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

Implied ±27.5%, either direction.

KRRONasdaqPharmaceutical Preparations

Korro Bio, Inc. (KRRO) earnings date, market-implied expected move, and options open interest by expiry

15.94

+0.09 · +0.57%

Regular session15:59 ET

Open15.84Volume206,740Mkt cap$233.3MEPS-10.01

Day15.83 – 17.089%52-wk5.20 – 41.5530%

KRRO

Korro Bio, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±27.5%implied · report alone

8Q avg ±16.9%·×1.63·rich

11.4920.23

straddle ±28.1%

spot 15.86exp Nov 20ATM strike 15ATM straddle 5.25IV 198%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 11

after close · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+5.39%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+4.73%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

107 managers

Top fund weight

0.00%

KRRO weight · IWM

N-PORTJun 30 '26

3 funds

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

Korro Bio (KRRO) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 12 '24Nov 12 '24confirmed—▼−15.55%—

Mar 18 '25Mar 18 '25confirmed—▼−3.55%—

May 7 '25May 7 '25confirmed—▲+10.55%—

Aug 12 '25Aug 12 '25confirmed—▲+6.25%—

Nov 12 '25Nov 12 '25confirmed±49.7%▼−79.31%×1.60

Q1 FY26Mar 12 '26confirmed±26.2%▲+11.30%×0.43

May 7 '26May 7 '26confirmed±13.7%▼−3.37%×0.25

Q2 FY26Aug 6 '26confirmed—▲+5.39%—

quarterimplied−80%0+80%realized×

Q2 FY26—▲+5.39%—

May '26±13.7%−3.37%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.01OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

4—Nov 2016d318—

232+1%Dec 1844d1.05222+3%1.05

ExpiryPutsCallsP/C

Nov 2016d4—318—0.01

Dec 1844d232+1%222+3%1.05

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

Positioning

Linked exposure

scenario · straddle±28.1%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY25

−3873.22%derived from FYnet margin · revenue +18.53% QoQ · −43.11% YoY

Revenue$1M+18.53%

Gross profit$1M100.00%+18.53%

Operating income−$50M−3900.62%−161.97%

Pre-tax income−$49M−173.55%

Net income−$50M−3873.22%−177.07%

Operating expenses$52M+154.28%

Tax$636,000—

Other income$990,000−15.82%

Derived: FY − Q1–Q3 · QE Dec 31 '25 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

GDP ×0.45· ±5.4% vs ±12.0% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±5.4%12 of 19×0.45

PCEpersonal income & outlays±5.0%9 of 19×0.42

CPROFcorporate profits±4.8%6 of 12×0.40

FOMCrate decision±4.2%11 of 24×0.35

NFPjobs report±3.9%7 of 10×0.33

CPIconsumer prices±2.5%4 of 10×0.21

PPIproducer prices±1.4%5 of 10×0.11

Bar = avg |move| to ±12% · tick = ±12.0% avg day · ×base = |move| ÷ ±12.0% · min 6 releases

Earnings history

EPS -1.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-1.07	—
Q1 FY26	Mar 12 '26 · confirmed	-1.69	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod