How often does Myriad Genetics move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

MYGNNasdaqIn Vitro & In Vivo Diagnostic Substances

Myriad Genetics Inc (MYGN) earnings date, market-implied expected move, and options open interest by expiry

6.28

+0.26 · +4.24%

post 6.28 0.00%

Closed16:07 ET

Open6.48Volume3.6MMkt cap$601.6MEPS-1.20

Day6.07 – 6.7431%52-wk2.74 – 8.0966%

MYGN

Myriad Genetics Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 22

after close · in 109 days

est.Q4 FY26

Calendar

Next report

Last report

+4.49%

vs ±17.6% implied · ×0.25

shaded = implied · ▲▼ = realized

Nov 4 '26 · confirmed

Implied vs realized

Linked news

2dUNH · customerUnitedHealth Group Q3 net earnings $4,300 million, EPS $4.56; nine-month net $16,451 million

News

Largest filed tie

13F top-10 QoQ

+20.79%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

194 managers

Top fund weight

0.16%

MYGN weight · XBI

N-PORTJun 30 '26

4 funds

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

Myriad Genetics (MYGN) is expected to report on Feb 22 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±27.0%
avg realized: ±22.5%

May 6 '25May 6 '25confirmed±30.5%▼−41.27%×1.35

Aug 5 '25Aug 5 '25confirmed±30.6%▲+46.51%×1.52

Nov 3 '25Nov 3 '25confirmed±22.8%▼−21.03%×0.92

Jan 12 '26Jan 12 '26confirmed±12.9%▼−0.15%×0.01

Feb 23 '26Feb 23 '26confirmed±61.3%▲+1.14%×0.02

Q1 FY26May 5 '26confirmed±20.1%▼−18.29%×0.91

Q2 FY26Jul 30 '26confirmed±20.0%▼−46.74%×2.34

Nov 4 '26Nov 4 '26confirmed±17.6%▲+4.49%×0.25

quarterimplied−65%0+65%realized×

Nov '26±17.6%▲+4.49%×0.25

Q2 FY26±20.0%

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

0.33OI · 2 expiries · Nov 3 closeP/C open interest · Nov 20 · nearest expiry

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

800−1%Nov 2015d2,422−1%

1020%Feb 19106d0.052,151−23%0.05

ExpiryPutsCallsP/C

Nov 2015d800−1%2,422−1%0.33

Feb 19106d1020%2,151−23%0.05

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

as filedQ2 FY26

−22.65%as filednet margin · revenue −4.84% QoQ · −10.51% YoY

Revenue$191M−4.84%

Gross profit$127M66.60%−7.70%

Operating income−$39M−20.40%−26.71%

Pre-tax income−$43M−24.93%

Net income−$43M−22.65%−26.69%

Cost of revenue$64M+1.43%

Operating expenses$166M−1.43%

Tax$600,000—

Other expense−$4M−8.82%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

PPI ×1.52· ±4.2% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.2%5 of 10×1.52

FOMCrate decision±4.1%10 of 24×1.47

CPROFcorporate profits±3.6%8 of 12×1.27

GDPgross domestic product±3.2%12 of 19×1.15

PCEpersonal income & outlays±3.1%9 of 19×1.10

NFPjobs report±3.0%5 of 10×1.07

CPIconsumer prices±2.4%3 of 10×0.87

Bar = avg |move| to ±5% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.46 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	-0.46	—
Q1 FY26	May 5 '26 · confirmed	-0.36	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod