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

Implied ±36.2%, either direction.

PDSBNasdaqPharmaceutical Preparations

PDS Biotechnology Corp (PDSB) earnings date, market-implied expected move, and options open interest by expiry

1.40

pre 1.48 +4.96%

Pre-market07:12 ETdelayed

Open1.42Volume5.2MMkt cap$78.9MEPS-0.63

Day1.42 – 1.48100%52-wk0.20 – 1.7981%

PDSB

PDS Biotechnology Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±36.2%implied · straddle

0.901.92

spot 1.41exp Nov 13ATM strike 1.5ATM straddle 0.60IV 314%

Nov 3 close

Expected move

Inputs

Next report

Nov 12

before open · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

−3.64%

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1dMRK · customerMerck Initiates Phase 3 Study Evaluating Ohtuvayre® (ensifentrine) for the Prevention of COPD Exacerbations in Adult Patients Receiving Standard of Care With a History of Exacerbations

News

Largest filed tie

13F top-10 QoQ

+18.71%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

50 managers

Top fund weight

0.00%

PDSB weight · VTI

N-PORTJun 30 '26

1 fund

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

PDS Biotechnology (PDSB) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed—▼−3.64%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−3.64%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 23 close

0.35OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

1,280+1%Nov 62d0.941,359+2%0.94

report · Nov 12 · before open · est.

3,989+1%Nov 2016d11,481+1%

108+19%Nov 2723d0.51213+84%0.51

1,0350%Feb 19107d0.195,570+1%0.19

ExpiryPutsCallsP/C

Nov 62d1,280+1%1,359+2%0.94

report · Nov 12 · before open · est.

Nov 2016d3,989+1%11,481+1%0.35

Nov 2723d108+19%

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

Positioning

Linked exposure

scenario · straddle±36.2%

Funds 1

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 · 07:00 ET

Intraday

Event sensitivity

FOMC ×1.49· ±6.7% vs ±4.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±6.7%11 of 24×1.49

PPIproducer prices±5.8%4 of 10×1.29

NFPjobs report±5.0%5 of 10×1.12

GDPgross domestic product±3.9%10 of 19×0.87

CPIconsumer prices±3.9%5 of 10×0.87

CPROFcorporate profits±3.0%7 of 12×0.67

PCEpersonal income & outlays±2.5%8 of 19×0.57

Bar = avg |move| to ±7% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	-0.18	—
Q1 FY26	—	-0.13	—
Q3 FY25	—	-0.19	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod