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

Implied ±23.6%, either direction.

How often does Arbutus Biopharma move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

ABUSNasdaqPharmaceutical Preparations

Arbutus Biopharma Corp (ABUS) earnings date, market-implied expected move, and options open interest by expiry

4.20

−0.08 · −1.82%

post 4.20 0.00%

Closed16:00 ET

Open4.26Volume2.5MMkt cap$832.9MP/E5.25EPS0.80

Day4.15 – 4.2646%52-wk3.50 – 5.4536%

ABUS

Arbutus Biopharma Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.6%implied · report alone

8Q avg ±2.3%·×10.13·rich

3.215.21

straddle ±30.3%

spot 4.21exp Nov 20ATM strike 4ATM straddle 1.50IV 191%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

before open · in 12 days

est.Q3 FY26

Calendar

Next report

Last report

−1.71%

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Linked news

2dALNY · customerALNY trading halt (LUDP) · resumed 09:40 ET
5dMRNA · customerThe excitement around Moderna’s cancer vaccine is cooling. Here’s why.

News

Largest filed tie

13F top-10 QoQ

−0.59%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

177 managers

Top fund weight

0.16%

ABUS weight · XBI

N-PORTJun 30 '26

4 funds

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

Arbutus Biopharma (ABUS) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±17.3%
avg realized: ±2.4%

Jan 13 '25Jan 13 '25confirmed±7.5%▲+1.82%×0.24

Mar 27 '25Mar 27 '25confirmed±43.7%▼−2.39%×0.05

May 14 '25May 14 '25confirmed±14.1%▼−0.94%×0.07

Aug 6 '25Aug 6 '25confirmed±13.1%▲+1.76%×0.13

Q3 FY25Nov 13 '25confirmed±22.5%▼−5.79%×0.26

Q1 FY26Mar 23 '26confirmed±13.7%▲+4.25%×0.31

May 13 '26May 13 '26confirmed±6.5%0.00%×0.00

Q2 FY26Aug 12 '26confirmed—▼−1.71%—

quarterimplied−45%0+45%realized×

Q2 FY26—▼−1.71%—

May '26±6.5%0.00%×0.00

Q1 FY26

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

0.04OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

530%Nov 2020d1,434+16%

2310%Dec 1848d0.161,434+9%0.16

7440%Jan 1576d0.302,457−4%0.30

40%Mar 19139d0.001,2600%0.00

ExpiryPutsCallsP/C

Nov 2020d530%1,434+16%0.04

Dec 1848d2310%1,434+9%0.16

Jan 1576d7440%2,457−4%0.30

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

Positioning

Linked exposure

scenario · straddle±30.3%

Funds 4

XBI±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−507.20%as filednet margin · revenue −99.43% QoQ · −90.56% YoY

Revenue$1M−99.43%

Gross profit$1M100.00%−99.43%

Operating income−$6M−588.17%−103.53%

Pre-tax income−$5M−103.03%

Net income−$5M−507.20%−103.03%

Cost of revenue$0—

Operating expenses$7M−31.71%

Other income$821,000+4.32%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.06· ±2.2% vs ±2.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.2%3 of 10×1.06

CPIconsumer prices±2.0%2 of 10×0.95

FOMCrate decision±1.9%12 of 24×0.93

PCEpersonal income & outlays±1.8%12 of 19×0.87

GDPgross domestic product±1.7%8 of 19×0.82

CPROFcorporate profits±1.6%4 of 12×0.77

PPIproducer prices±1.1%2 of 10×0.53

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.03	—
Q1 FY26	Mar 23 '26 · confirmed	0.87	—
Q3 FY25	Nov 13 '25 · confirmed	-0.04	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod