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

Implied ±12.7%, either direction.

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

0 of the last 4 reports moved at least as far as the implied move.

MAZENasdaqBiological Products, (No Diagnostic Substances)

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

33.36

−0.02 · −0.05%

Regular session10:25 ET

Open33.34Volume535,744Mkt cap$2.0BEPS-2.34

Day33.33 – 33.3867%52-wk21.95 – 53.6536%

MAZE

Maze Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.7%implied · straddle

29.1537.61

spot 33.38exp Nov 20ATM strike 35ATM straddle 4.98IV 84%

Nov 4 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+0.81%

vs ±16.0% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

1dNBIX · customerNeurocrine Biosciences to Spotlight Its Scientific Journey and Growing Neuropsychiatry Pipeline at 2026 NEI Fall Congress

News

Largest filed tie

13F top-10 QoQ

+10.14%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

161 managers

Top fund weight

0.03%

MAZE weight · IWM

N-PORTJun 30 '26

3 funds

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

Maze Therapeutics (MAZE) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

7 reports

0 of 4≥ implied

avg implied: ±19.4%
avg realized: ±11.0%

Mar 31 '25Mar 31 '25confirmed—▼−3.59%—

May 14 '25May 14 '25confirmed—▲+2.10%—

Aug 12 '25Aug 12 '25confirmed—▼−1.02%—

Q3 FY25Nov 6 '25confirmed±14.2%▼−3.48%×0.25

Q1 FY26Mar 25 '26confirmed±38.2%▼−35.24%×0.92

May 12 '26May 12 '26confirmed±9.4%▲+4.58%×0.49

Q2 FY26Aug 11 '26confirmed±16.0%▲+0.81%×0.05

quarterimplied−40%0+40%realized×

Q2 FY26±16.0%▲+0.81%×0.05

May '26±9.4%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.73OI · 2 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

9950%Nov 2015d1,3570%

1040%Jan 1571d0.531960%0.53

ExpiryPutsCallsP/C

Nov 2015d9950%1,3570%0.73

Jan 1571d1040%1960%0.53

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

Positioning

Linked exposure

scenario · straddle±12.7%

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 filedQ1 FY26

−121.04%as filednet margin

Revenue$20M—

Gross profit$20M100.00%—

Operating income−$27M−132.76%+30.23%

Pre-tax income−$24M+29.97%

Net income−$24M−121.04%+29.97%

Cost of revenue$0—

Operating expenses$47M+22.32%

Other income$2M−34.88%

Source: SEC filings · standardized · QE Mar 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:15 ET

Intraday

Event sensitivity

PCE ×1.04· ±3.6% vs ±3.5% · 18 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±3.6%10 of 18×1.04

GDPgross domestic product±3.5%14 of 18×1.01

CPROFcorporate profits±3.3%10 of 12×0.93

FOMCrate decision±3.1%4 of 13×0.89

CPIconsumer prices±2.3%5 of 10×0.65

NFPjobs report±2.3%6 of 10×0.65

PPIproducer prices±1.9%5 of 10×0.53

Bar = avg |move| to ±4% · tick = ±3.5% avg day · ×base = |move| ÷ ±3.5% · min 6 releases

Earnings history

EPS -0.76 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.76	—
Q1 FY26	Mar 25 '26 · confirmed	-0.45	—
Q3 FY25	Nov 6 '25 · confirmed	-30,087,000.66	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod