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

Implied ±13.7%, either direction · provisional.

How often does BridgeBio Pharma move more than the options market prices?

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

BBIONasdaqPharmaceutical Preparations

BridgeBio Pharma, Inc. (BBIO) earnings date, market-implied expected move, and options open interest by expiry

74.98

+0.03 · +0.04%

post 74.84 −0.19%

After hours17:30 ETdelayed

Open75.91Volume5.8MMkt cap$14.6BEPS-3.04

Day74.80 – 75.914%52-wk60.22 – 93.4244%

BBIO

BridgeBio Pharma, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.7%implied · straddle

64.7185.28

spot 75.00exp Jan 15ATM strike 75ATM straddle 12.10IV 45%

Nov 2 closeprovisional

Expected move

Inputs

Next report

Jan 11

after close · in 70 days

est.Q4 FY26

Calendar

Next report

Last report

+5.97%

vs ±10.2% implied · ×0.58

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

3hNVS · supplierBioArctic collaborator Novartis terminates agreement

News

Largest filed tie

13F top-10 QoQ

+0.82%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

480 managers

Top fund weight

1.02%

BBIO weight · XBI

N-PORTJun 30 '26

4 funds

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

BridgeBio Pharma (BBIO) is expected to report on Jan 11 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±9.2%
avg realized: ±4.0%

Apr 29 '25Apr 29 '25confirmed±10.8%▲+5.33%×0.49

Aug 5 '25Aug 5 '25confirmed±11.5%▼−8.94%×0.78

Q3 FY25Oct 29 '25confirmed±11.7%▼−4.88%×0.42

Jan 12 '26Jan 12 '26confirmed±4.6%▲+2.95%×0.64

Q1 FY26Feb 24 '26confirmed±10.6%▼−2.59%×0.24

May 7 '26May 7 '26confirmed±7.4%▼−0.09%×0.01

Q2 FY26Aug 10 '26confirmed±6.9%▼−1.15%×0.17

Q3 FY26Oct 29 '26confirmed±10.2%▲+5.97%×0.58

quarterimplied−15%0+15%realized×

Q3 FY26±10.2%▲+5.97%×0.58

Q2 FY26±6.9%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

1.86OI · 5 expiries · Oct 30 closeP/C open interest · Jan 15 · first expiry after the report

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

6,069+187%Nov 2018d1.424,275+11%1.42

1,026+11%Dec 1846d1.13906+148%1.13

report · Jan 11 · after close · est.

13,4160%Jan 1574d7,2310%

1,916+29%Feb 19109d2.01952+1%2.01

187+7%Mar 19137d0.78239+1%0.78

ExpiryPutsCallsP/C

Nov 2018d6,069+187%4,275+11%1.42

Dec 1846d1,026+11%906+148%1.13

report · Jan 11 · after close · est.

Jan 1574d13,4160%

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

Positioning

Linked exposure

scenario · straddle±13.7%

Funds 4

XBI±0.1%

VTI±0.0%

VT±0.0%

REVS±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−17.13%as filednet margin · revenue +44.93% QoQ · +192.60% YoY

Revenue$353M+44.93%

Gross profit$333M94.21%+45.53%

Operating income−$12M−3.30%+89.13%

Pre-tax income−$59M+61.98%

Net income−$60M−17.13%+61.19%

Cost of revenue$20M+35.92%

Operating expenses$344M+2.58%

Tax$1M—

Other expense−$48M+2.43%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

FOMC ×1.02· ±2.3% vs ±2.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.3%13 of 24×1.02

PPIproducer prices±2.2%4 of 11×0.96

PCEpersonal income & outlays±2.1%10 of 20×0.94

CPROFcorporate profits±2.1%8 of 12×0.93

GDPgross domestic product±2.1%11 of 20×0.92

NFPjobs report±1.6%7 of 10×0.70

CPIconsumer prices±1.4%6 of 11×0.63

Bar = avg |move| to ±3% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.42 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	-0.42	—
Q2 FY26	Aug 10 '26 · confirmed	-0.78	—
Q1 FY26	Feb 24 '26 · confirmed	-0.84	—
Q3 FY25	Oct 29 '25 · confirmed	-0.95	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod