What move does the options market price into Corvus Pharmaceuticals's report?

Implied ±17.1%, either direction.

How often does Corvus Pharmaceuticals move more than the options market prices?

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

CRVSNasdaqPharmaceutical Preparations

Corvus Pharmaceuticals, Inc. (CRVS) earnings date, market-implied expected move, and options open interest by expiry

9.83

−0.74 · −7.01%

Regular session13:45 ET

Open10.50Volume2.0MMkt cap$889.2MEPS-0.64

Day9.73 – 10.5012%52-wk6.39 – 26.9517%

CRVS

Corvus Pharmaceuticals, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.1%implied · straddle

8.7612.38

spot 10.57exp Nov 20ATM strike 11ATM straddle 2.12IV 117%

Nov 4 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+0.43%

vs ±13.7% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.95%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

173 managers

Top fund weight

0.41%

CRVS weight · XBI

N-PORTJun 30 '26

4 funds

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

Corvus Pharmaceuticals (CRVS) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±18.2%
avg realized: ±8.3%

Nov 12 '24Nov 12 '24confirmed±16.1%▲+2.07%×0.13

Mar 25 '25Mar 25 '25confirmed±25.1%▼−14.76%×0.59

May 8 '25May 8 '25confirmed±33.8%▲+32.24%×0.96

Aug 7 '25Aug 7 '25confirmed±12.4%▲+4.36%×0.35

Q3 FY25Nov 4 '25confirmed±20.0%▼−1.44%×0.07

Q1 FY26Mar 12 '26confirmed±11.8%▼−4.31%×0.36

May 7 '26May 7 '26confirmed±12.5%▲+6.58%×0.53

Q2 FY26Aug 6 '26confirmed±13.7%▲+0.43%×0.03

quarterimplied−35%0+35%realized×

Q2 FY26±13.7%▲+0.43%×0.03

May '26±12.5%▲+6.58%×0.53

Q1 FY26±11.8%▼−4.31%×0.36

Q3 FY25±20.0%▼−1.44%×0.07

Aug '25±12.4%▲+4.36%×0.35

May '25±33.8%▲+32.24%×0.96

2 older reports

Mar '25±25.1%▼−14.76%×0.59

Nov '24±16.1%▲+2.07%×0.13

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.19OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

345+4%Nov 2015d1,7840%

85+5%Dec 1843d0.253420%0.25

23,4280%Jan 1571d3.516,679+1%3.51

620%Apr 16162d0.061,0170%0.06

ExpiryPutsCallsP/C

Nov 2015d345+4%1,7840%0.19

Dec 1843d85+5%3420%0.25

Jan 1571d23,4280%6,679+1%3.51

Apr 16162d620%1,0170%0.06

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

Positioning

Linked exposure

scenario · straddle±17.1%

Funds 4

XBI±0.1%

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 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:45 ET

Intraday

Event sensitivity

FOMC ×1.30· ±5.0% vs ±3.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±5.0%7 of 24×1.30

PCEpersonal income & outlays±3.9%10 of 19×1.03

GDPgross domestic product±3.4%10 of 19×0.89

CPROFcorporate profits±3.4%8 of 12×0.88

NFPjobs report±2.7%4 of 10×0.71

PPIproducer prices±2.4%4 of 10×0.63

CPIconsumer prices±1.6%4 of 10×0.43

Bar = avg |move| to ±5% · tick = ±3.8% avg day · ×base = |move| ÷ ±3.8% · min 6 releases

Earnings history

EPS -0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.19	—
Q1 FY26	Mar 12 '26 · confirmed	-0.15	—
Q3 FY25	Nov 4 '25 · confirmed	-0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod