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

Implied ±12.5%, either direction.

MGNXNasdaqPharmaceutical Preparations

Macrogenics Inc (MGNX) earnings date, market-implied expected move, and options open interest by expiry

2.26

−0.05 · −2.12%

post 2.26 −0.05%

After hours16:00 ETdelayed

Open2.25Volume919,162Mkt cap$147.1MEPS-0.23

Day2.23 – 2.2954%52-wk1.29 – 5.0826%

MGNX

Macrogenics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.5%implied · report alone

1.942.50

straddle ±23.9%

spot 2.22exp Nov 20ATM strike 2ATM straddle 0.63IV 176%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Nov 11

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

+3.43%

vs ±14.1% implied · ×0.24

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+8.47%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

122 managers

Top fund weight

0.01%

MGNX weight · IWM

N-PORTJun 30 '26

3 funds

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

Macrogenics (MGNX) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±14.1%▲+3.43%×0.24

quarterimplied−15%0+15%realized×

Q2 FY26±14.1%▲+3.43%×0.24

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.15OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

4720%Nov 2015d3,1940%

720%Jan 1571d0.079810%0.07

640%Apr 16162d0.461380%0.46

ExpiryPutsCallsP/C

Nov 2015d4720%3,1940%0.15

Jan 1571d720%9810%0.07

Apr 16162d640%1380%0.46

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

Positioning

Linked exposure

scenario · straddle±23.9%

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 filedQ2 FY26

59.44%as filednet margin · revenue +58.04% QoQ · +377.97% YoY

Revenue$33M+58.04%

Gross profit$33M100.00%+58.04%

Operating income−$14M−42.19%+58.58%

Pre-tax income−$70M−81.70%

Net income$20M59.44%+153.07%

Cost of revenue$0—

Operating expenses$47M−13.89%

Tax$0—

Other expense−$56M−1041.13%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.11· ±4.3% vs ±3.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.3%12 of 24×1.11

CPIconsumer prices±4.0%4 of 10×1.04

PCEpersonal income & outlays±3.8%9 of 19×0.99

GDPgross domestic product±3.0%7 of 19×0.77

NFPjobs report±2.5%7 of 10×0.66

CPROFcorporate profits±2.3%4 of 12×0.61

PPIproducer prices±2.2%6 of 10×0.58

Bar = avg |move| to ±5% · tick = ±3.9% avg day · ×base = |move| ÷ ±3.9% · min 6 releases

Earnings history

EPS 0.31 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.31	—
Q1 FY26	—	-0.58	—
Q3 FY25	—	0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod