CABANasdaqBiological Products, (No Diagnostic Substances)

Cabaletta Bio, Inc. (CABA) earnings date, market-implied expected move, and options open interest by expiry

1.42

pre 1.42 −0.70%

Pre-market16:00 ETdelayed

Open1.47Volume2.9MMkt cap$240.8MEPS-1.39

Day1.41 – 1.4913%52-wk1.32 – 4.233%

CABA

Cabaletta Bio, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−4.91%

vs ±12.6% implied · ×0.39

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+99.08%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

142 managers

Top fund weight

0.15%

CABA weight · XBI

N-PORTJun 30 '26

4 funds

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

Cabaletta Bio (CABA) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±12.6%▼−4.91%×0.39

quarterimplied−15%0+15%realized×

Q2 FY26±12.6%▼−4.91%×0.39

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.08OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

5040%Nov 2016d6,351+2%

60%Dec 1844d0.061060%0.06

1,971−1%Jan 1572d0.1216,5140%0.12

1,0680%Feb 19107d0.472,277+3%0.47

ExpiryPutsCallsP/C

Nov 2016d5040%6,351+2%0.08

Dec 1844d60%1060%0.06

Jan 1572d1,971−1%16,5140%0.12

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

No filed income statement.

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

CPROF ×1.17· ±5.1% vs ±4.4% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.1%5 of 12×1.17

FOMCrate decision±5.0%10 of 24×1.14

GDPgross domestic product±4.8%7 of 19×1.10

PCEpersonal income & outlays±4.5%7 of 19×1.03

PPIproducer prices±3.4%2 of 10×0.78

NFPjobs report±2.9%3 of 10×0.67

CPIconsumer prices±2.7%2 of 10×0.62

Bar = avg |move| to ±6% · tick = ±4.4% avg day · ×base = |move| ÷ ±4.4% · min 6 releases

Earnings history

EPS -0.34 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.34	—
Q1 FY26	—	-0.39	—
Q3 FY25	—	-0.44	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod