What move does the options market price into Entera Bio's report?

Implied ±27.9%, either direction.

ENTXNasdaqBiological Products, (No Diagnostic Substances)

Entera Bio Ltd. (ENTX) earnings date, market-implied expected move, and options open interest by expiry

3.06

pre 2.81 −7.87%

Pre-market04:00 ETdelayed

Open2.81Volume136,933Mkt cap$153.9MP/E8.26EPS0.34

Day2.81 – 2.8150%52-wk0.91 – 4.2058%

ENTX

Entera Bio Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.9%implied · straddle

2.203.90

spot 3.05exp Nov 20ATM strike 3ATM straddle 1.00IV 193%

Nov 3 close

Expected move

Inputs

Next report

Nov 13

after close · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

+5.92%

vs ±34.0% implied · ×0.17

shaded = implied · ▲▼ = realized

Aug 7 '26 · confirmed

Implied vs realized

Linked news

13dOPK · supplierGreenberg Traurig Advises OPKO Health on $722M+ Agreement to Sell Select BioReference Health Assets to Labcorp

News

Largest filed tie

13F top-10 QoQ

+0.44%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

27 managers

Top fund weight

—

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

Entera Bio (ENTX) is expected to report on Nov 13 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 7 '26confirmed±34.0%▲+5.92%×0.17

quarterimplied−35%0+35%realized×

Q2 FY26±34.0%▲+5.92%×0.17

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 28 close

0.02OI · 2 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

440%Nov 2016d1,8840%

2,3030%Feb 19107d10.662160%10.66

ExpiryPutsCallsP/C

Nov 2016d440%1,8840%0.02

Feb 19107d2,3030%2160%10.66

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

per later filingQ1 FY25

−6111.90%per later filingnet margin · revenue −48.78% QoQ

Revenue$42,000−48.78%

Gross profit$00.00%—

Operating income−$3M−6102.38%−9.67%

Pre-tax income−$3M−9.51%

Net income−$3M−6111.90%−8.86%

Cost of revenue$42,000−48.78%

Operating expenses$3M+9.67%

Other expense−$4,000+42.86%

Source: SEC filings · standardized · QE Mar 31 '25 · bars = % of revenue

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.22· ±4.8% vs ±3.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.8%5 of 10×1.22

NFPjobs report±3.8%5 of 10×0.97

CPIconsumer prices±3.7%2 of 10×0.95

PCEpersonal income & outlays±3.7%7 of 19×0.95

CPROFcorporate profits±3.1%3 of 12×0.80

GDPgross domestic product±3.1%5 of 19×0.78

FOMCrate decision±2.9%12 of 24×0.74

Bar = avg |move| to ±5% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 7 '26 · confirmed	0.14	—
Q1 FY26	—	0.07	—
Q3 FY25	—	0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod