How often does aTYR PHARMA move more than the options market prices?

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

ATYRNasdaqBiological Products, (No Diagnostic Substances)

aTYR PHARMA Inc (ATYR) earnings date, market-implied expected move, and options open interest by expiry

6.42

+0.13 · +2.03%

Regular session15:25 ET

Open6.13Volume336,052Mkt cap$15.4MEPS-0.63

Day6.13 – 6.5372%52-wk4.07 – 44.406%

ATYR

aTYR PHARMA Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+3.42%

vs ±37.8% implied · ×0.09

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−33.21%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

90 managers

Top fund weight

0.00%

ATYR weight · VTI

N-PORTJun 30 '26

1 fund

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

aTYR PHARMA (ATYR) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±31.3%
avg realized: ±9.9%

Nov 7 '24Nov 7 '24confirmed±18.9%▲+0.65%×0.03

Mar 13 '25Mar 13 '25confirmed±30.5%▼−0.50%×0.02

May 7 '25May 7 '25confirmed±19.9%▲+5.70%×0.29

Q3 FY25Nov 6 '25confirmed±25.0%▲+6.05%×0.24

Q1 FY26Mar 5 '26confirmed±85.0%▼−8.68%×0.10

May 11 '26May 11 '26confirmed±13.4%▼−44.20%×3.29

May 15 '26May 15 '26confirmed±20.2%▼−9.98%×0.49

Q2 FY26Aug 7 '26confirmed±37.8%▲+3.42%×0.09

quarterimplied−85%0+85%realized×

Q2 FY26±37.8%▲+3.42%×0.09

May '26±20.2%

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

0.01OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

41+21%Nov 2017d4,149+100%

1,105+40%Jan 1573d0.0343,467+100%0.03

2+100%Feb 19108d0.01368+100%0.01

ExpiryPutsCallsP/C

Nov 2017d41+21%4,149+100%0.01

Jan 1573d1,105+40%43,467+100%0.03

Feb 19108d2+100%368+100%0.01

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

per later filingQ1 FY24

−6590.21%per later filingnet margin · revenue +166.57% QoQ

Revenue$235,000+166.57%

Gross profit$235,000100.00%+166.57%

Operating income−$17M−7079.15%−4.24%

Pre-tax income−$15M−14.82%

Net income−$15M−6590.21%−4.92%

Cost of revenue$0—

Operating expenses$17M+5.71%

Other income$1M−53.50%

Source: SEC filings · standardized · QE Mar 31 '24 · bars = % of revenue

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

CPI ×1.80· ±6.9% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±6.9%5 of 10×1.80

PPIproducer prices±6.4%6 of 10×1.66

NFPjobs report±3.3%4 of 10×0.85

PCEpersonal income & outlays±2.9%8 of 19×0.75

CPROFcorporate profits±2.9%6 of 12×0.75

GDPgross domestic product±2.6%9 of 19×0.67

FOMCrate decision±2.5%9 of 24×0.66

Bar = avg |move| to ±7% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS -0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	-0.11	—
Q1 FY26	Mar 5 '26 · confirmed	-0.11	—
Q3 FY25	Nov 6 '25 · confirmed	-0.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod