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

2 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

11.08

−1.23 · −9.99%

post 11.15 +0.63%

Closed19:42 ET

Open12.18Volume3.2MMkt cap$1.7BEPS-3.34

Day10.89 – 12.4916%52-wk7.95 – 18.4830%

NTLA

Intellia Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 25

before open · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

−9.83%

vs ±14.2% implied · ×0.69

shaded = implied · ▲▼ = realized

Nov 5 '26 · confirmed

Implied vs realized

Linked news

6hCRBU · supplierCaribou Biosciences net loss $26,612 thousand for Q3; $75,979 thousand for nine months
6dREGN · customerRegeneron reports Q3 net income $1,948.7 million, revenues $5,115.8 million

News

Largest filed tie

13F top-10 QoQ

+23.01%

shares held · 10 largest managers

13F · Jun 30 '26129d 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 Feb 25 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±14.2%
avg realized: ±7.3%

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

Nov 5 '26Nov 5 '26confirmed±14.2%▼−9.83%×0.69

quarterimplied−25%0+25%realized×

Nov '26±14.2%▼−9.83%×0.69

Q2 FY26±12.8%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.30OI · 4 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

3,540+1%Nov 2015d0.705,039−1%0.70

3310%Dec 1843d0.40837+41%0.40

7,926−1%Jan 1571d0.2927,041−6%0.29

report · Feb 25 · before open · est.

1,396+28%Apr 16162d4,724+7%

ExpiryPutsCallsP/C

Nov 2015d3,540+1%5,039−1%0.70

Dec 1843d3310%837+41%0.40

Jan 1571d7,926−1%27,041−6%0.29

report · Feb 25 · before open · est.

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 filedQ3 FY26

−1779.77%as filednet margin · revenue −6.48% QoQ · −48.03% YoY

Revenue$7M−6.48%

Gross profit$7M100.00%−6.48%

Operating income−$122M−1707.73%−8.48%

Pre-tax income−$127M−18.67%

Net income−$127M−1779.77%−19.55%

Cost of revenue$0—

Operating expenses$129M+7.53%

Other expense−$5M−196.70%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 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 -0.91 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.91	—
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