What move does the options market price into Kymera Therapeutics's report?

Implied ±40.0%, either direction.

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

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

KYMRNasdaqBiological Products, (No Diagnostic Substances)

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

127.02

−0.49 · −0.38%

post 128.63 +1.27%

Closed18:43 ET

Open127.45Volume1.3MMkt cap$10.9BEPS-3.63

Day123.00 – 132.4660%52-wk55.66 – 130.0598%

KYMR

Kymera Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±40.0%implied · report alone

8Q avg ±2.2%·×18.06·rich

76.30177.88

straddle ±43.2%

spot 127.09exp Jan 15ATM strike 125ATM straddle 64.65IV 149%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Jan 12

before open · in 69 days

est.Q4 FY26

Calendar

Next report

Last report

+0.07%

vs ±18.2% implied · ×0.00

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Linked news

1dGILD · customerGilead to Present Late-Breaking Clinical Data and Real-World Evidence at HIV Glasgow
4dSNY · customerSanofi Q3 sales €14,444 million, business EPS €3.55; upgrades 2026 guidance

News

Largest filed tie

13F top-10 QoQ

+1.66%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

282 managers

Top fund weight

1.36%

KYMR weight · XBI

N-PORTJun 30 '26

5 funds

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

Kymera Therapeutics (KYMR) is expected to report on Jan 12 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±11.1%
avg realized: ±2.2%

May 9 '25May 9 '25confirmed±10.6%▼−2.27%×0.22

Aug 11 '25Aug 11 '25confirmed±6.2%▼−7.24%×1.16

Q3 FY25Nov 4 '25confirmed±15.7%▲+0.32%×0.02

Jan 13 '26Jan 13 '26confirmed±5.5%▲+1.42%×0.26

Feb 26 '26Feb 26 '26confirmed±11.8%▲+4.80%×0.41

Q1 FY26Apr 30 '26confirmed±10.3%▼−0.54%×0.05

Q2 FY26Aug 5 '26confirmed±10.4%▲+1.04%×0.10

Q3 FY26Oct 29 '26confirmed±18.2%▲+0.07%×0.00

quarterimplied−20%0+20%realized×

Q3 FY26±18.2%▲+0.07%×0.00

Q2 FY26±10.4%▲+1.04%×0.10

Q1 FY26±10.3%▼−0.54%×0.05

Feb '26±11.8%▲+4.80%×0.41

Jan '26±5.5%▲+1.42%×0.26

Q3 FY25±15.7%▲+0.32%×0.02

2 older reports

Aug '25±6.2%▼−7.24%×1.16

May '25±10.6%▼−2.27%×0.22

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 27 close

0.31OI · 5 expiries · Oct 27 closeP/C open interest · Jan 15 · first expiry after the report

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

9840%Nov 2016d0.362,7280%0.36

3,3090%Dec 1844d1.452,2810%1.45

report · Jan 12 · before open · est.

4060%Jan 1572d1,3070%

240%Feb 19107d0.38640%0.38

9360%Mar 19135d2.413890%2.41

ExpiryPutsCallsP/C

Nov 2016d9840%2,7280%0.36

Dec 1844d3,3090%2,2810%1.45

report · Jan 12 · before open · est.

Jan 1572d4060%1,3070%0.31

Feb 19107d240%640%0.38

Mar 19135d9360%3890%2.41

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

Positioning

Linked exposure

scenario · straddle±43.2%

Funds 4

XBI±0.6%

IWM±0.1%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−94.17%as filednet margin · revenue +89.15% QoQ · +466.40% YoY

Revenue$65M+89.15%

Gross profit$65M100.00%+89.15%

Operating income−$76M−116.32%+10.16%

Pre-tax income−$61M+11.59%

Net income−$61M−94.17%+11.59%

Cost of revenue$0—

Operating expenses$141M+18.64%

Other income$14M−3.51%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:30 ET

Intraday

Event sensitivity

GDP ×1.08· ±3.1% vs ±2.9% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±3.1%11 of 19×1.08

CPROFcorporate profits±2.8%6 of 12×0.99

FOMCrate decision±2.6%12 of 24×0.92

PCEpersonal income & outlays±2.6%10 of 19×0.91

PPIproducer prices±2.3%7 of 10×0.81

CPIconsumer prices±2.2%4 of 10×0.78

NFPjobs report±1.2%4 of 10×0.42

Bar = avg |move| to ±4% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -1.32 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	-1.32	—
Q2 FY26	Aug 5 '26 · confirmed	-0.62	—
Q1 FY26	Apr 30 '26 · confirmed	-0.71	—
Q3 FY25	Nov 4 '25 · confirmed	-0.94	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod