OLMA
Olema Pharmaceuticals, Inc.11.75post−$0.01 (−0.09%)at close +$0.00 (+0.00%)
as of 21:47:19 UTCnext report Aug 10 · 5d
Earnings Room‹ back to OLMA
The report
fiscal Q2 2026 · from the company's noticeAug 10after close5days out
Expected movement
market-implied · at the Aug 4 close±10.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 17days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Aug 21 · first after the reportATM strike 12straddle 1.50ATM IV 73%× 0.85 straddle-to-rangespot 11.75
Blast radius
3 linked · N-PORT + EDGARIf OLMA moves ±10.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±5.9% realized vs ±26.8% priced
May 12 '26±32.7%→−6.0%×0.18
Mar 16 '26±31.6%→+12.8%×0.41
Jan 12 '26±6.4%→−3.1%×0.49
Nov 10 '25±12.1%→+4.2%×0.35
Aug 11 '25±13.6%→+16.2%×1.19
May 13 '25±78.5%→−3.9%×0.05
Mar 18 '25±13.0%→−0.7%×0.06
Nov 12 '24±26.2%→−0.5%×0.02
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.52 · rev $0
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.