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

Implied ±9.1%, either direction.

How often does Celcuity move more than the options market prices?

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

CELCNasdaqServices-Medical Laboratories

Celcuity Inc. (CELC) earnings date, market-implied expected move, and options open interest by expiry

64.65

−4.59 · −6.63%

Regular session13:42 ET

Open68.80Volume1.2MMkt cap$3.4BEPS-4.30

Day63.86 – 69.5514%52-wk53.54 – 151.0211%

CELC

Celcuity Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.1%implied · report alone

8Q avg ±4.4%·×2.06·rich

62.9675.52

straddle ±13.0%

spot 69.24exp Nov 20ATM strike 70ATM straddle 10.63IV 91%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

+6.24%

vs ±7.9% implied · ×0.79

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+5.71%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

278 managers

Top fund weight

1.10%

CELC weight · XBI

N-PORTJun 30 '26

4 funds

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

Celcuity (CELC) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±17.1%
avg realized: ±4.4%

Nov 14 '24Nov 14 '24confirmed±34.5%▼−10.28%×0.30

Mar 31 '25Mar 31 '25confirmed±26.7%▼−8.11%×0.30

May 14 '25May 14 '25confirmed±32.6%▼−3.13%×0.10

Aug 14 '25Aug 14 '25confirmed±8.4%▼−0.19%×0.02

Q3 FY25Nov 12 '25confirmed±8.9%▲+1.00%×0.11

Q1 FY26Mar 25 '26confirmed±13.0%▲+4.16%×0.32

May 14 '26May 14 '26confirmed±5.1%▲+2.20%×0.43

Q2 FY26Aug 13 '26confirmed±7.9%▲+6.24%×0.79

quarterimplied−35%0+35%realized×

Q2 FY26±7.9%▲+6.24%×0.79

May '26±5.1%▲+2.20%×0.43

Q1 FY26±13.0%▲+4.16%×0.32

Q3 FY25±8.9%▲+1.00%×0.11

Aug '25±8.4%▼−0.19%×0.02

May '25±32.6%▼−3.13%×0.10

2 older reports

Mar '25±26.7%▼−8.11%×0.30

Nov '24±34.5%▼−10.28%×0.30

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.77OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

1,813+1%Nov 2015d2,354+6%

4210%Dec 1843d0.331,2930%0.33

7980%Jan 1571d0.136,0200%0.13

1970%Mar 19134d0.43461−1%0.43

ExpiryPutsCallsP/C

Nov 2015d1,813+1%2,354+6%0.77

Dec 1843d4210%1,2930%0.33

Jan 1571d7980%6,0200%0.13

Mar 19134d1970%461−1%0.43

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

Positioning

Linked exposure

scenario · straddle±13.0%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

PPI ×1.50· ±4.5% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.5%4 of 10×1.50

CPROFcorporate profits±3.2%9 of 12×1.06

GDPgross domestic product±2.9%13 of 19×0.96

CPIconsumer prices±2.7%3 of 10×0.91

PCEpersonal income & outlays±2.5%8 of 19×0.85

FOMCrate decision±2.0%13 of 24×0.65

NFPjobs report±1.8%4 of 10×0.61

Bar = avg |move| to ±5% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -1.44 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-1.44	—
Q1 FY26	Mar 25 '26 · confirmed	-0.97	—
Q3 FY25	Nov 12 '25 · confirmed	-0.92	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod