KRRO as of Nov 1 · 00:41 ET

KRRONasdaqPharmaceutical Preparations

Korro Bio, Inc. · Brief

Next report

10 days

Nov 11 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±28.4%implied · report alone

10.2518.38

straddle ±29.5%

spot 14.32exp Nov 20ATM strike 15ATM straddle 4.98IV 178%

Oct 30 closereport share · term structurethin chain

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Nov 12 '24—▼−15.55%—

Mar 18 '25—▼−3.55%—

May 7 '25—▲+10.55%—

Aug 12 '25—▲+6.25%—

Nov 12 '25±49.7%▼−79.31%×1.60

Q1 FY26±26.2%▲+11.30%×0.43

May 7 '26±13.7%▼−3.37%×0.25

Q2 FY26—▲+5.39%—

quarterimplied−80%0+80%realized×

Q2 FY26—▲+5.39%—

May '26±13.7%▼−3.37%×0.25

Q1 FY26±26.2%▲+11.30%×0.43

Nov '25±49.7%▼−79.31%×1.60

Aug '25—▲+6.25%—

May '25—▲+10.55%—

2 older reports

Mar '25—▼−3.55%—

Nov '24—▼−15.55%—

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

Bull & bear

Nov 11 report · est.

Bull2

3tracked funds holding KRRON-PORT · Aug 31 '26

107managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

2 of 3recent reports where the move came in under the options implied rangeEarnings history

3 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

KRRO report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 28impliedImplied move: ±32.8% into Nov 11 earnings (Oct 28 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.