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

Implied ±30.7%, either direction · provisional.

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

1 of the last 7 reports moved at least as far as the implied move.

LENZNasdaqBiological Products, (No Diagnostic Substances)

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

3.37

−0.09 · −2.61%

Regular session09:42 ET

Open3.34Volume1.6MMkt cap$110.0M

Day3.34 – 3.37100%52-wk2.80 – 32.132%

LENZ

LENZ Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±30.7%implied · straddle

2.404.52

spot 3.46exp Jan 15ATM strike 2.5ATM straddle 1.25IV 67%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Jan 6

after close · in 62 days

est.Q4 FY26

Calendar

Next report

Last report

+8.72%

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+7.42%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

147 managers

Top fund weight

0.00%

LENZ weight · IWM

N-PORTJun 30 '26

3 funds

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

LENZ Therapeutics (LENZ) is expected to report on Jan 6 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±17.1%
avg realized: ±11.0%

May 7 '25May 7 '25confirmed±17.5%▲+2.09%×0.12

Jul 30 '25Jul 30 '25confirmed±20.3%▼−2.87%×0.14

Q3 FY25Nov 5 '25confirmed±26.3%▼−23.46%×0.89

Jan 7 '26Jan 7 '26confirmed±10.2%▼−6.56%×0.64

Q1 FY26Mar 24 '26confirmed±20.6%▼−17.91%×0.87

May 11 '26May 11 '26confirmed±13.5%▼−20.82%×1.55

Q2 FY26Aug 11 '26confirmed±11.3%▼−3.26%×0.29

Q3 FY26Oct 28 '26confirmed—▲+8.72%—

quarterimplied−30%0+30%realized×

Q3 FY26—▲+8.72%—

Q2 FY26±11.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.31OI · 4 expiries · Nov 3 closeP/C open interest · Jan 15 · first expiry after the report

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

99−1%Nov 2015d0.541830%0.54

report · Jan 6 · after close · est.

1,9380%Jan 1571d6,313−4%

2,097−1%Mar 19134d2.977060%2.97

450%Apr 16162d0.10450−1%0.10

ExpiryPutsCallsP/C

Nov 2015d99−1%1830%0.54

report · Jan 6 · after close · est.

Jan 1571d1,9380%6,313−4%0.31

Mar 19134d2,097−1%

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

Positioning

Linked exposure

scenario · straddle±30.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−915.16%as filednet margin · revenue −38.32% QoQ · −72.93% YoY

Revenue$3M−38.32%

Gross profit$3M86.58%−43.72%

Operating income−$33M−972.75%+3.67%

Pre-tax income−$31M+2.96%

Net income−$31M−915.16%+2.97%

Cost of revenue$454,000+62.14%

Operating expenses$36M−8.96%

Tax$0−100.00%

Other income$2M−13.65%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:30 ET

Intraday

Event sensitivity

CPI ×1.37· ±5.2% vs ±3.8% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±5.2%3 of 10×1.37

PPIproducer prices±4.9%4 of 10×1.30

FOMCrate decision±3.3%7 of 24×0.86

GDPgross domestic product±2.9%11 of 19×0.76

CPROFcorporate profits±2.8%7 of 12×0.74

PCEpersonal income & outlays±2.8%11 of 19×0.73

NFPjobs report±2.7%4 of 10×0.72

Bar = avg |move| to ±6% · tick = ±3.8% avg day · ×base = |move| ÷ ±3.8% · min 6 releases

Earnings history

EPS -0.99 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	-0.99	—
Q2 FY26	Aug 11 '26 · confirmed	-1.02	—
Q1 FY26	Mar 24 '26 · confirmed	-1.32	—
Q3 FY25	Nov 5 '25 · confirmed	-0.59	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod