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

Implied ±38.9%, either direction.

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

0 of the last 6 reports moved at least as far as the implied move.

LXEONasdaqBiological Products, (No Diagnostic Substances)

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

3.12

+0.06 · +1.86%

post 3.12 +0.02%

Closed16:00 ET

Open2.95Volume1.3MMkt cap$255.2MEPS-0.82

Day2.95 – 3.2949%52-wk2.55 – 10.997%

LXEO

Lexeo Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±38.9%implied · straddle

1.904.32

spot 3.11exp Nov 20ATM strike 3ATM straddle 1.43IV 275%

Nov 3 close

Expected move

Inputs

Next report

Nov 4

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+1.88%

vs ±70.2% implied · ×0.03

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+13.98%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

143 managers

Top fund weight

0.11%

LXEO weight · XBI

N-PORTJun 30 '26

4 funds

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

Lexeo Therapeutics (LXEO) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

8 reports

0 of 6≥ implied

avg implied: ±39.3%
avg realized: ±10.5%

Nov 13 '24Nov 13 '24confirmed—▼−0.65%—

Mar 24 '25Mar 24 '25confirmed±51.0%▲+50.92%×1.00

May 12 '25May 12 '25confirmed±25.8%▼−2.23%×0.09

Aug 14 '25Aug 14 '25confirmed±12.6%▲+1.48%×0.12

Q3 FY25Nov 5 '25confirmed±15.7%▼−1.80%×0.11

Q1 FY26Mar 30 '26confirmed—▲+8.92%—

May 11 '26May 11 '26confirmed±60.6%▲+4.97%×0.08

Q2 FY26Aug 12 '26confirmed±70.2%▲+1.88%×0.03

quarterimplied−75%0+75%realized×

Q2 FY26±70.2%▲+1.88%×0.03

May '26±60.6%▲+4.97%×0.08

Q1 FY26—▲+8.92%—

Q3 FY25±15.7%▼−1.80%×0.11

Aug '25±12.6%▲+1.48%×0.12

May '25±25.8%▼−2.23%×0.09

2 older reports

Mar '25±51.0%▲+50.92%×1.00

Nov '24—▼−0.65%—

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.23OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

249+3%Nov 2017d1,0980%

730%Feb 19108d0.551330%0.55

ExpiryPutsCallsP/C

Nov 2017d249+3%1,0980%0.23

Feb 19108d730%1330%0.55

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

Positioning

Linked exposure

scenario · straddle±38.9%

Funds 4

XBI±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.16· ±4.8% vs ±4.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.8%2 of 10×1.16

FOMCrate decision±4.0%12 of 23×0.97

NFPjobs report±4.0%6 of 10×0.96

PPIproducer prices±3.4%7 of 10×0.83

GDPgross domestic product±3.0%10 of 19×0.73

PCEpersonal income & outlays±2.6%11 of 19×0.63

CPROFcorporate profits±2.2%3 of 12×0.53

Bar = avg |move| to ±5% · tick = ±4.2% avg day · ×base = |move| ÷ ±4.2% · min 6 releases

Earnings history

EPS -0.30 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	-0.30	—
Q1 FY26	Mar 30 '26 · confirmed	-0.25	—
Q3 FY25	Nov 5 '25 · confirmed	-0.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod