CRVS
Corvus Pharmaceuticals, Inc.13.84post−$0.08 (−0.57%)at close +$0.00 (+0.00%)
as of 20:00:28 UTCnext report Aug 6 · tomorrow
Earnings Room‹ back to CRVS
The report
fiscal Q2 2026 · from the company's noticeAug 6after close1day out
Expected movement
market-implied · at the Aug 4 close±14.1%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 17days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Aug 21 · first after the reportATM strike 14straddle 2.30ATM IV 96%× 0.85 straddle-to-rangespot 13.84
Blast radius
3 linked · N-PORT + EDGARIf CRVS moves ±14.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%1.9k
Aug 21
17d
2.8k▲ +0%
▲ +0%209
Sep 18
45d
570▼ −1%
▲ +0%
954
Oct 16
73d
6.5k▲ +0%
▲ +0%
712
Jan 15
164d
5.1k▲ +3%
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±9.4% realized vs ±18.3% priced
May 7 '26±12.5%→+6.6%×0.53
Mar 12 '26±11.8%→−4.3%×0.36
Nov 4 '25±20.0%→−1.4%×0.07
Aug 7 '25±12.4%→+4.4%×0.35
May 8 '25±33.8%→+32.2%×0.96
Mar 25 '25±25.1%→−14.8%×0.59
Nov 12 '24±16.1%→+2.1%×0.13
Aug 6 '24±15.0%→+9.7%×0.64
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.15 · rev $0
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.