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

Implied ±14.6%, either direction.

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

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

ALTNasdaqPharmaceutical Preparations

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

2.11

pre 2.11 −0.47%

Pre-market08:06 ETdelayed

Open2.14Volume3.5MMkt cap$412.4MEPS-0.77

Day2.11 – 2.140%52-wk1.99 – 6.443%

ALT

Altimmune, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.6%implied · straddle

1.742.34

spot 2.04exp Nov 20ATM strike 2ATM straddle 0.35IV 100%

Nov 3 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−2.33%

vs ±12.7% implied · ×0.18

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+45.61%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

211 managers

Top fund weight

0.23%

ALT weight · XBI

N-PORTJun 30 '26

4 funds

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

Altimmune (ALT) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±11.5%
avg realized: ±9.5%

Nov 12 '24Nov 12 '24confirmed±12.4%▲+29.12%×2.35

Feb 27 '25Feb 27 '25confirmed±8.2%▲+8.08%×0.99

May 13 '25May 13 '25confirmed±15.6%▼−4.16%×0.27

Aug 12 '25Aug 12 '25confirmed±10.1%▲+7.10%×0.70

Q3 FY25Nov 6 '25confirmed±14.3%▲+5.07%×0.36

Q1 FY26Mar 5 '26confirmed±10.3%▼−17.92%×1.74

May 13 '26May 13 '26confirmed±8.2%▼−1.95%×0.24

Q2 FY26Aug 12 '26confirmed±12.7%▼−2.33%×0.18

quarterimplied−30%0+30%realized×

Q2 FY26±12.7%▼−2.33%×0.18

May '26±8.2%▼−1.95%×0.24

Q1 FY26±10.3%▼−17.92%×1.74

Q3 FY25±14.3%▲+5.07%×0.36

Aug '25±10.1%▲+7.10%×0.70

May '25±15.6%▼−4.16%×0.27

2 older reports

Feb '25±8.2%▲+8.08%×0.99

Nov '24±12.4%▲+29.12%×2.35

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 4 close

2.84OI · 5 expiries · Nov 4 closeP/C open interest · Nov 6 · first expiry after the report

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

1,091+2%Nov 61d384−1%

3,826−1%Nov 2015d0.665,7590%0.66

9,0340%Dec 1843d0.969,4090%0.96

3,7550%Jan 1571d0.04104,9960%0.04

795+1%Mar 19134d0.108,030+6%0.10

ExpiryPutsCallsP/C

Nov 61d1,091+2%384−1%2.84

Nov 2015d3,826−1%5,7590%0.66

Dec 1843d9,0340%9,4090%0.96

Jan 1571d3,7550%104,9960%0.04

Mar 19134d795+1%8,030+6%0.10

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

Positioning

Linked exposure

scenario · straddle±14.6%

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

derived from FYQ4 FY25

−105223.08%derived from FYnet margin · revenue +420.00% QoQ · +420.00% YoY

Revenue$26,000+420.00%

Gross profit$26,000100.00%+420.00%

Operating income−$29M−111126.92%−38.52%

Pre-tax income−$27M−43.88%

Net income−$27M−105223.08%−43.88%

Operating expenses$29M+38.61%

Other income$2M−16.80%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 08:00 ET

Intraday

Event sensitivity

CPROF ×1.92· ±7.3% vs ±3.8% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±7.3%5 of 12×1.92

GDPgross domestic product±5.9%8 of 19×1.55

FOMCrate decision±3.8%11 of 24×0.99

PCEpersonal income & outlays±3.5%8 of 19×0.91

PPIproducer prices±3.0%4 of 10×0.79

NFPjobs report±2.6%5 of 10×0.68

CPIconsumer prices±1.6%0 of 10×0.41

Bar = avg |move| to ±8% · tick = ±3.8% avg day · ×base = |move| ÷ ±3.8% · min 6 releases

Earnings history

EPS -0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.12	—
Q1 FY26	Mar 5 '26 · confirmed	-0.18	—
Q3 FY25	Nov 6 '25 · confirmed	-0.21	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod