How often does Keros Therapeutics move more than the options market prices?

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

KROSNasdaqPharmaceutical Preparations

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

10.83

0.00 · −0.04%

post 10.83 +0.01%

Closed16:00 ET

Open11.14Volume105,963Mkt cap$214.7MEPS-3.22

Day10.83 – 11.140%52-wk9.69 – 22.559%

KROS

Keros Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

36dKeros Therapeutics to Receive Additional Development Milestone Payment from Partner Takeda
82dCan Keros Therapeutics (KROS)’s $20M Takeda Pharmaceutical Company Limited (TAK) Milestone Unlock a Billion-Dollar Opportunity?

News

Next report

Last report

+1.38%

vs ±25.5% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

6dTAK · customerTakeda: six-month revenue JPY 2,407.0 billion; net profit JPY 305,716 million

News

Largest filed tie

13F top-10 QoQ

+15.47%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

131 managers

Top fund weight

0.01%

KROS weight · IWM

N-PORTJun 30 '26

3 funds

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

Keros Therapeutics (KROS) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±18.3%
avg realized: ±5.0%

Feb 26 '25Feb 26 '25confirmed±14.0%▲+0.64%×0.05

May 6 '25May 6 '25confirmed±9.5%▼−0.36%×0.04

Aug 6 '25Aug 6 '25confirmed±6.9%▼−7.29%×1.05

Oct 15 '25Oct 15 '25confirmed±30.0%▼−3.98%×0.13

Nov 5 '25Nov 5 '25confirmed±16.3%▲+3.32%×0.20

Q1 FY26Mar 4 '26confirmed±12.0%▼−14.96%×1.25

May 14 '26May 14 '26confirmed±32.2%▼−8.34%×0.26

Q2 FY26Aug 3 '26confirmed±25.5%▲+1.38%×0.05

quarterimplied−35%0+35%realized×

Q2 FY26±25.5%▲+1.38%×0.05

May '26±32.2%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

0.17OI · 1 expiry · Aug 28 closeP/C open interest · Dec 18 · first expiry after the report

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

7−71%Dec 1844d40−50%

ExpiryPutsCallsP/C

Dec 1844d7−71%40−50%0.17

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ1 FY26

−6459.95%as filednet margin · revenue −4.68% QoQ · −99.83% YoY

Revenue$367,000−4.68%

Gross profit$367,000100.00%−4.68%

Operating income−$26M−7050.95%+11.59%

Pre-tax income−$24M+5.07%

Net income−$24M−6459.95%−1.05%

Cost of revenue$0—

Operating expenses$26M−11.50%

Tax$0+100.00%

Other income$2M−49.50%

Source: SEC filings · standardized · QE Mar 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.41· ±3.5% vs ±2.5% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±3.5%2 of 10×1.41

NFPjobs report±2.8%7 of 10×1.13

PPIproducer prices±2.8%5 of 10×1.12

FOMCrate decision±1.9%12 of 24×0.76

CPROFcorporate profits±1.9%5 of 12×0.76

PCEpersonal income & outlays±1.9%10 of 19×0.76

GDPgross domestic product±1.6%10 of 19×0.66

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS -1.45 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	-1.45	—
Q1 FY26	Mar 4 '26 · confirmed	-1.21	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod