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

Implied ±9.4%, either direction.

How often does Intellia Therapeutics move more than the options market prices?

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

NTLANasdaqIn Vitro & In Vivo Diagnostic Substances

Intellia Therapeutics, Inc. (NTLA) earnings date, market-implied expected move, and options open interest by expiry

12.37

+0.51 · +4.31%

Regular session14:14 ET

Open12.25Volume2.9MMkt cap$1.7BEPS-3.34

Day11.94 – 12.4192%52-wk7.95 – 18.4842%

NTLA

Intellia Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.4%implied · report alone

8Q avg ±8.0%·×1.17·rich

10.7512.97

straddle ±16.7%

spot 11.86exp Nov 20ATM strike 12ATM straddle 2.32IV 113%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+2.46%

vs ±12.8% implied · ×0.19

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

5dREGN · customerRegeneron reports Q3 net income $1,948.7 million, revenues $5,115.8 million
28dCRBU · supplierCaribou Biosciences to Evaluate Strategic Alternatives

News

Largest filed tie

13F top-10 QoQ

+23.01%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

332 managers

Top fund weight

1.92%

NTLA weight · ARKK

N-PORTJul 31 '26

5 funds

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

Intellia Therapeutics (NTLA) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±13.7%
avg realized: ±8.0%

Jan 10 '25Jan 10 '25confirmed±10.4%▼−15.14%×1.46

Feb 27 '25Feb 27 '25confirmed±16.1%▲+0.56%×0.03

May 8 '25May 8 '25confirmed±11.6%▲+13.58%×1.17

Aug 7 '25Aug 7 '25confirmed±14.0%▲+0.79%×0.06

Q3 FY25Nov 6 '25confirmed±18.9%▼−22.73%×1.20

Q1 FY26Feb 26 '26confirmed±18.7%▲+6.41%×0.34

May 11 '26May 11 '26confirmed±7.2%▲+2.34%×0.33

Q2 FY26Aug 6 '26confirmed±12.8%▲+2.46%×0.19

quarterimplied−25%0+25%realized×

Q2 FY26±12.8%▲+2.46%×0.19

May '26±7.2%▲+2.34%×0.33

Q1 FY26±18.7%▲+6.41%×0.34

Q3 FY25±18.9%▼−22.73%×1.20

Aug '25±14.0%▲+0.79%×0.06

May '25±11.6%▲+13.58%×1.17

2 older reports

Feb '25±16.1%▲+0.56%×0.03

Jan '25±10.4%▼−15.14%×1.46

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 27 close

0.63OI · 4 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

2,812+1%Nov 2016d4,432+1%

298+3%Dec 1844d1.11269+1%1.11

7,7380%Jan 1572d0.2728,7980%0.27

1,0460%Apr 16163d0.263,9880%0.26

ExpiryPutsCallsP/C

Nov 2016d2,812+1%4,432+1%0.63

Dec 1844d298+3%269+1%1.11

Jan 1572d7,7380%28,7980%0.27

Apr 16163d1,0460%3,9880%0.26

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

Positioning

Linked exposure

scenario · straddle±16.7%

Funds 4

ARKK±0.3%

XBI±0.2%

IWM±0.0%

UWM±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−1392.27%as filednet margin · revenue −49.10% QoQ · −46.23% YoY

Revenue$8M−49.10%

Gross profit$8M100.00%−49.10%

Operating income−$113M−1472.25%−12.16%

Pre-tax income−$107M−11.63%

Net income−$107M−1392.27%−10.81%

Cost of revenue$0—

Operating expenses$120M+4.19%

Other income$5M+24.06%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

CPROF ×1.30· ±4.7% vs ±3.6% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.7%7 of 12×1.30

GDPgross domestic product±4.5%12 of 19×1.23

PCEpersonal income & outlays±4.0%7 of 19×1.10

FOMCrate decision±2.9%13 of 24×0.80

PPIproducer prices±2.7%4 of 10×0.73

NFPjobs report±2.5%7 of 10×0.69

CPIconsumer prices±2.4%5 of 10×0.67

Bar = avg |move| to ±5% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.80 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.80	—
Q1 FY26	Feb 26 '26 · confirmed	-0.81	—
Q3 FY25	Nov 6 '25 · confirmed	-0.92	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod