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

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

ANNXNasdaqPharmaceutical Preparations

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

4.31

+0.12 · +2.86%

post 4.39 +1.86%

Closed17:23 ET

Open4.19Volume4.3MMkt cap$856.6MEPS-1.14

Day4.19 – 4.4869%52-wk2.54 – 7.1840%

ANNX

Annexon, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−0.19%

vs ±11.9% implied · ×0.02

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+31.78%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

217 managers

Top fund weight

0.33%

ANNX weight · XBI

N-PORTJun 30 '26

4 funds

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

Annexon (ANNX) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±22.3%
avg realized: ±3.2%

Nov 14 '24Nov 14 '24confirmed±12.1%▼−3.32%×0.27

Mar 3 '25Mar 3 '25confirmed—▲+3.35%—

May 12 '25May 12 '25confirmed±34.0%▼−1.13%×0.03

Aug 14 '25Aug 14 '25confirmed±15.5%▲+2.52%×0.16

Q3 FY25Nov 10 '25confirmed±15.8%▼−0.34%×0.02

Q1 FY26Mar 30 '26confirmed±13.7%▲+11.69%×0.85

May 7 '26May 7 '26confirmed±53.1%▲+3.08%×0.06

Q2 FY26Aug 12 '26confirmed±11.9%▼−0.19%×0.02

quarterimplied−55%0+55%realized×

Q2 FY26±11.9%▼−0.19%×0.02

May '26±53.1%

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

0.07OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3650%Nov 2015d5,069+66%

6,6270%Dec 1843d0.3022,215+10%0.30

13,966+1%Jan 1571d0.6621,027+7%0.66

60%Apr 16162d0.01662+2%0.01

ExpiryPutsCallsP/C

Nov 2015d3650%5,069+66%0.07

Dec 1843d6,6270%22,215+10%0.30

Jan 1571d13,966+1%21,027+7%0.66

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

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:15 ET

Intraday

Event sensitivity

CPI ×1.16· ±4.4% vs ±3.8% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.4%1 of 10×1.16

PPIproducer prices±4.4%4 of 10×1.16

PCEpersonal income & outlays±4.3%8 of 19×1.13

FOMCrate decision±3.7%12 of 24×0.98

GDPgross domestic product±3.1%8 of 19×0.81

NFPjobs report±2.8%3 of 10×0.73

CPROFcorporate profits±2.2%6 of 12×0.58

Bar = avg |move| to ±5% · tick = ±3.8% avg day · ×base = |move| ÷ ±3.8% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.28	—
Q1 FY26	Mar 30 '26 · confirmed	-0.23	—
Q3 FY25	Nov 10 '25 · confirmed	-0.37	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod