How often does Gossamer Bio move more than the options market prices?

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

GOSSNasdaqPharmaceutical Preparations

Gossamer Bio, Inc. (GOSS) earnings date, market-implied expected move, and options open interest by expiry

10.03

+0.75 · +8.08%

post 9.96 −0.70%

Closed17:30 ET

Open9.51Volume139,437Mkt cap$56.7MEPS-0.57

Day9.50 – 9.9994%52-wk8.29 – 309.601%

GOSS

Gossamer Bio, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−9.45%

vs ±71.9% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

100.00%

of GOSS revenue · Chiesi

customerGOSS 10-K

Largest filed tie

13F top-10 QoQ

+257.93%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

169 managers

Top fund weight

0.00%

GOSS weight · VTI

N-PORTJun 30 '26

1 fund

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

Gossamer Bio (GOSS) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±30.0%
avg realized: ±10.6%

Nov 7 '24Nov 7 '24confirmed±10.9%▼−0.91%×0.08

Mar 13 '25Mar 13 '25confirmed±17.6%▲+11.54%×0.65

May 15 '25May 15 '25confirmed±24.0%▼−0.95%×0.04

Aug 5 '25Aug 5 '25confirmed±15.4%▼−8.33%×0.54

Q3 FY25Nov 5 '25confirmed±26.7%▼−2.53%×0.09

Q1 FY26Mar 17 '26confirmed±22.4%▼−7.99%×0.36

Q2 FY26May 18 '26confirmed±51.0%▼−43.32%×0.85

Aug 13 '26Aug 13 '26confirmed±71.9%▼−9.45%×0.13

quarterimplied−75%0+75%realized×

Aug '26±71.9%▼−9.45%×0.13

Q2 FY26±51.0%▼−43.32%×0.85

Q1 FY26±22.4%▼−7.99%×0.36

Q3 FY25±26.7%▼−2.53%×0.09

Aug '25±15.4%▼−8.33%×0.54

May '25±24.0%▼−0.95%×0.04

2 older reports

Mar '25±17.6%▲+11.54%×0.65

Nov '24±10.9%▼−0.91%×0.08

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

0.09OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

2110%Nov 2015d2,4240%

0—Dec 1843d0.00108—0.00

4090%Jan 1571d0.0225,2670%0.02

60%Feb 19106d0.001,4070%0.00

ExpiryPutsCallsP/C

Nov 2015d2110%2,4240%0.09

Dec 1843d0—108—0.00

Jan 1571d4090%25,2670%0.02

Feb 19106d60%1,4070%0.00

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

182.94%as filednet margin · revenue −45.51% QoQ · −19.59% YoY

Revenue$9M−45.51%

Gross profit$9M100.00%−45.51%

Operating income−$26M−282.25%+41.88%

Pre-tax income$17M+136.22%

Net income$17M182.94%+136.22%

Cost of revenue$0—

Operating expenses$35M−42.88%

Other income$43M+2490.10%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

PPI ×1.68· ±7.6% vs ±4.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±7.6%5 of 10×1.68

GDPgross domestic product±6.2%7 of 19×1.38

CPROFcorporate profits±5.4%3 of 12×1.20

PCEpersonal income & outlays±4.7%10 of 19×1.03

CPIconsumer prices±3.8%3 of 10×0.84

FOMCrate decision±3.3%12 of 24×0.73

NFPjobs report±2.3%2 of 10×0.51

Bar = avg |move| to ±8% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	May 18 '26 · confirmed	-0.08	—
Q1 FY26	Mar 17 '26 · confirmed	-0.20	—
Q3 FY25	Nov 5 '25 · confirmed	-0.21	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod