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

Implied ±8.9%, either direction · provisional.

JAZZNasdaqPharmaceutical Preparations

Jazz Pharmaceuticals plc (JAZZ) earnings date, market-implied expected move, and options open interest by expiry

232.12

+2.38 · +1.04%

Regular session11:14 ET

Open233.53Volume1.0MMkt cap$13.8BP/E64.84EPS3.58

Day229.28 – 233.5367%52-wk128.80 – 266.3875%

JAZZ

Jazz Pharmaceuticals plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.9%implied · straddle

209.34250.14

spot 229.74exp Jan 15ATM strike 230ATM straddle 24.00IV 29%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Jan 11

before open · in 68 days

est.Q4 FY26

Calendar

Next report

Last report

+7.13%

vs ±7.9% implied · ×0.91

shaded = implied · ▲▼ = realized

Nov 2 '26 · confirmed

Implied vs realized

Linked news

1dAXSM · customerAxsome Therapeutics posts Q3 net loss of $12,877 thousand, product sales of $249,951 thousand
4dLGND · supplierLigand posts Q3 net loss of $28,485 thousand, nine-month income of $6,678 thousand
41dZYME · supplierZymeworks Completes Acquisition of Theravance Biopharma

News

Largest filed tie

13F top-10 QoQ

+10.50%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

650 managers

Top fund weight

0.41%

JAZZ weight · MDY

N-PORTJun 30 '26

4 funds

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

Jazz Pharmaceuticals (JAZZ) is expected to report on Jan 11 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

May 6 '25May 6 '25confirmed—▼−8.75%—

Aug 5 '25Aug 5 '25confirmed—▼−6.42%—

Nov 5 '25Nov 5 '25confirmed—▼−2.31%—

Jan 12 '26Jan 12 '26confirmed—▲+1.58%—

Feb 24 '26Feb 24 '26confirmed—▲+13.23%—

Q1 FY26May 5 '26confirmed—▲+7.68%—

Q2 FY26Aug 3 '26confirmed±6.8%▲+3.99%×0.59

Q3 FY26Nov 2 '26confirmed±7.9%▲+7.13%×0.91

quarterimplied−15%0+15%realized×

Q3 FY26±7.9%▲+7.13%×0.91

Q2 FY26±6.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.11OI · 4 expiries · Oct 30 closeP/C open interest · Jan 15 · first expiry after the report

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

590%Nov 2016d0.144200%0.14

7210%Dec 1844d0.193,7090%0.19

report · Jan 11 · before open · est.

980%Jan 1572d9080%

500%Mar 19135d0.182740%0.18

ExpiryPutsCallsP/C

Nov 2016d590%4200%0.14

Dec 1844d7210%3,7090%0.19

report · Jan 11 · before open · est.

Jan 1572d980%

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

Positioning

Linked exposure

scenario · straddle±8.9%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

Suppliers 2

ZYME±5.8%×0.65

LGND±2.4%×0.27

Customers 1

AXSM±3.1%×0.35

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−38.89%as filednet margin · revenue +2.87% QoQ · +10.38% YoY

Revenue$1.2B+2.87%

Gross profit$1.1B91.10%+3.71%

Operating income−$413M−33.26%−266.56%

Pre-tax income−$459M−317.49%

Net income−$483M−38.89%−350.73%

Cost of revenue$111M−4.98%

Operating expenses$1.5B+83.22%

Tax$25M+35.36%

Other expense−$46M−22.31%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:00 ET

Intraday

Event sensitivity

FOMC ×1.17· ±1.7% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%11 of 24×1.17

PPIproducer prices±1.6%7 of 10×1.13

CPROFcorporate profits±1.4%5 of 12×0.98

GDPgross domestic product±1.2%9 of 19×0.84

PCEpersonal income & outlays±1.2%8 of 19×0.82

CPIconsumer prices±0.9%7 of 10×0.61

NFPjobs report±0.7%5 of 10×0.48

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -7.48 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 2 '26 · confirmed	-7.48	—
Q2 FY26	Aug 3 '26 · confirmed	2.78	—
Q1 FY26	May 5 '26 · confirmed	4.43	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod