JAZZ as of Oct 31 · 18:29 ET

JAZZNasdaqPharmaceutical Preparations

Jazz Pharmaceuticals plc · Brief

Next report

2 days

Nov 2 · after closeconfirmedQ3 FY26

Earnings

Expected move

Inputs

±6.7%implied · report alone

201.50230.46

straddle ±8.0%

spot 215.98exp Nov 20ATM strike 220ATM straddle 20.30IV 48%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Feb 25 '25—▲+3.22%—

May 6 '25—▼−8.75%—

Aug 5 '25—▼−6.42%—

Nov 5 '25—▼−2.31%—

Jan 12 '26—▲+1.58%—

Feb 24 '26—▲+13.23%—

Q1 FY26—▲+7.68%—

Q2 FY26±6.8%▲+3.99%×0.59

quarterimplied−15%0+15%realized×

Q2 FY26±6.8%▲+3.99%×0.59

Q1 FY26—▲+7.68%—

Feb '26—▲+13.23%—

Jan '26—▲+1.58%—

Nov '25—▼−2.31%—

Aug '25—▼−6.42%—

2 older reports

May '25—▼−8.75%—

Feb '25—▲+3.22%—

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

Bull & bear

Nov 2 report · confirmed

Bull2 of 4

2customers disclosing the company as a supplierSEC filings

4tracked funds holding the companyN-PORT · Jul 31 '26

Bear2 of 3

11 of 24largest reporting managers that reduced their stake in the quarter13F · Jun 30 '26

45managers holding the vast majority of reported value13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

Linked exposure

JAZZ report session

Suppliers 2

ZYMEZymeworks×0.65 LGNDLigand Pharmaceuticals×0.27

Customers 1

AXSMAxsome Therapeutics×0.35

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 19report dateEarnings date confirmed: Nov 2, after close.Source

Oct 19impliedImplied move: ±7.2% into Nov 2 earnings (Oct 19 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.