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

Implied ±16.1%, either direction.

ASMBNasdaqPharmaceutical Preparations

Assembly Biosciences, Inc. (ASMB) earnings date, market-implied expected move, and options open interest by expiry

20.10

+0.23 · +1.16%

Regular session09:30 ET

Open20.16Volume269,004Mkt cap$404.6M

Day20.10 – 20.160%52-wk19.25 – 39.714%

ASMB

Assembly Biosciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.1%implied · report alone

16.6723.07

straddle ±18.9%

spot 19.87exp Nov 20ATM strike 20ATM straddle 4.43IV 133%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+10.02%

vs ±8.5% implied · ×1.18

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1dGILD · supplierGilead and Kite Advance Leadership With New Data Across Pipeline and Portfolio at ASH 2026
35dABUS · customerArbutus Announces Final Results of Its US$230 Million Modified “Dutch Auction” Tender Offer

News

Largest filed tie

13F top-10 QoQ

+36.69%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

93 managers

Top fund weight

0.01%

ASMB weight · IWM

N-PORTJun 30 '26

3 funds

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

Assembly Biosciences (ASMB) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±8.5%▲+10.02%×1.18

quarterimplied−15%0+15%realized×

Q2 FY26±8.5%▲+10.02%×1.18

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.18OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

120+100%

Positioning

Linked exposure

scenario · straddle±18.9%

Funds 3

IWM±0.0%

Linked exposure

Revenue flow

as filedQ2 FY26

−28.84%as filednet margin · revenue +62.84% QoQ · +38.94% YoY

Revenue$13M+62.84%

Gross profit$13M100.00%+62.84%

Operating income−$6M−47.44%+44.20%

Pre-tax income−$4M+57.52%

Net income−$4M−28.84%+57.52%

Cost of revenue$0—

Operating expenses$20M+0.69%

Other income$2M+8.56%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:15 ET

Intraday

Event sensitivity

FOMC ×1.01· ±3.0% vs ±3.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.0%12 of 24×1.01

GDPgross domestic product±3.0%10 of 19×0.99

PPIproducer prices±2.9%7 of 10×0.97

CPROFcorporate profits±2.5%7 of 12×0.84

PCEpersonal income & outlays±2.4%9 of 19×0.80

NFPjobs report±2.3%5 of 10×0.78

CPIconsumer prices±1.8%3 of 10×0.61

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

Earnings history

EPS -0.20 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.20	—
Q1 FY26	—	-0.54	—
Q3 FY25	—	-0.72	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod