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

Implied ±36.9%, either direction.

How often does Coherus Oncology move more than the options market prices?

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

CHRSNasdaqBiological Products, (No Diagnostic Substances)

Coherus Oncology, Inc. (CHRS) earnings date, market-implied expected move, and options open interest by expiry

0.83

−0.02 · −2.80%

Regular session10:48 ET

Open0.84Volume1.9MMkt cap$131.4M

Day0.83 – 0.840%52-wk0.75 – 2.624%

CHRS

Coherus Oncology, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±36.9%implied · straddle

0.511.10

spot 0.81exp Nov 20ATM strike 1ATM straddle 0.35IV 203%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−12.76%

vs ±36.1% implied · ×0.35

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

2dINO · customerINOVIO to Report Third Quarter 2026 Financial Results on November 10, 2026
3dGSK · supplierGSK total voting rights 4,045,439,182

News

Largest filed tie

13F top-10 QoQ

+7.49%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

145 managers

Top fund weight

0.01%

CHRS weight · IWM

N-PORTJun 30 '26

3 funds

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

Coherus Oncology (CHRS) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±24.2%
avg realized: ±8.3%

Mar 10 '25Mar 10 '25confirmed±25.7%▲+0.96%×0.04

May 12 '25May 12 '25confirmed±14.5%▼−19.11%×1.32

Aug 7 '25Aug 7 '25confirmed±26.7%▼−7.13%×0.27

Q3 FY25Nov 6 '25confirmed±22.2%▼−10.07%×0.45

Jan 13 '26Jan 13 '26confirmed±20.9%▲+3.03%×0.14

Q1 FY26Mar 9 '26confirmed±34.7%▲+1.04%×0.03

May 11 '26May 11 '26confirmed±12.4%▼−12.31%×0.99

Q2 FY26Aug 5 '26confirmed±36.1%▼−12.76%×0.35

quarterimplied−40%0+40%realized×

Q2 FY26±36.1%▼−12.76%×0.35

May '26±12.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.16OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

1,6170%Nov 2015d10,2550%

100%Dec 1843d0.004,8320%0.00

2350%Feb 19106d0.054,375+2%0.05

ExpiryPutsCallsP/C

Nov 2015d1,6170%10,2550%0.16

Dec 1843d100%4,8320%0.00

Feb 19106d2350%4,375+2%0.05

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

Positioning

Linked exposure

scenario · straddle±36.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−144.20%as filednet margin · revenue +16.22% QoQ · +39.53% YoY

Revenue$14M+16.22%

Gross profit$10M70.35%+18.47%

Operating income−$32M−225.98%+10.57%

Pre-tax income−$33M+9.71%

Net income−$21M−144.20%+46.17%

Cost of revenue$4M+11.22%

Operating expenses$42M−5.04%

Other expense−$1M−29.59%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:45 ET

Intraday

Event sensitivity

CPI ×1.32· ±5.6% vs ±4.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±5.6%3 of 10×1.32

FOMCrate decision±4.7%12 of 24×1.11

GDPgross domestic product±4.0%9 of 19×0.94

CPROFcorporate profits±3.6%5 of 12×0.84

PPIproducer prices±3.5%3 of 10×0.83

PCEpersonal income & outlays±3.4%8 of 19×0.79

NFPjobs report±3.0%5 of 10×0.72

Bar = avg |move| to ±6% · tick = ±4.2% avg day · ×base = |move| ÷ ±4.2% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.13	—
Q1 FY26	Mar 9 '26 · confirmed	-0.28	—
Q3 FY25	Nov 6 '25 · confirmed	-0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod