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

Implied ±9.9%, either direction.

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

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

DNTHNasdaqPharmaceutical Preparations

Dianthus Therapeutics, Inc. (DNTH) earnings date, market-implied expected move, and options open interest by expiry

83.33

+0.63 · +0.76%

Regular session09:42 ET

Open84.00Volume1.5MMkt cap$4.6BEPS-4.25

Day82.70 – 84.0048%52-wk32.42 – 117.8860%

DNTH

Dianthus Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.9%implied · straddle

74.5490.86

spot 82.70exp Nov 20ATM strike 85ATM straddle 9.60IV 66%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+1.90%

vs ±9.7% implied · ×0.20

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+26.77%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

269 managers

Top fund weight

1.18%

DNTH weight · XBI

N-PORTJun 30 '26

4 funds

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

Dianthus Therapeutics (DNTH) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±12.9%
avg realized: ±5.4%

May 12 '25May 12 '25confirmed±26.5%▼−6.18%×0.23

Aug 7 '25Aug 7 '25confirmed±23.0%▼−2.04%×0.09

Oct 16 '25Oct 16 '25confirmed±4.6%▼−0.55%×0.12

Nov 5 '25Nov 5 '25confirmed±10.8%▲+8.00%×0.74

Jan 12 '26Jan 12 '26confirmed±9.0%▲+2.44%×0.27

Q1 FY26Mar 9 '26confirmed±11.9%▲+21.52%×1.80

May 5 '26May 5 '26confirmed±7.6%▲+0.20%×0.03

Q2 FY26Aug 4 '26confirmed±9.7%▲+1.90%×0.20

quarterimplied−30%0+30%realized×

Q2 FY26±9.7%▲+1.90%×0.20

May '26±7.6%▲+0.20%×0.03

Q1 FY26±11.9%▲+21.52%×1.80

Jan '26±9.0%▲+2.44%×0.27

Nov '25±10.8%▲+8.00%×0.74

Oct '25±4.6%▼−0.55%×0.12

2 older reports

Aug '25±23.0%▼−2.04%×0.09

May '25±26.5%▼−6.18%×0.23

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

Implied vs realized

Positioning

OI · 6 expiries · Nov 3 close

0.03OI · 6 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1550%Nov 2016d5,8800%

1,5020%Dec 1844d0.981,5280%0.98

1460%Jan 1572d0.091,6690%0.09

60%Feb 19107d1.5040%1.50

110%Mar 19135d1.2290%1.22

230%Apr 16163d0.27850%0.27

ExpiryPutsCallsP/C

Nov 2016d1550%5,8800%0.03

Dec 1844d1,5020%1,5280%0.98

Jan 1572d1460%1,6690%0.09

Feb 19107d60%40%1.50

Mar 19135d110%90%1.22

Apr 16163d230%850%0.27

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

Positioning

Linked exposure

scenario · straddle±9.9%

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

as filedQ2 FY26

−6598.55%as filednet margin

Revenue$761,000—

Gross profit$761,000100.00%—

Operating income−$61M−8079.11%−32.13%

Pre-tax income−$50M−23.89%

Net income−$50M−6598.55%−22.97%

Cost of revenue$0—

Operating expenses$62M+32.44%

Other income$11M+97.70%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:30 ET

Intraday

Event sensitivity

CPI ×1.21· ±3.9% vs ±3.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.9%5 of 10×1.21

CPROFcorporate profits±3.5%8 of 12×1.09

GDPgross domestic product±3.4%12 of 19×1.04

PCEpersonal income & outlays±2.9%11 of 19×0.89

NFPjobs report±2.1%5 of 10×0.65

PPIproducer prices±2.1%5 of 10×0.64

FOMCrate decision±1.8%14 of 24×0.57

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

Earnings history

EPS -0.90 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.90	—
Q1 FY26	Mar 9 '26 · confirmed	-0.85	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod