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

Implied ±28.6%, either direction.

CLYMNasdaqPharmaceutical Preparations

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

9.87

+0.12 · +1.28%

Regular session09:51 ET

Open9.20Volume887,671Mkt cap$560.0MEPS-0.82

Day9.20 – 9.9195%52-wk1.64 – 18.3349%

CLYM

Climb Bio, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±28.6%implied · straddle

6.9712.53

spot 9.75exp Nov 20ATM strike 10ATM straddle 3.27IV 194%

Nov 3 close

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+12.27%

vs ±40.4% implied · ×0.30

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+79.49%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

108 managers

Top fund weight

0.01%

CLYM weight · IWM

N-PORTJun 30 '26

3 funds

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

Climb Bio (CLYM) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±40.4%▲+12.27%×0.30

quarterimplied−45%0+45%realized×

Q2 FY26±40.4%▲+12.27%×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 3 close

0.61OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

4200%Nov 2016d6880%

2840%Dec 1844d0.112,6270%0.11

105+1%Jan 1572d1.17900%1.17

1930%Feb 19107d0.39492+1%0.39

ExpiryPutsCallsP/C

Nov 2016d4200%6880%0.61

Dec 1844d2840%2,6270%0.11

Jan 1572d105+1%900%1.17

Feb 19107d1930%492+1%0.39

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

Positioning

Linked exposure

scenario · straddle±28.6%

Funds 3

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 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:45 ET

Intraday

Event sensitivity

NFP ×1.31· ±5.3% vs ±4.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.3%4 of 10×1.31

CPROFcorporate profits±5.2%3 of 12×1.28

CPIconsumer prices±4.0%6 of 10×0.97

PCEpersonal income & outlays±3.7%6 of 19×0.91

GDPgross domestic product±3.5%5 of 19×0.87

FOMCrate decision±3.2%17 of 24×0.79

PPIproducer prices±2.7%5 of 10×0.67

Bar = avg |move| to ±6% · tick = ±4.1% avg day · ×base = |move| ÷ ±4.1% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.18	—
Q1 FY26	—	-0.20	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod