BCYCNasdaqManufacturing

Bicycle Therapeutics PLC (BCYC) earnings date, market-implied expected move, and options open interest by expiry

3.65

−0.17 · −4.34%

post 3.65 0.00%

Closed16:00 ET

Open3.75Volume348,588Mkt cap$256.5MEPS-2.03

Day3.61 – 3.7531%52-wk3.33 – 8.486%

BCYC

Bicycle Therapeutics PLC

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 4

before open · in 124 days

est.Q4 FY26

Calendar

Next report

Last report

−1.55%

vs ±22.5% implied · ×0.07

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+4.83%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

103 managers

Top fund weight

—

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

Bicycle Therapeutics (BCYC) is expected to report on Mar 4 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Oct 29 '26confirmed±22.5%▼−1.55%×0.07

quarterimplied−25%0+25%realized×

Q3 FY26±22.5%▼−1.55%×0.07

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

0.13OI · 3 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

108+1%Nov 2020d0.101,041+3%0.10

3,849+3%Dec 1848d1.342,8680%1.34

report · Mar 4 · before open · est.

4030%Mar 19139d3,0860%

ExpiryPutsCallsP/C

Nov 2020d108+1%1,041+3%0.10

Dec 1848d3,849+3%2,8680%1.34

report · Mar 4 · before open · est.

Mar 19139d4030%

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ3 FY26

−30.77%as filednet margin · revenue +5314.47% QoQ · +190.24% YoY

Revenue$34M+5314.47%

Gross profit$34M100.00%+5314.47%

Operating income−$13M−39.57%+75.30%

Pre-tax income−$9M+81.47%

Net income−$10M−30.77%+79.18%

Cost of revenue$0—

Operating expenses$48M−13.87%

Tax$1M+1198.89%

Other income$4M−3.43%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

GDP ×0.99· ±2.6% vs ±2.6% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±2.6%10 of 19×0.99

PCEpersonal income & outlays±2.5%9 of 19×0.94

CPROFcorporate profits±2.4%8 of 12×0.91

FOMCrate decision±2.3%12 of 24×0.89

PPIproducer prices±2.3%7 of 11×0.87

NFPjobs report±2.3%4 of 10×0.87

CPIconsumer prices±1.8%2 of 11×0.70

Bar = avg |move| to ±3% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS -0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	-0.15	—
Q2 FY26	—	-0.72	—
Q1 FY26	—	-0.87	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod