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

Implied ±13.2%, either direction.

CMPSNasdaqManufacturing

COMPASS Pathways plc (CMPS) earnings date, market-implied expected move, and options open interest by expiry

11.57

−0.62 · −5.09%

post 11.62 +0.43%

Closed18:27 ET

Open12.28Volume2.2MMkt cap$1.6BEPS-3.64

Day11.30 – 12.2832%52-wk4.88 – 15.8761%

CMPS

COMPASS Pathways plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.2%implied · straddle

10.0413.10

spot 11.57exp Nov 20ATM strike 12ATM straddle 1.80IV 79%

Oct 30 close

Expected move

Inputs

Next report

Nov 3

before open · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+15.31%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

226 managers

Top fund weight

—

COMPASS Pathways (CMPS) is expected to report on Nov 3 before open (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.92OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

20,091+1%Nov 2020d21,8700%

182+1%Dec 1848d0.20927+2%0.20

2,9300%Jan 1576d0.0744,1070%0.07

5730%Feb 19111d0.087,3120%0.08

ExpiryPutsCallsP/C

Nov 2020d20,091+1%21,8700%0.92

Dec 1848d182+1%927+2%0.20

Jan 1576d2,9300%44,1070%0.07

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:15 ET

Intraday

Event sensitivity

PPI ×1.27· ±4.6% vs ±3.7% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.6%4 of 11×1.27

PCEpersonal income & outlays±4.1%13 of 19×1.13

GDPgross domestic product±4.1%12 of 19×1.11

FOMCrate decision±3.7%12 of 24×1.00

CPROFcorporate profits±3.1%7 of 12×0.85

NFPjobs report±2.7%3 of 10×0.75

CPIconsumer prices±2.7%6 of 11×0.73

Bar = avg |move| to ±5% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -1.88 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-1.88	—
Q1 FY26	—	-0.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod