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

Implied ±16.5%, either direction.

MLTXNasdaqPharmaceutical Preparations

MoonLake Immunotherapeutics (MLTX) earnings date, market-implied expected move, and options open interest by expiry

11.86

Pre-market19:19 ETdelayed

Open11.47Volume845,529Mkt cap$976.2MEPS-3.82

Day11.46 – 11.86100%52-wk9.46 – 23.2917%

MLTX

MoonLake Immunotherapeutics

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.5%implied · straddle

9.5813.36

spot 11.47exp Nov 20ATM strike 11ATM straddle 2.22IV 110%

Nov 2 close

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

−5.09%

vs ±23.0% implied · ×0.22

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+8.81%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

175 managers

Top fund weight

—

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

MoonLake Immunotherapeutics (MLTX) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 10 '26confirmed±23.0%▼−5.09%×0.22

quarterimplied−25%0+25%realized×

Q2 FY26±23.0%▼−5.09%×0.22

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

0.44OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

4,662+144%Nov 2016d10,536+88%

48—Dec 1844d0.07678+6680%0.07

1,237+1%Jan 1572d0.0815,7180%0.08

106+13%Feb 19107d0.15720+43%0.15

ExpiryPutsCallsP/C

Nov 2016d4,662+144%10,536+88%0.44

Dec 1844d48—678+6680%0.07

Jan 1572d1,237+1%15,7180%0.08

Feb 19107d106+13%720+43%0.15

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

NFP ×1.60· ±4.7% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.7%5 of 10×1.60

CPIconsumer prices±4.0%2 of 10×1.37

FOMCrate decision±2.5%10 of 24×0.84

PPIproducer prices±2.4%5 of 10×0.83

CPROFcorporate profits±2.4%8 of 12×0.81

GDPgross domestic product±2.4%13 of 19×0.81

PCEpersonal income & outlays±2.1%13 of 19×0.71

Bar = avg |move| to ±5% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -1.68 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-1.68	—
Q1 FY26	—	-0.98	—
Q3 FY25	—	-1.10	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod