What move does the options market price into Beam Therapeutics's report?

Implied ±12.1%, either direction.

How often does Beam Therapeutics move more than the options market prices?

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

BEAMNasdaqBiological Products, (No Diagnostic Substances)

Beam Therapeutics Inc. (BEAM) earnings date, market-implied expected move, and options open interest by expiry

27.24

−1.60 · −5.55%

post 27.04 −0.73%

Closed19:11 ET

Open28.00Volume1.5MMkt cap$2.8BEPS-0.67

Day26.54 – 28.5825%52-wk20.23 – 38.2638%

BEAM

Beam Therapeutics Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.1%implied · straddle

23.9430.52

spot 27.23exp Nov 20ATM strike 27ATM straddle 3.87IV 75%

Oct 30 close

Expected move

Inputs

Next report

Nov 3

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+9.42%

vs ±13.3% implied · ×0.71

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

2dLLY · customerWe're raising our price target on Eli Lilly as the obesity-drug boom rolls on

News

Largest filed tie

13F top-10 QoQ

−0.91%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

275 managers

Top fund weight

2.79%

BEAM weight · ARKK

N-PORTJul 31 '26

6 funds

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

Beam Therapeutics (BEAM) is expected to report on Nov 3 before open (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±14.0%
avg realized: ±8.1%

Nov 5 '24Nov 5 '24confirmed—▼−1.77%—

Feb 25 '25Feb 25 '25confirmed±18.5%▼−3.09%×0.17

May 6 '25May 6 '25confirmed±11.8%▼−19.32%×1.63

Aug 5 '25Aug 5 '25confirmed±14.3%▼−2.20%×0.15

Q3 FY25Nov 4 '25confirmed±11.8%▼−6.23%×0.53

Q1 FY26Feb 24 '26confirmed±19.4%▲+13.98%×0.72

May 7 '26May 7 '26confirmed±9.2%▼−2.69%×0.29

Q2 FY26Aug 4 '26confirmed±13.3%▲+9.42%×0.71

quarterimplied−20%0+20%realized×

Q2 FY26±13.3%▲+9.42%×0.71

May '26±9.2%

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

0.34OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,692−1%Nov 2019d4,993+1%

95+20%Dec 1847d1.9449+9%1.94

559−3%Jan 1575d0.114,872+1%0.11

1910%Feb 19110d0.141,3500%0.14

ExpiryPutsCallsP/C

Nov 2019d1,692−1%4,993+1%0.34

Dec 1847d95+20%49+9%1.94

Jan 1575d559−3%4,872+1%0.11

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

Positioning

Linked exposure

scenario · straddle±12.1%

Funds 4

ARKK±0.3%

XBI±0.1%

IWM±0.0%

UWM±0.0%

Suppliers 2

PRME±9.7%×0.81

EDIT±9.2%×0.76

Customers 2

SANA±7.5%×0.62

PFE±1.0%×0.08

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−25036.33%as filednet margin · revenue −98.46% QoQ · −94.21% YoY

Revenue$490,000−98.46%

Gross profit$490,000100.00%−98.46%

Operating income−$127M−25827.14%−18.04%

Pre-tax income−$123M−30.07%

Net income−$123M−25036.33%−30.07%

Cost of revenue$0—

Operating expenses$127M−8.57%

Other income$4M−69.95%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:00 ET

Intraday

Event sensitivity

FOMC ×0.88· ±3.0% vs ±3.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.0%12 of 24×0.88

NFPjobs report±2.8%6 of 10×0.83

PCEpersonal income & outlays±2.6%7 of 19×0.76

CPROFcorporate profits±2.4%6 of 12×0.71

GDPgross domestic product±2.3%10 of 19×0.67

CPIconsumer prices±1.9%4 of 10×0.55

PPIproducer prices±1.7%3 of 10×0.51

Bar = avg |move| to ±4% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -1.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-1.18	—
Q1 FY26	Feb 24 '26 · confirmed	-0.91	—
Q3 FY25	Nov 4 '25 · confirmed	-1.10	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod