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

Implied ±28.4%, either direction.

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

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

ELDNNasdaqPharmaceutical Preparations

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

2.61

pre 2.63 +0.38%

Pre-market09:19 ETdelayed

Open2.62Volume403,172Mkt cap$212.9MEPS-0.91

Day2.62 – 2.63100%52-wk1.35 – 4.4941%

ELDN

Eledon Pharmaceuticals, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±28.4%implied · straddle

1.883.36

spot 2.62exp Nov 20ATM strike 2.5ATM straddle 0.88IV 199%

Nov 3 close

Expected move

Inputs

Next report

Nov 13

after close · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

−4.32%

vs ±32.7% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1hNCEL · supplierNewcelX to divest Mazindol for $500,000 upfront and up to $55 million in milestones

News

Largest filed tie

13F top-10 QoQ

+11.23%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

161 managers

Top fund weight

0.01%

ELDN weight · IWM

N-PORTJun 30 '26

3 funds

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

Eledon Pharmaceuticals (ELDN) is expected to report on Nov 13 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±26.3%
avg realized: ±4.0%

Nov 12 '24Nov 12 '24confirmed±4.8%▼−11.41%×2.38

Mar 20 '25Mar 20 '25confirmed±28.3%▲+2.03%×0.07

May 14 '25May 14 '25confirmed±67.2%▲+2.12%×0.03

Aug 14 '25Aug 14 '25confirmed±8.5%▲+1.15%×0.14

Q3 FY25Nov 14 '25confirmed±32.9%▼−7.95%×0.24

Q1 FY26Mar 19 '26confirmed±15.7%▲+1.05%×0.07

May 13 '26May 13 '26confirmed±20.1%▲+1.80%×0.09

Q2 FY26Aug 13 '26confirmed±32.7%▼−4.32%×0.13

quarterimplied−70%0+70%realized×

Q2 FY26±32.7%▼−4.32%×0.13

May '26±20.1%▲+1.80%×0.09

Q1 FY26±15.7%▲+1.05%×0.07

Q3 FY25±32.9%▼−7.95%×0.24

Aug '25±8.5%▲+1.15%×0.14

May '25±67.2%▲+2.12%×0.03

2 older reports

Mar '25±28.3%▲+2.03%×0.07

Nov '24±4.8%▼−11.41%×2.38

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.05OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3730%Nov 2016d7,9390%

280%Feb 19107d0.012,375+3%0.01

ExpiryPutsCallsP/C

Nov 2016d3730%7,9390%0.05

Feb 19107d280%2,375+3%0.01

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

Positioning

Linked exposure

scenario · straddle±28.4%

Funds 3

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 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:15 ET

Intraday

Event sensitivity

FOMC ×1.21· ±4.0% vs ±3.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.0%12 of 24×1.21

PCEpersonal income & outlays±3.0%7 of 19×0.90

NFPjobs report±2.9%6 of 10×0.88

GDPgross domestic product±2.9%9 of 19×0.87

PPIproducer prices±2.6%5 of 10×0.79

CPROFcorporate profits±2.4%5 of 12×0.72

CPIconsumer prices±1.9%5 of 10×0.56

Bar = avg |move| to ±5% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS -0.27 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.27	—
Q1 FY26	Mar 19 '26 · confirmed	-0.33	—
Q3 FY25	Nov 14 '25 · confirmed	-0.21	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod