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

Implied ±6.1%, either direction.

HALONasdaqBiological Products, (No Diagnostic Substances)

Halozyme Therapeutics, Inc. (HALO) earnings date, market-implied expected move, and options open interest by expiry

128.96

+0.01 · +0.01%

post 129.03 +0.05%

Closed16:08 ET

Open128.53Volume3.4MMkt cap$14.6BP/E36.35EPS3.55

Day128.53 – 130.9721%52-wk61.23 – 134.0093%

HALO

Halozyme Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.1%implied · report alone

120.77136.47

straddle ±7.9%

spot 128.62exp Nov 20ATM strike 130ATM straddle 12.00IV 54%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

confirmedQ3 FY26

Calendar

Next report

Last report

+20.24%

vs ±6.0% implied · ×3.37

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

4dABOS · customerAcumen Pharmaceuticals: phase 2 sabirnetug failed primary endpoint; will cease development
5dLLY · customerWe're raising our price target on Eli Lilly as the obesity-drug boom rolls on

News

Largest filed tie

13F top-10 QoQ

−0.59%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

675 managers

Top fund weight

1.03%

HALO weight · XBI

N-PORTJun 30 '26

4 funds

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

Halozyme Therapeutics (HALO) reports on Nov 5 after close (confirmed date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±6.0%▲+20.24%×3.37

quarterimplied−25%0+25%realized×

Q2 FY26±6.0%▲+20.24%×3.37

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.13OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

319+201%Nov 2016d2,453+119%

2,085+5%Dec 1844d0.434,875+4%0.43

791+131%Mar 19135d0.174,597+20%0.17

ExpiryPutsCallsP/C

Nov 2016d319+201%2,453+119%0.13

Dec 1844d2,085+5%4,875+4%0.43

Mar 19135d791+131%4,597+20%0.17

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

Positioning

Linked exposure

scenario · straddle±7.9%

Funds 4

XBI±0.1%

MDY±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

47.80%as filednet margin · revenue +27.68% QoQ · +47.67% YoY

Revenue

$481M+27.68% QoQ

Gross profit

$402M+35.08% QoQ

83.54% margin

Operating income

$288M+55.90% QoQ

59.80% margin

Pre-tax income

$285M+57.99% QoQ

Net income

$230M+53.23% QoQ

47.80% margin

Cost of revenue

$79M−0.08% QoQ

Operating expenses

$114M+1.08% QoQ

SG&A $57M

R&D $28M

Other operating $30M

Other expense

$3M

Tax

$55M+81.61% QoQ

Revenue$481M+27.68%

Gross profit

$402M+35.08%

83.54% margin

Operating income

$288M+55.90%

59.80% margin

Pre-tax income

$285M+57.99%

Net income

$230M+53.23%

47.80% margin

Cost of revenue

$79M−0.08%

Operating expenses

$114M+1.08%

SG&A $57M

R&D $28M

Other operating $30M

Other expense

$3M

Tax$55M+81.61%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.91· ±3.1% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.1%6 of 10×1.91

FOMCrate decision±2.2%11 of 24×1.34

CPIconsumer prices±1.9%4 of 10×1.15

CPROFcorporate profits±1.2%6 of 12×0.71

PPIproducer prices±1.1%5 of 10×0.69

PCEpersonal income & outlays±1.0%10 of 19×0.59

GDPgross domestic product±1.0%11 of 19×0.58

Bar = avg |move| to ±4% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 1.90 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.90	—
Q1 FY26	—	1.22	—
Q3 FY25	—	1.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod