What move does the options market price into CRISPR Therapeutics's report?

Implied ±8.4%, either direction.

How often does CRISPR Therapeutics move more than the options market prices?

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

CRSPNasdaqBiological Products, (No Diagnostic Substances)

CRISPR Therapeutics AG (CRSP) earnings date, market-implied expected move, and options open interest by expiry

51.38

−2.88 · −5.31%

post 51.38 0.00%

Closed19:19 ET

Open53.18Volume1.2MMkt cap$5.0BEPS-4.71

Day50.73 – 53.4324%52-wk44.12 – 65.9833%

CRSP

CRISPR Therapeutics AG

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.4%implied · straddle

47.0855.76

spot 51.42exp Nov 13ATM strike 51ATM straddle 5.10IV 56%

Oct 30 close

Expected move

Inputs

Next report

Nov 9

before open · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

+7.06%

vs ±7.8% implied · ×0.90

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

3dLLY · customerWe're raising our price target on Eli Lilly as the obesity-drug boom rolls on

News

Largest filed tie

13F top-10 QoQ

−3.79%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

525 managers

Top fund weight

4.73%

CRSP weight · ARKK

N-PORTJul 31 '26

5 funds

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

CRISPR Therapeutics (CRSP) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±6.3%
avg realized: ±4.8%

Nov 5 '24Nov 5 '24confirmed±8.8%▼−0.45%×0.05

Feb 11 '25Feb 11 '25confirmed±3.8%▲+9.29%×2.44

May 6 '25May 6 '25confirmed±6.4%▲+3.29%×0.52

Aug 4 '25Aug 4 '25confirmed±6.0%▼−6.71%×1.11

Q3 FY25Nov 10 '25confirmed±8.4%▼−0.98%×0.12

Feb 12 '26Feb 12 '26confirmed±3.6%▲+8.46%×2.37

Q1 FY26May 4 '26confirmed±5.9%▼−2.24%×0.38

Q2 FY26Aug 3 '26confirmed±7.8%▲+7.06%×0.90

quarterimplied−10%0+10%realized×

Q2 FY26±7.8%▲+7.06%×0.90

Q1 FY26±5.9%▼−2.24%×0.38

Feb '26±3.6%▲+8.46%×2.37

Q3 FY25±8.4%▼−0.98%×0.12

Aug '25±6.0%▼−6.71%×1.11

May '25±6.4%▲+3.29%×0.52

2 older reports

Feb '25±3.8%▲+9.29%×2.44

Nov '24±8.8%▼−0.45%×0.05

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

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

0.24OI · 8 expiries · Oct 30 closeP/C open interest · Nov 13 · first expiry after the report

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

774+11%Nov 65d0.82949+72%0.82

report · Nov 9 · before open · est.

190+19%Nov 1312d788+26%

2,907−3%Nov 2019d0.724,057+5%0.72

127+6%Nov 2726d0.31409+105%0.31

4 later expiries

24—Dec 433d0.3962—0.39

222+42%Dec 1847d0.30736+77%0.30

10,638−1%Jan 1575d0.5021,439+1%0.50

1,915+1%Apr 16166d0.802,401+4%0.80

ExpiryPutsCallsP/C

Nov 65d774+11%949+72%0.82

report · Nov 9 · before open · est.

Nov 1312d190+19%788+26%0.24

Nov 2019d2,907−3%4,057+5%0.72

Nov 2726d127+6%409+105%0.31

4 later expiries

Dec 433d24—62—0.39

Dec 1847d222+42%736+77%0.30

Jan 1575d10,638−1%21,439+1%0.50

Apr 16166d1,915+1%2,401+4%0.80

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

Positioning

Linked exposure

scenario · straddle±8.4%

Funds 4

ARKK±0.4%

XBI±0.1%

IWM±0.0%

UWM±0.0%

Customers 1

VRTX±1.5%×0.18

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−895.33%as filednet margin · revenue +598.29% QoQ · +1041.37% YoY

Revenue$10M+598.29%

Gross profit$10M100.00%+598.29%

Operating income−$117M−1151.84%+9.96%

Pre-tax income−$90M+26.13%

Net income−$91M−895.33%+25.85%

Cost of revenue$0—

Operating expenses$127M−3.23%

Tax$960,000+14.42%

Other income$27M+231.96%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

NFP ×1.22· ±3.4% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.4%3 of 10×1.22

FOMCrate decision±2.9%14 of 24×1.05

CPROFcorporate profits±2.7%3 of 12×0.96

PCEpersonal income & outlays±2.6%9 of 19×0.92

GDPgross domestic product±2.6%7 of 19×0.92

PPIproducer prices±2.4%4 of 10×0.88

CPIconsumer prices±2.4%3 of 10×0.87

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.94 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	-0.94	—
Q1 FY26	May 4 '26 · confirmed	-1.28	—
Q3 FY25	Nov 10 '25 · confirmed	-1.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod