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

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

ANABNasdaqPharmaceutical Preparations

Anaptysbio, Inc (ANAB) earnings date, market-implied expected move, and options open interest by expiry

47.32

−0.41 · −0.85%

Regular session13:38 ET

Open48.50Volume304,855Mkt cap$1.4BEPS-1.02Div yield42.97%

Day46.27 – 48.5546%52-wk21.07 – 72.3651%

ANAB

Anaptysbio, Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−4.41%

vs ±6.7% implied · ×0.66

shaded = implied · ▲▼ = realized

May 12 '26 · confirmed

Implied vs realized

Linked news

2dGSK · customerGSK total voting rights 4,045,439,182
6dVNDA · customerVanda loses $22,562 thousand in Q3; nine-month loss $133,642 thousand

News

Largest filed tie

13F top-10 QoQ

+7.21%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

214 managers

Top fund weight

0.49%

ANAB weight · XBI

N-PORTJun 30 '26

4 funds

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

Anaptysbio (ANAB) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±13.3%
avg realized: ±7.4%

Nov 5 '24Nov 5 '24confirmed±10.5%▲+11.72%×1.12

Feb 27 '25Feb 27 '25confirmed±18.0%▲+2.56%×0.14

May 5 '25May 5 '25confirmed±18.4%▼−2.94%×0.16

Aug 6 '25Aug 6 '25confirmed±12.0%▼−9.63%×0.80

Q3 FY25Nov 4 '25confirmed±16.7%▲+3.63%×0.22

Q4 FY25Jan 9 '26confirmed±10.0%▲+9.76%×0.97

Q1 FY26Mar 3 '26confirmed±14.1%▲+14.61%×1.03

May 12 '26May 12 '26confirmed±6.7%▼−4.41%×0.66

quarterimplied−20%0+20%realized×

May '26±6.7%▼−4.41%×0.66

Q1 FY26±14.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

1.38OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

850−1%Nov 2016d615+9%

523+30%Dec 1844d14.1437+208%14.14

302−4%Feb 19107d0.319640%0.31

ExpiryPutsCallsP/C

Nov 2016d850−1%615+9%1.38

Dec 1844d523+30%37+208%14.14

Feb 19107d302−4%9640%0.31

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY26

−206.93%as filednet margin · revenue −76.39% QoQ · −7.98% YoY

Revenue$26M−76.39%

Gross profit$26M100.00%−76.39%

Operating income−$35M−135.53%−151.77%

Pre-tax income−$53M−206.34%

Net income−$53M−206.93%−206.59%

Cost of revenue$0—

Operating expenses$60M+45.58%

Tax$40,000−50.62%

Other expense−$18M−5.82%

Source: SEC filings · standardized · QE Mar 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

PPI ×1.16· ±3.5% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.5%3 of 10×1.16

CPIconsumer prices±3.4%4 of 10×1.14

NFPjobs report±3.0%4 of 10×1.00

FOMCrate decision±2.8%10 of 24×0.91

PCEpersonal income & outlays±2.6%12 of 19×0.87

GDPgross domestic product±2.5%9 of 19×0.82

CPROFcorporate profits±2.0%6 of 12×0.65

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -1.84 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY26	Mar 3 '26 · confirmed	-1.84	—
Q4 FY25	Jan 9 '26 · confirmed	1.64	—
Q3 FY25	Nov 4 '25 · confirmed	0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod