1550.05%−9.14%

Pre-tax income−$59M−19.03%

Net income−$55M−1368.57%−28.41%

Cost of revenue$0—

Operating expenses$67M+1.51%

Tax−$4M+44.48%

Other income$4M−52.24%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 08:30 ET

Intraday

Event sensitivity

NFP ×1.42· ±4.8% vs ±3.4% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.8%4 of 10×1.42

CPIconsumer prices±4.5%7 of 10×1.31

PCEpersonal income & outlays±4.2%8 of 19×1.23

GDPgross domestic product±3.3%8 of 19×0.97

CPROFcorporate profits±3.1%4 of 12×0.90

PPIproducer prices±2.9%5 of 10×0.86

FOMCrate decision±2.8%11 of 24×0.82

Bar = avg |move| to ±5% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.18	—
Q1 FY26	—	-0.14	—
Q3 FY25	—	-0.19	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod