MREONasdaqManufacturing

Mereo BioPharma Group plc (MREO) earnings date, market-implied expected move, and options open interest by expiry

0.29

−0.02 · −5.33%

post 0.29 0.00%

Closed16:00 ET

Open0.30Volume543,679Mkt cap$46.2MEPS-0.03

Day0.28 – 0.3028%52-wk0.20 – 2.374%

MREO

Mereo BioPharma Group plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

—

Linked news

16hAZN · supplierAstraZeneca Q3 reported EPS $2.02, total revenue $16,209m; core EPS $2.79
23dRARE · customerUltragenyx Enters into Agreement to Sell Rare Pediatric Disease Priority Review Voucher for $210 Million

News

Largest filed tie

13F top-10 QoQ

−22.22%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

57 managers

Top fund weight

—

Mereo BioPharma (MREO) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 3 expiries · Oct 16 close

0.00OI · 3 expiries · Oct 16 closeP/C open interest · Nov 20 · first expiry after the report

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

20%Nov 2020d5,850+7%

3580%Jan 1576d0.0310,576+2%0.03

10%Feb 19111d0.001,708+8%0.00

ExpiryPutsCallsP/C

Nov 2020d20%5,850+7%0.00

Jan 1576d3580%10,576+2%0.03

Feb 19111d10%1,708+8%0.00

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

per later filingQ2 FY25

−2923.20%per later filingnet margin

Revenue$500,000—

Gross profit$368,00073.60%—

Operating income−$10M−2099.80%+6.28%

Pre-tax income−$15M−13.42%

Net income−$15M−2923.20%−13.42%

Cost of revenue$132,000—

Operating expenses$11M−2.99%

Tax$0—

Other expense−$4M−144.33%

Source: SEC filings · standardized · QE Jun 30 '25 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.72· ±6.1% vs ±3.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.1%5 of 10×1.72

CPIconsumer prices±4.2%4 of 11×1.18

FOMCrate decision±3.4%15 of 25×0.95

PPIproducer prices±3.3%7 of 11×0.93

PCEpersonal income & outlays±3.0%9 of 20×0.85

CPROFcorporate profits±1.7%7 of 12×0.49

GDPgross domestic product±1.7%10 of 20×0.49

Bar = avg |move| to ±7% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.01 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.01	—
Q1 FY26	—	-0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod