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

Implied ±11.1%, either direction.

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

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

DYNNasdaqPharmaceutical Preparations

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

18.05

pre 17.69 −1.99%

Pre-market04:01 ETdelayed

Open17.69Volume2.8MMkt cap$3.4BEPS-3.26

Day17.69 – 17.6950%52-wk14.00 – 27.3128%

DYN

Dyne Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.1%implied · straddle

16.0520.05

spot 18.05exp Nov 20ATM strike 18ATM straddle 2.35IV 76%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+2.51%

vs ±16.7% implied · ×0.15

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+3.55%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

245 managers

Top fund weight

0.86%

DYN weight · XBI

N-PORTJun 30 '26

4 funds

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

Dyne Therapeutics (DYN) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±18.7%
avg realized: ±6.4%

Feb 27 '25Feb 27 '25confirmed±16.3%▼−4.50%×0.28

May 8 '25May 8 '25confirmed±22.6%▲+20.16%×0.89

Jul 28 '25Jul 28 '25confirmed±13.9%▼−1.18%×0.08

Nov 5 '25Nov 5 '25confirmed±20.9%▼−12.89%×0.62

Jan 12 '26Jan 12 '26confirmed±10.7%▼−1.74%×0.16

Q1 FY26Mar 2 '26confirmed±26.6%▲+3.39%×0.13

May 11 '26May 11 '26confirmed±21.6%▲+4.83%×0.22

Q2 FY26Jul 29 '26confirmed±16.7%▲+2.51%×0.15

quarterimplied−30%0+30%realized×

Q2 FY26±16.7%▲+2.51%×0.15

May '26±21.6%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.06OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

1,3410%Nov 2016d22,3890%

8,1260%Dec 1844d2.223,6640%2.22

7390%Jan 1572d1.84401+1%1.84

2,133+1%Mar 19135d0.0364,8560%0.03

ExpiryPutsCallsP/C

Nov 2016d1,3410%22,3890%0.06

Dec 1844d8,1260%3,6640%2.22

Jan 1572d7390%401+1%1.84

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

Positioning

Linked exposure

scenario · straddle±11.1%

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

No trades yet today.

Intraday

Event sensitivity

FOMC ×0.90· ±3.1% vs ±3.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%12 of 24×0.90

NFPjobs report±3.0%3 of 10×0.86

CPROFcorporate profits±2.7%8 of 12×0.78

GDPgross domestic product±2.7%12 of 19×0.78

PPIproducer prices±2.0%6 of 10×0.58

PCEpersonal income & outlays±2.0%10 of 19×0.57

CPIconsumer prices±1.7%2 of 10×0.50

Bar = avg |move| to ±4% · tick = ±3.4% avg day · ×base = |move| ÷ ±3.4% · min 6 releases

Earnings history

EPS -1.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	-1.08	—
Q1 FY26	Mar 2 '26 · confirmed	-0.73	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod