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

Implied ±18.0%, either direction.

How often does Erasca move more than the options market prices?

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

ERASNasdaqPharmaceutical Preparations

Erasca, Inc. (ERAS) earnings date, market-implied expected move, and options open interest by expiry

14.23

−0.41 · −2.80%

Regular session11:00 ET

Open14.70Volume3.8MMkt cap$5.1BEPS-0.95

Day14.23 – 15.140%52-wk2.11 – 24.2855%

ERAS

Erasca, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±18.0%implied · straddle

12.0117.27

spot 14.64exp Nov 20ATM strike 15ATM straddle 3.10IV 121%

Nov 3 close

Expected move

Inputs

Next report

Nov 11

after close · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+1.47%

vs ±13.2% implied · ×0.11

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+5.18%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

257 managers

Top fund weight

1.27%

ERAS weight · XBI

N-PORTJun 30 '26

4 funds

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

Erasca (ERAS) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±32.2%
avg realized: ±3.4%

Mar 20 '25Mar 20 '25confirmed±85.0%▲+3.38%×0.04

May 13 '25May 13 '25confirmed±16.4%▼−4.51%×0.27

Aug 12 '25Aug 12 '25confirmed±85.0%▲+3.85%×0.05

Q3 FY25Nov 12 '25confirmed±18.7%▼−4.15%×0.22

Jan 20 '26Jan 20 '26confirmed±19.7%▲+2.45%×0.12

Q1 FY26Mar 12 '26confirmed±11.1%▼−7.03%×0.63

May 11 '26May 11 '26confirmed±8.4%▼−0.57%×0.07

Q2 FY26Aug 11 '26confirmed±13.2%▲+1.47%×0.11

quarterimplied−85%0+85%realized×

Q2 FY26±13.2%▲+1.47%×0.11

May '26±8.4%▼−0.57%×0.07

Q1 FY26±11.1%▼−7.03%×0.63

Jan '26±19.7%▲+2.45%×0.12

Q3 FY25±18.7%▼−4.15%×0.22

Aug '25±85.0%▲+3.85%×0.05

2 older reports

May '25±16.4%▼−4.51%×0.27

Mar '25±85.0%▲+3.38%×0.04

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 30 close

0.19OI · 5 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

8,0190%Nov 2016d42,8890%

3,599+1%Dec 1844d0.3012,0340%0.30

12,4260%Jan 1572d0.1966,6480%0.19

536+1%Mar 19135d0.717600%0.71

110%Apr 16163d0.48230%0.48

ExpiryPutsCallsP/C

Nov 2016d8,0190%42,8890%0.19

Dec 1844d3,599+1%12,0340%0.30

Jan 1572d12,4260%66,6480%0.19

Mar 19135d536+1%7600%0.71

Apr 16163d110%230%0.48

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

Positioning

Linked exposure

scenario · straddle±18.0%

Funds 4

XBI±0.2%

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 · 11:00 ET

Intraday

Event sensitivity

CPROF ×1.66· ±6.4% vs ±3.9% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±6.4%6 of 12×1.66

GDPgross domestic product±6.1%10 of 19×1.59

PCEpersonal income & outlays±4.8%12 of 19×1.24

PPIproducer prices±4.4%9 of 10×1.15

NFPjobs report±4.1%5 of 10×1.05

CPIconsumer prices±3.9%3 of 10×1.01

FOMCrate decision±2.8%7 of 24×0.73

Bar = avg |move| to ±7% · 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 11 '26 · confirmed	-0.14	—
Q1 FY26	Mar 12 '26 · confirmed	-0.60	—
Q3 FY25	Nov 12 '25 · confirmed	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod