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

1 of the last 7 reports moved at least as far as the implied move.

NUVLNasdaqPharmaceutical Preparations

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

123.96

Pre-market16:19 ETdelayed

Open123.98Volume3.1MMkt cap$9.8BEPS-6.06

Day123.96 – 124.0014%52-wk71.13 – 123.99100%

NUVL

Nuvalent, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−1.78%

vs ±5.1% implied · ×0.35

shaded = implied · ▲▼ = realized

May 7 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+15.83%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

289 managers

Top fund weight

0.93%

NUVL weight · XBI

N-PORTJun 30 '26

3 funds

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

Nuvalent (NUVL) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±7.5%
avg realized: ±3.9%

Aug 8 '24Aug 8 '24confirmed—▲+4.15%—

Nov 12 '24Nov 12 '24confirmed±4.4%▼−3.60%×0.82

Feb 27 '25Feb 27 '25confirmed±7.6%▼−2.76%×0.36

May 8 '25May 8 '25confirmed±7.6%▲+7.31%×0.97

Aug 7 '25Aug 7 '25confirmed±6.4%▼−6.56%×1.03

Q3 FY25Oct 30 '25confirmed±13.6%▼−4.66%×0.34

Q1 FY26Feb 26 '26confirmed±8.0%▼−0.57%×0.07

May 7 '26May 7 '26confirmed±5.1%▼−1.78%×0.35

quarterimplied−15%0+15%realized×

May '26±5.1%▼−1.78%×0.35

Q1 FY26±8.0%

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

Implied vs realized

Positioning

OI · 1 expiry · Jul 21 close

0.10OI · 1 expiry · Jul 21 closeP/C open interest · Jan 15 · first expiry after the report

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

886—Jan 1572d8,451—

ExpiryPutsCallsP/C

Jan 1572d886—8,451—0.10

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

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

PPI ×0.98· ±2.1% vs ±2.1% · 7 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.1%5 of 7×0.98

FOMCrate decision±1.8%12 of 22×0.86

NFPjobs report±1.8%4 of 7×0.85

GDPgross domestic product±1.5%8 of 16×0.74

PCEpersonal income & outlays±1.5%9 of 16×0.72

CPROFcorporate profits±1.4%4 of 10×0.65

CPIconsumer prices±1.1%4 of 8×0.51

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS -1.39 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY26	Feb 26 '26 · confirmed	-1.39	—
Q4 FY25	—	-1.58	—
Q3 FY25	Oct 30 '25 · confirmed	-1.70	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod