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

Implied ±55.7%, either direction · provisional.

NAUTNasdaqLaboratory Analytical Instruments

Nautilus Biotechnology, Inc. (NAUT) earnings date, market-implied expected move, and options open interest by expiry

2.07

−0.22 · −9.61%

Regular session13:39 ET

Open2.31Volume6.5MMkt cap$291.7MEPS-0.46

Day2.04 – 2.3310%52-wk0.84 – 4.3135%

NAUT

Nautilus Biotechnology, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±55.7%implied · straddle

1.013.57

spot 2.29exp Mar 19ATM strike 2.5ATM straddle 1.50IV 133%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 25

after close · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

+18.44%

vs ±25.3% implied · ×0.73

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−14.46%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

92 managers

Top fund weight

0.00%

NAUT weight · IWM

N-PORTJun 30 '26

3 funds

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

Nautilus Biotechnology (NAUT) is expected to report on Feb 25 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 28 '26confirmed—▼−27.71%—

Q3 FY26Oct 27 '26confirmed±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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.03OI · 3 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

3,2550%Nov 2015d0.595,497+1%0.59

1,182+1%Dec 1843d0.205,8660%0.20

report · Feb 25 · after close · est.

3250%Mar 19134d12,883+1%

ExpiryPutsCallsP/C

Nov 2015d3,2550%5,497+1%0.59

Dec 1843d1,182+1%5,8660%0.20

report · Feb 25 · after close · est.

Mar 19134d3250%

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

Positioning

Linked exposure

scenario · straddle±55.7%

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 filedQ3 FY26

−6682.05%as filednet margin · revenue +23.16% QoQ

Revenue$234,000+23.16%

Gross profit$210,00089.74%+20.00%

Operating income−$17M−7152.56%−6.18%

Pre-tax income−$16M−8.07%

Net income−$16M−6682.05%−8.07%

Cost of revenue$24,000+60.00%

Operating expenses$17M+6.33%

Other income$1M−14.91%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

NFP ×1.66· ±6.7% vs ±4.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.7%4 of 10×1.66

Nautilus Biotechnology, Inc. (NAUT) earnings date, market-implied expected move, and options open interest by expiry

Implied vs realized

Implied vs realized

Positioning

Positioning

Linked exposure

Linked exposure

Revenue flow

Revenue flow

Intraday

Intraday

Event sensitivity

Implied vs realized

Linked exposure

Intraday

Nautilus Biotechnology, Inc. (NAUT) earnings date, market-implied expected move, and options open interest by expiry

Positioning

Event sensitivity

Earnings history

Methodology

Revenue flow

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	-0.12	—
Q2 FY26	Jul 28 '26 · confirmed	-0.11	—
Q1 FY26	—	-0.12	—