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

Implied ±42.1%, either direction · provisional.

OABINasdaqServices-Commercial Physical & Biological Research

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

5.12

+0.03 · +0.68%

post 5.21 +1.66%

After hours17:31 ETdelayed

Open5.25Volume2.1MMkt cap$742.4MEPS-0.34

Day5.05 – 5.2773%52-wk1.30 – 5.4395%

OABI

OmniAb, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±42.1%implied · straddle

3.157.74

spot 5.45exp Apr 16ATM strike 5ATM straddle 2.70IV 102%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Next report

Mar 16

after close · in 133 days

est.Q4 FY26

Calendar

Next report

Last report

−2.29%

vs ±13.4% implied · ×0.17

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+1.33%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

131 managers

Top fund weight

0.01%

OABI weight · IWM

N-PORTJun 30 '26

4 funds

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

OmniAb (OABI) is expected to report on Mar 16 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 6 '26confirmed±21.3%▲+37.50%×1.76

Q3 FY26Oct 30 '26confirmed±13.4%▼−2.29%×0.17

quarterimplied−40%0+40%realized×

Q3 FY26±13.4%▼−2.29%×0.17

Q2 FY26±21.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 19 close

0.11OI · 3 expiries · Oct 19 closeP/C open interest · Apr 16 · first expiry after the report

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

930%Nov 2017d0.79118+11%0.79

360%Jan 1573d0.013,3690%0.01

report · Mar 16 · after close · est.

200%Apr 16164d188+3%

ExpiryPutsCallsP/C

Nov 2017d930%118+11%0.79

Jan 1573d360%3,3690%0.01

report · Mar 16 · after close · est.

Apr 16164d200%

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

Positioning

Linked exposure

scenario · straddle±42.1%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−393.89%as filednet margin · revenue −70.23% QoQ · +78.34% YoY

Revenue$4M−70.23%

Gross profit$4M92.26%−71.23%

Operating income−$16M−409.92%−146.62%

Pre-tax income−$16M−155.23%

Net income−$16M−393.89%−168.44%

Cost of revenue$309,000−49.34%

Operating expenses$20M+3.14%

Tax−$127,000+64.02%

Other income$513,000+20.71%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

NFP ×2.89· ±7.9% vs ±2.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±7.9%5 of 10×2.89

CPROFcorporate profits±3.5%8 of 12×1.29

GDPgross domestic product±3.1%11 of 19×1.15

FOMCrate decision±3.0%8 of 24×1.09

PCEpersonal income & outlays±2.9%11 of 19×1.08

CPIconsumer prices±2.5%5 of 10×0.90

PPIproducer prices±2.3%3 of 10×0.83

Bar = avg |move| to ±8% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	-0.12	—
Q2 FY26	Aug 6 '26 · confirmed	-0.05	—
Q1 FY26	—	-0.06	—
Q3 FY25	—	-0.14	—

Methodology

ties · implied moves · holdersMethod