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

Implied ±16.9%, either direction.

How often does Neurogene move more than the options market prices?

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

NGNENasdaqPharmaceutical Preparations

Neurogene Inc. (NGNE) earnings date, market-implied expected move, and options open interest by expiry

26.43

−0.24 · −0.90%

Regular session09:44 ET

Open26.50Volume186,624Mkt cap$601.5MEPS-5.03

Day26.50 – 26.5050%52-wk15.93 – 43.6638%

NGNE

Neurogene Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.9%implied · report alone

8Q avg ±6.2%·×2.72·rich

22.1731.17

straddle ±19.0%

spot 26.67exp Nov 20ATM strike 25ATM straddle 5.98IV 131%

Nov 3 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 12

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

−2.05%

vs ±13.1% implied · ×0.16

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.43%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

112 managers

Top fund weight

0.01%

NGNE weight · IWM

N-PORTJun 30 '26

3 funds

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

Neurogene (NGNE) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±19.4%
avg realized: ±6.2%

Nov 18 '24Nov 18 '24confirmed±18.6%▼−13.07%×0.70

Mar 24 '25Mar 24 '25confirmed±21.4%▲+1.72%×0.08

May 9 '25May 9 '25confirmed±24.9%▼−1.80%×0.07

Aug 11 '25Aug 11 '25confirmed±20.2%▼−5.55%×0.28

Q3 FY25Nov 13 '25confirmed±20.1%▼−14.04%×0.70

Q1 FY26Mar 24 '26confirmed±21.7%▲+7.95%×0.37

May 12 '26May 12 '26confirmed±15.1%▲+3.42%×0.23

Q2 FY26Aug 11 '26confirmed±13.1%▼−2.05%×0.16

quarterimplied−25%0+25%realized×

Q2 FY26±13.1%▼−2.05%×0.16

May '26±15.1%▲+3.42%×0.23

Q1 FY26±21.7%▲+7.95%×0.37

Q3 FY25±20.1%▼−14.04%×0.70

Aug '25±20.2%▼−5.55%×0.28

May '25±24.9%▼−1.80%×0.07

2 older reports

Mar '25±21.4%▲+1.72%×0.08

Nov '24±18.6%▼−13.07%×0.70

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

0.25OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

91+469%Nov 2016d366+216%

110%Dec 1844d0.44250%0.44

950%Jan 1572d0.382490%0.38

30%Mar 19135d0.388+14%0.38

ExpiryPutsCallsP/C

Nov 2016d91+469%366+216%0.25

Dec 1844d110%250%0.44

Jan 1572d950%2490%0.38

Mar 19135d30%8+14%0.38

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

Positioning

Linked exposure

scenario · straddle±19.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

Q2 FY24 · per later filing

−1999.14%Q2 FY24 · per later filingnet margin

Revenue$925,000—

Gross profit$925,000100.00%—

Operating income−$20M−2176.65%−7.22%

Pre-tax income−$19M−9.21%

Net income−$18M−1999.14%−9.28%

Cost of revenue$0—

Operating expenses$21M+12.14%

Other income$1M−12.65%

Source: SEC filings · standardized · QE Jun 30 '24 · bars = % of revenue

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.01· ±6.8% vs ±6.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±6.8%6 of 10×1.01

PCEpersonal income & outlays±3.8%7 of 19×0.56

FOMCrate decision±3.7%12 of 22×0.54

GDPgross domestic product±3.6%8 of 19×0.53

CPROFcorporate profits±3.2%5 of 12×0.47

NFPjobs report±2.4%4 of 10×0.36

CPIconsumer prices±2.2%5 of 10×0.32

Bar = avg |move| to ±7% · tick = ±6.7% avg day · ×base = |move| ÷ ±6.7% · min 6 releases

Earnings history

EPS -1.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-1.53	—
Q1 FY26	Mar 24 '26 · confirmed	-1.39	—
Q3 FY25	Nov 13 '25 · confirmed	-0.99	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod