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

Implied ±29.2%, either direction.

IVVDNasdaqBiological Products, (No Diagnostic Substances)

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

0.57

−0.06 · −9.44%

Regular session11:32 ET

Open0.65Volume4.5MMkt cap$186.8MEPS-0.31

Day0.57 – 0.650%52-wk0.53 – 3.072%

IVVD

Invivyd, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±29.2%implied · straddle

0.410.75

spot 0.58exp Nov 20ATM strike 0.5ATM straddle 0.20IV 190%

Nov 3 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

+5.13%

vs ±48.9% implied · ×0.10

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Largest filed tie

46.00%

of IVVD revenue · Undisclosed specialty distributor customer

customerIVVD 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+24.59%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

122 managers

Top fund weight

0.01%

IVVD weight · IWM

N-PORTJun 30 '26

3 funds

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

Invivyd (IVVD) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±48.9%▲+5.13%×0.10

quarterimplied−50%0+50%realized×

Q2 FY26±48.9%▲+5.13%×0.10

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.04OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

182−18%Nov 2015d4,956+22%

921−5%Dec 1843d0.0425,096+9%0.04

1,0730%Jan 1571d0.323,311+9%0.32

1,878+5%Mar 19134d0.414,587+9%0.41

ExpiryPutsCallsP/C

Nov 2015d182−18%4,956+22%0.04

Dec 1843d921−5%25,096+9%0.04

Jan 1571d1,0730%3,311+9%0.32

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

Positioning

Linked exposure

scenario · straddle±29.2%

Funds 3

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

−310.77%as filednet margin · revenue +3.94% QoQ · +21.20% YoY

Revenue$14M+3.94%

Gross profit$13M91.09%+2.36%

Operating income−$46M−320.76%−6.22%

Pre-tax income−$44M−7.23%

Net income−$44M−310.77%−7.23%

Cost of revenue$1M+23.35%

Operating expenses$59M+5.34%

Other income$1M−17.80%

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 · 11:30 ET

Intraday

Event sensitivity

CPROF ×1.19· ±6.8% vs ±5.7% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±6.8%5 of 12×1.19

FOMCrate decision±5.7%9 of 24×1.00

PPIproducer prices±5.1%2 of 10×0.90

NFPjobs report±4.3%7 of 10×0.75

PCEpersonal income & outlays±4.1%5 of 19×0.71

GDPgross domestic product±4.0%8 of 19×0.70

CPIconsumer prices±3.2%6 of 10×0.55

Bar = avg |move| to ±7% · tick = ±5.7% avg day · ×base = |move| ÷ ±5.7% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.14	—
Q1 FY26	—	-0.13	—
Q3 FY25	—	-0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod