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

Implied ±18.9%, either direction.

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

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

ABSINasdaqServices-Commercial Physical & Biological Research

Absci Corp (ABSI) earnings date, market-implied expected move, and options open interest by expiry

11.12

−0.98 · −8.10%

post 11.21 +0.81%

Closed19:50 ET

Open11.67Volume4.6MMkt cap$1.9BEPS-0.79

Day10.48 – 11.6861%52-wk2.24 – 12.5487%

ABSI

Absci Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.9%implied · straddle

9.0313.23

spot 11.13exp Nov 20ATM strike 11ATM straddle 2.47IV 117%

Oct 30 close

Expected move

Inputs

Next report

Nov 11

after close · in 10 days

est.Q3 FY26

Calendar

Next report

Last report

+0.96%

vs ±14.9% implied · ×0.06

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

1dAMD · customerAMD’s stock slides after Intel earnings reveal two big issues

News

Largest filed tie

13F top-10 QoQ

+17.08%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

200 managers

Top fund weight

0.56%

ABSI weight · XBI

N-PORTJun 30 '26

4 funds

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

Absci (ABSI) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±15.0%
avg realized: ±6.7%

Nov 12 '24Nov 12 '24confirmed±15.6%▼−14.95%×0.96

Mar 18 '25Mar 18 '25confirmed±14.5%▼−3.25%×0.22

May 13 '25May 13 '25confirmed±13.0%▼−1.69%×0.13

Aug 12 '25Aug 12 '25confirmed±14.4%▲+5.05%×0.35

Q3 FY25Nov 12 '25confirmed±13.8%▼−22.35%×1.63

Q1 FY26Mar 24 '26confirmed±19.5%▼−2.99%×0.15

May 7 '26May 7 '26confirmed±14.2%▲+2.61%×0.18

Q2 FY26Aug 11 '26confirmed±14.9%▲+0.96%×0.06

quarterimplied−25%0+25%realized×

Q2 FY26±14.9%▲+0.96%×0.06

May '26±14.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.19OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3,803−3%Nov 2019d20,035+2%

1,122+37%Dec 1847d0.333,444+54%0.33

12,7160%Jan 1575d0.5523,2060%0.55

5050%Feb 19110d0.172,994+4%0.17

ExpiryPutsCallsP/C

Nov 2019d3,803−3%20,035+2%0.19

Dec 1847d1,122+37%3,444+54%0.33

Jan 1575d12,7160%23,2060%0.55

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

Positioning

Linked exposure

scenario · straddle±18.9%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

AMD±3.8%×0.20

Dashed = straddle · × = co-movement · max 499dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY25

−4548.00%derived from FYnet margin · revenue +71.96% QoQ · −2.26% YoY

Revenue$650,000+71.96%

Gross profit$650,000100.00%+71.96%

Operating income−$31M−4775.54%−2.94%

Pre-tax income−$30M−3.92%

Net income−$30M−4548.00%−2.98%

Operating expenses$32M+3.80%

Tax−$162,000−255.77%

Other income$1M−15.14%

Derived: FY − Q1–Q3 · QE Dec 31 '25 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

PCE ×1.09· ±4.8% vs ±4.4% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±4.8%9 of 19×1.09

NFPjobs report±4.8%6 of 10×1.08

GDPgross domestic product±4.6%10 of 19×1.02

CPROFcorporate profits±4.5%5 of 12×1.02

FOMCrate decision±4.1%12 of 24×0.92

CPIconsumer prices±2.9%5 of 10×0.64

PPIproducer prices±2.7%3 of 10×0.60

Bar = avg |move| to ±5% · tick = ±4.4% avg day · ×base = |move| ÷ ±4.4% · min 6 releases

Earnings history

EPS -0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.21	—
Q1 FY26	Mar 24 '26 · confirmed	-0.19	—
Q3 FY25	Nov 12 '25 · confirmed	-0.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod