CHRS
Coherus BioSciences, Inc.1.50post+$0.02 (+1.35%)at close +$0.04 (+2.78%)
as of 20:26:38 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to CHRS
The report
fiscal Q2 2026 · from the company's noticeAug 6after close1day out
Expected movement
market-implied · at the Aug 4 close±48.2%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 17days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Aug 21 · first after the reportATM strike 1.5straddle 0.85ATM IV 342%× 0.85 straddle-to-rangespot 1.50
Blast radius
2 linked · N-PORT + EDGARIf CHRS moves ±48.2% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
3 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
1.6k
Aug 21
18d
9.5k▲ +3%
first
0
Sep 18
46d
20
▲ +0%
▲ +56%
84
Nov 20
109d
2.6k▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±7.0% realized vs ±20.9% priced
May 11 '26±12.4%→−12.3%×0.99
Mar 9 '26±34.7%→+1.0%×0.03
Jan 13 '26±20.9%→+3.0%×0.14
Nov 6 '25±22.2%→−10.1%×0.45
Aug 7 '25±26.7%→−7.1%×0.27
May 12 '25±14.5%→−19.1%×1.32
Mar 10 '25±25.7%→+1.0%×0.04
Jan 13 '25±10.1%→−2.0%×0.20
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.28 · rev $12M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.