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

Implied ±20.5%, either direction.

How often does Olema Pharmaceuticals move more than the options market prices?

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

OLMANasdaqPharmaceutical Preparations

Olema Pharmaceuticals, Inc. (OLMA) earnings date, market-implied expected move, and options open interest by expiry

7.36

+0.29 · +4.03%

post 7.36 0.00%

After hours16:00 ETdelayed

Open6.89Volume1.1MMkt cap$618.6MEPS-2.13

Day6.89 – 7.3994%52-wk6.24 – 36.264%

OLMA

Olema Pharmaceuticals, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±20.5%implied · straddle

5.848.86

spot 7.35exp Nov 20ATM strike 7ATM straddle 1.78IV 142%

Nov 3 close

Expected move

Inputs

Next report

Nov 9

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−12.65%

vs ±30.4% implied · ×0.42

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Linked news

2hPFE · supplierPfizer names Cecile Guegan CFO; $1,300,000 base, $1,300,000 target incentive
1dNVS · supplierBioArctic collaborator Novartis terminates agreement

News

Largest filed tie

13F top-10 QoQ

+9.33%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

184 managers

Top fund weight

0.32%

OLMA weight · XBI

N-PORTJun 30 '26

4 funds

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

Olema Pharmaceuticals (OLMA) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±27.3%
avg realized: ±7.4%

Mar 18 '25Mar 18 '25confirmed±13.0%▼−0.72%×0.06

May 13 '25May 13 '25confirmed±78.5%▼−3.85%×0.05

Aug 11 '25Aug 11 '25confirmed±13.6%▲+16.19%×1.19

Q3 FY25Nov 10 '25confirmed±12.1%▲+4.19%×0.35

Jan 12 '26Jan 12 '26confirmed±6.4%▼−3.13%×0.49

Q1 FY26Mar 16 '26confirmed±31.6%▲+12.85%×0.41

May 12 '26May 12 '26confirmed±32.7%▼−5.99%×0.18

Q2 FY26Aug 10 '26confirmed±30.4%▼−12.65%×0.42

quarterimplied−80%0+80%realized×

Q2 FY26±30.4%▼−12.65%×0.42

May '26±32.7%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 26 close

0.51OI · 5 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

396+38%Nov 2017d770+4%

1,7750%Dec 1845d0.315,721+2%0.31

7,139+1%Jan 1573d3.631,969+10%3.63

201+12%Mar 19136d0.36566+5%0.36

6,1390%Apr 16164d10.87565+40%10.87

ExpiryPutsCallsP/C

Nov 2017d396+38%770+4%0.51

Dec 1845d1,7750%5,721+2%0.31

Jan 1573d7,139+1%1,969+10%3.63

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

Positioning

Linked exposure

scenario · straddle±20.5%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.03· ±3.8% vs ±3.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.8%13 of 24×1.03

CPIconsumer prices±3.4%1 of 10×0.93

NFPjobs report±3.2%5 of 10×0.88

CPROFcorporate profits±2.7%6 of 12×0.72

PCEpersonal income & outlays±2.4%10 of 19×0.66

GDPgross domestic product±2.4%11 of 19×0.66

PPIproducer prices±1.8%4 of 10×0.50

Bar = avg |move| to ±4% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.61 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.61	—
Q1 FY26	Mar 16 '26 · confirmed	-0.52	—
Q3 FY25	Nov 10 '25 · confirmed	-0.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod