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

Implied ±15.1%, either direction.

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

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

IBRXNasdaqBiological Products, (No Diagnostic Substances)

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

8.39

+0.10 · +1.24%

Regular session10:44 ET

Open8.46Volume6.2MMkt cap$8.4BEPS-0.97

Day8.32 – 8.4652%52-wk1.95 – 12.4361%

IBRX

ImmunityBio, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.1%implied · straddle

7.049.54

spot 8.29exp Nov 13ATM strike 8.5ATM straddle 1.47IV 133%

Nov 3 close

Expected move

Inputs

News

42dImmunityBio (IBRX) Meeting With Turkish President Fuels Expansion Hopes, Shares Climb 10%

News

Next report

Last report

−2.80%

vs ±10.2% implied · ×0.28

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

41dHCWB · customerHCWB — trading halt (LUDP) · resumed 10:34 ET

News

Largest filed tie

13F top-10 QoQ

+21.93%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

409 managers

Top fund weight

1.02%

IBRX weight · XBI

N-PORTJun 30 '26

4 funds

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

ImmunityBio (IBRX) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±19.2%
avg realized: ±8.7%

Jul 25 '25Jul 25 '25confirmed±19.3%▼−4.98%×0.26

Aug 5 '25Aug 5 '25confirmed±23.1%0.00%×0.00

Nov 4 '25Nov 4 '25confirmed±44.7%▲+3.37%×0.08

Jan 15 '26Jan 15 '26confirmed±15.3%▲+30.79%×2.01

Feb 23 '26Feb 23 '26confirmed±29.3%▲+12.99%×0.44

Q1 FY26Apr 9 '26confirmed±5.5%▲+7.16%×1.30

May 7 '26May 7 '26confirmed±6.7%▼−7.40%×1.11

Q2 FY26Aug 4 '26confirmed±10.2%▼−2.80%×0.28

quarterimplied−45%0+45%realized×

Q2 FY26±10.2%▼−2.80%×0.28

May '26±6.7%

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 2 close

1.10OI · 10 expiries · Nov 2 closeP/C open interest · Nov 13 · first expiry after the report

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

2,735+7%Nov 62d0.416,611+17%0.41

report · Nov 9 · after close · est.

1,6940%Nov 139d1,534+1%

14,837+1%Nov 2016d0.3838,8980%0.38

589+4%Nov 2723d0.71835+1%0.71

6 later expiries

106+7%Dec 430d0.323290%0.32

84+8300%Dec 1137d42.00

ExpiryPutsCallsP/C

Nov 62d2,735+7%6,611+17%0.41

report · Nov 9 · after close · est.

Nov 139d1,6940%1,534+1%1.10

Nov 2016d14,837+1%

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

Positioning

Linked exposure

scenario · straddle±15.1%

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

as filedQ2 FY26

−449.63%as filednet margin · revenue +15.91% QoQ · +93.91% YoY

Revenue$51M+15.91%

Gross profit$51M99.42%+15.86%

Operating income−$62M−120.41%+11.60%

Pre-tax income−$230M+63.59%

Net income−$230M−449.63%+63.59%

Cost of revenue$298,000+25.21%

Operating expenses$113M−0.98%

Tax$0—

Other expense−$169M+70.04%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:30 ET

Intraday

Event sensitivity

CPROF ×1.10· ±5.0% vs ±4.5% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±5.0%7 of 12×1.10

GDPgross domestic product±4.7%13 of 19×1.03

NFPjobs report±4.4%5 of 10×0.97

PCEpersonal income & outlays±3.8%12 of 19×0.83

FOMCrate decision±3.8%11 of 24×0.83

CPIconsumer prices±3.5%6 of 10×0.77

PPIproducer prices±3.4%7 of 10×0.76

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

Earnings history

EPS -0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.22	—
Q1 FY26	Apr 9 '26 · confirmed	-0.62	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod