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

Implied ±11.9%, either direction · provisional.

How often does Gilead Sciences move more than the options market prices?

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

GILDNasdaqBiological Products, (No Diagnostic Substances)

Gilead Sciences, Inc. (GILD) earnings date, market-implied expected move, and options open interest by expiry

170.64

Closed19:53 ET

Open172.50Volume11.4MMkt cap$211.7BEPS-3.11Div yield1.90%

Day170.40 – 174.945%52-wk111.27 – 175.6592%

GILD

Gilead Sciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.9%implied · straddle

150.41190.95

spot 170.68exp Feb 19ATM strike 170ATM straddle 23.85IV 32%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 9

after close · in 100 days

est.Q4 FY26

Calendar

Next report

Last report

+3.06%

vs ±3.4% implied · ×0.89

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

97.00%

of Lakefront Biotherapeutics revenue

supplierLKFT 20-F

Supply chain

Largest filed tie

13F top-10 QoQ

+0.48%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

2,297 managers

Top fund weight

2.73%

GILD weight · XLV

N-PORTJun 30 '26

13 funds

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

Gilead Sciences (GILD) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±4.4%
avg realized: ±4.1%

Feb 11 '25Feb 11 '25confirmed±4.1%▲+7.46%×1.84

Apr 24 '25Apr 24 '25confirmed±3.8%▼−2.81%×0.75

Aug 7 '25Aug 7 '25confirmed±4.9%▲+8.28%×1.69

Q3 FY25Oct 30 '25confirmed±5.8%▲+1.14%×0.20

Feb 10 '26Feb 10 '26confirmed±4.6%▲+5.82%×1.26

Q1 FY26May 7 '26confirmed±4.0%▼−2.04%×0.51

Q2 FY26Aug 4 '26confirmed±4.6%▼−2.58%×0.57

Q3 FY26Oct 29 '26confirmed±3.4%▲+3.06%×0.89

quarterimplied−10%0+10%realized×

Q3 FY26±3.4%▲+3.06%×0.89

Q2 FY26±4.6%

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

Implied vs realized

Positioning

OI · 9 expiries · Oct 28 close

1.21OI · 9 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

5 nearer expiries

1,274+1%Nov 65d0.911,396−1%0.91

686+10%Nov 1312d1.43480−4%1.43

16,097−20%Nov 2019d0.6226,1370%0.62

181+2%Nov 2726d1.18154+170%1.18

70%Dec 433d0.1839+50%0.18

8,868+1%Dec 1847d0.899,998+1%0.89

11,7190%Jan 1575d0.5122,8320%0.51

report · Feb 9 · after close · est.

ExpiryPutsCallsP/C

5 nearer expiries

Nov 65d1,274+1%1,396−1%0.91

Nov 1312d686+10%480−4%1.43

Nov 2019d16,097−20%26,137

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

Positioning

Linked exposure

scenario · straddle±11.9%

Funds 4

XLV±0.3%

XBI±0.1%

VIG±0.1%

QQQ±0.1%

Customers 1

MCK±3.3%×0.27

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

29.27%as filednet margin · revenue +6.37% QoQ · +6.83% YoY

Revenue

$8.3B+6.37% QoQ

Gross profit

$6.7B+8.11% QoQ

81.07% margin

Operating income

$3.5B+133.31% QoQ

41.71% margin

Pre-tax income

$3.1B+129.87% QoQ

Net income

$2.4B+123.14% QoQ

29.27% margin

Cost of revenue

$1.6B−0.51% QoQ

Operating expenses

$3.3B−80.34% QoQ

SG&A $1.6B

R&D $1.6B

Other expense

$399M

Tax

$634M+161.98% QoQ

Revenue$8.3B+6.37%

Gross profit

$6.7B+8.11%

81.07% margin

Operating income

$3.5B+133.31%

41.71% margin

Pre-tax income

$3.1B+129.87%

Net income

$2.4B+123.14%

29.27% margin

Cost of revenue

$1.6B−0.51%

Operating expenses

$3.3B−80.34%

SG&A $1.6B

R&D $1.6B

Other expense

$399M

Tax$634M+161.98%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:45 ET

Intraday

Event sensitivity

PPI ×1.56· ±1.9% vs ±1.2% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%7 of 10×1.56

NFPjobs report±1.8%4 of 10×1.48

FOMCrate decision±1.5%13 of 24×1.25

CPROFcorporate profits±1.4%7 of 12×1.17

GDPgross domestic product±1.3%13 of 19×1.10

CPIconsumer prices±1.3%4 of 10×1.06

PCEpersonal income & outlays±1.2%12 of 19×1.01

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.94 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	1.94	—
Q2 FY26	Aug 4 '26 · confirmed	-8.45	—
Q1 FY26	May 7 '26 · confirmed	1.61	—
Q3 FY25	Oct 30 '25 · confirmed	2.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod