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

Implied ±8.8%, either direction.

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

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

OMERNasdaqPharmaceutical Preparations

Omeros Corp (OMER) earnings date, market-implied expected move, and options open interest by expiry

18.25

pre 18.31 +0.22%

Pre-market06:36 ETdelayed

Open18.31Volume886,464Mkt cap$1.3BP/E9.54EPS1.92

Day18.31 – 18.3150%52-wk6.24 – 21.2480%

OMER

Omeros Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.8%implied · report alone

8Q avg ±13.5%·×0.65·cheap

16.6619.88

straddle ±13.7%

spot 18.27exp Nov 20ATM strike 18ATM straddle 2.95IV 94%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

+26.55%

vs ±12.3% implied · ×2.15

shaded = implied · ▲▼ = realized

Aug 12 '26 · confirmed

Implied vs realized

Linked news

14mNVO · customerStocks making the biggest moves premarket: Trump Media, Tesla, CoreWeave, Novo Nordisk and more

News

Largest filed tie

13F top-10 QoQ

+15.40%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

171 managers

Top fund weight

0.02%

OMER weight · IWM

N-PORTJun 30 '26

3 funds

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

Omeros (OMER) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±12.9%
avg realized: ±13.5%

Mar 31 '25Mar 31 '25confirmed±17.5%▼−3.77%×0.22

May 15 '25May 15 '25confirmed±7.8%▼−18.61%×2.38

Aug 14 '25Aug 14 '25confirmed±10.8%▲+7.04%×0.65

Q3 FY25Nov 13 '25confirmed±13.1%▲+25.32%×1.93

Jan 7 '26Jan 7 '26confirmed±15.0%▼−4.54%×0.30

Q1 FY26Mar 31 '26confirmed±15.9%▲+14.39%×0.91

May 13 '26May 13 '26confirmed±10.6%▼−7.65%×0.72

Q2 FY26Aug 12 '26confirmed±12.3%▲+26.55%×2.15

quarterimplied−30%0+30%realized×

Q2 FY26±12.3%▲+26.55%×2.15

May '26±10.6%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.29OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3,444−6%Nov 2016d11,775+15%

3,562+2%Dec 1844d0.576,298+1%0.57

1,874+6%Jan 1572d0.1512,221+1%0.15

1,4110%Feb 19107d0.582,428+12%0.58

ExpiryPutsCallsP/C

Nov 2016d3,444−6%11,775+15%0.29

Dec 1844d3,562+2%6,298+1%0.57

Jan 1572d1,874+6%12,221+1%0.15

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

Positioning

Linked exposure

scenario · straddle±13.7%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

46.38%as filednet margin · revenue +188.38% QoQ

Revenue

$29M+188.38% QoQ

Gross profit

$28M+197.99% QoQ

97.20% margin

Operating income

$74,000+100.42% QoQ

0.26% margin

Pre-tax income

$7M−87.01% QoQ

Net income

$13M−76.40% QoQ

46.38% margin

Cost of revenue

$798,000+35.95% QoQ

Operating expenses

$28M+3.48% QoQ

SG&A $14M

R&D $14M

Tax

$29,000−49.12% QoQ

Other income

$7M−90.41% QoQ

Revenue$29M+188.38%

Gross profit

$28M+197.99%

97.20% margin

Operating income

$74,000+100.42%

0.26% margin

Pre-tax income

$7M−87.01%

Net income

$13M−76.40%

46.38% margin

Cost of revenue

$798,000+35.95%

Operating expenses

$28M+3.48%

SG&A $14M

R&D $14M

Other income$7M−90.41%

Tax$29,000−49.12%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.19· ±5.2% vs ±4.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±5.2%4 of 10×1.19

CPROFcorporate profits±3.4%7 of 12×0.78

FOMCrate decision±3.0%11 of 24×0.69

GDPgross domestic product±2.7%11 of 19×0.63

CPIconsumer prices±2.5%7 of 10×0.58

NFPjobs report±2.5%4 of 10×0.56

PCEpersonal income & outlays±2.2%9 of 19×0.49

Bar = avg |move| to ±6% · tick = ±4.4% avg day · ×base = |move| ÷ ±4.4% · min 6 releases

Earnings history

EPS 0.15 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 12 '26 · confirmed	0.15	—
Q1 FY26	Mar 31 '26 · confirmed	0.62	—
Q3 FY25	Nov 13 '25 · confirmed	-0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod