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

Implied ±5.7%, either direction.

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

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

PCVXNasdaqBiological Products, (No Diagnostic Substances)

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

60.82

Closed16:00 ET

Open61.55Volume1.3MMkt cap$9.0BEPS-7.64

Day60.62 – 61.5522%52-wk39.87 – 90.7541%

PCVX

Vaxcyte, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.7%implied · report alone

57.3364.29

straddle ±9.9%

spot 60.81exp Nov 20ATM strike 60ATM straddle 7.08IV 68%

Nov 3 closereport share · term structure

Expected move

Inputs

News

Next report

Last report

+5.31%

vs ±8.6% implied · ×0.62

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

4dTMO · supplierThermo Fisher EVP Michael D. Shafer to retire effective December 31, 2026

News

Largest filed tie

13F top-10 QoQ

+10.46%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

330 managers

Top fund weight

1.19%

PCVX weight · XBI

N-PORTJun 30 '26

5 funds

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

Vaxcyte (PCVX) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±10.9%
avg realized: ±5.3%

Nov 5 '24Nov 5 '24confirmed±5.1%▼−3.24%×0.64

Feb 25 '25Feb 25 '25confirmed±16.1%▼−0.88%×0.05

May 7 '25May 7 '25confirmed±11.9%▲+8.45%×0.71

Aug 6 '25Aug 6 '25confirmed±10.9%▼−9.06%×0.83

Nov 4 '25Nov 4 '25confirmed±16.7%▼−2.49%×0.15

Q1 FY26Feb 24 '26confirmed±10.5%▲+2.75%×0.26

May 6 '26May 6 '26confirmed±7.2%▼−9.84%×1.36

Q2 FY26Aug 5 '26confirmed±8.6%▲+5.31%×0.62

quarterimplied−20%0+20%realized×

Q2 FY26±8.6%▲+5.31%×0.62

May '26±7.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.76OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

2,567+1%Nov 2016d3,381+1%

46,6530%Dec 1844d1.3634,2230%1.36

4,2800%Jan 1572d1.682,5520%1.68

1530%Apr 16163d0.344510%0.34

ExpiryPutsCallsP/C

Nov 2016d2,567+1%3,381+1%0.76

Dec 1844d46,6530%34,2230%1.36

Jan 1572d4,2800%2,5520%1.68

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

Positioning

Linked exposure

scenario · straddle±9.9%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

TMO±1.2%×0.12

Dashed = straddle · × = co-movement · max 499dMethod 1 more fund 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 ×1.00· ±2.4% vs ±2.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%8 of 24×1.00

GDPgross domestic product±2.3%11 of 19×0.96

PPIproducer prices±2.2%7 of 11×0.95

PCEpersonal income & outlays±2.1%9 of 19×0.90

CPROFcorporate profits±1.9%7 of 12×0.79

NFPjobs report±1.8%6 of 10×0.75

CPIconsumer prices±1.2%6 of 11×0.52

Bar = avg |move| to ±3% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -1.97 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-1.97	—
Q1 FY26	Feb 24 '26 · confirmed	-2.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod