Nautilus Biotechnology, Inc. · Brief

Next report

115 days

Feb 25 · after closeest.Q4 FY26

Expected move

±52.2%implied · straddle

1.314.15

spot 2.73exp Mar 19ATM strike 2.5ATM straddle 1.67IV 133%

Oct 30 closeprovisional

Expected move

2 reportsHistory

—≥ implied

Q2 FY26—▼−27.71%—

Q3 FY26±25.3%▲+18.44%×0.73

quarterimplied−30%0+30%realized×

Q3 FY26±25.3%▲+18.44%×0.73

Q2 FY26—▼−27.71%—

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

Feb 25 report · est.

—

NAUT report session

No linked exposure.

Oct 13impliedImplied move: ±29.0% into Oct 27 earnings (Oct 13 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.