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

Implied ±12.8%, either direction.

How often does Cogent Biosciences move more than the options market prices?

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

COGTNasdaqPharmaceutical Preparations

Cogent Biosciences, Inc. (COGT) earnings date, market-implied expected move, and options open interest by expiry

31.00

Closed16:00 ET

Open32.05Volume2.5MMkt cap$5.4B

Day30.67 – 32.0524%52-wk13.78 – 43.7357%

COGT

Cogent Biosciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.8%implied · straddle

27.0534.99

spot 31.02exp Nov 20ATM strike 31ATM straddle 4.68IV 79%

Oct 30 close

Expected move

Inputs

Next report

Nov 2

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−2.03%

vs ±9.6% implied · ×0.21

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+5.32%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

325 managers

Top fund weight

1.14%

COGT weight · XBI

N-PORTJun 30 '26

5 funds

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

Cogent Biosciences (COGT) is expected to report on Nov 2 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±17.8%
avg realized: ±5.3%

Feb 25 '25Feb 25 '25confirmed±13.1%▼−6.30%×0.48

May 6 '25May 6 '25confirmed±45.6%▼−15.62%×0.34

Jul 10 '25Jul 10 '25confirmed±10.8%▲+4.33%×0.40

Aug 5 '25Aug 5 '25confirmed±9.4%▼−5.73%×0.61

Q3 FY25Nov 3 '25confirmed±37.0%▼−4.91%×0.13

Feb 17 '26Feb 17 '26confirmed±7.5%▲+2.98%×0.39

Q1 FY26May 5 '26confirmed±9.5%▲+0.68%×0.07

Q2 FY26Aug 10 '26confirmed±9.6%▼−2.03%×0.21

quarterimplied−50%0+50%realized×

Q2 FY26±9.6%▼−2.03%×0.21

Q1 FY26±9.5%▲+0.68%×0.07

Feb '26±7.5%▲+2.98%×0.39

Q3 FY25±37.0%▼−4.91%×0.13

Aug '25±9.4%▼−5.73%×0.61

Jul '25±10.8%▲+4.33%×0.40

2 older reports

May '25±45.6%▼−15.62%×0.34

Feb '25±13.1%▼−6.30%×0.48

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.28OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,2440%Nov 2020d4,367+3%

210%Dec 1848d0.3658+7%0.36

1,1600%Jan 1576d0.148,5620%0.14

1230%Feb 19111d0.121,036+1%0.12

ExpiryPutsCallsP/C

Nov 2020d1,2440%4,367+3%0.28

Dec 1848d210%58+7%0.36

Jan 1576d1,1600%8,5620%0.14

Feb 19111d1230%1,036+1%0.12

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

Positioning

Linked exposure

scenario · straddle±12.8%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

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 · 16:00 ET

Intraday

Event sensitivity

PPI ×0.92· ±2.9% vs ±3.2% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%4 of 11×0.92

GDPgross domestic product±2.8%12 of 20×0.86

CPROFcorporate profits±2.6%9 of 12×0.79

PCEpersonal income & outlays±2.4%7 of 20×0.75

FOMCrate decision±2.1%11 of 25×0.64

CPIconsumer prices±1.7%5 of 11×0.54

NFPjobs report±1.4%2 of 10×0.42

Bar = avg |move| to ±4% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS -650.67 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-650.67	—
Q1 FY26	May 5 '26 · confirmed	-663.45	—
Q3 FY25	Nov 3 '25 · confirmed	-0.50	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod