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

Implied ±56.7%, either direction.

PEPGNasdaqPharmaceutical Preparations

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

2.32

−0.14 · −5.51%

post 2.29 −1.08%

After hours16:30 ETdelayed

Open2.46Volume1.8MMkt cap$169.7MEPS-1.02

Day2.24 – 2.4623%52-wk1.31 – 7.8015%

PEPG

PepGen Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±56.7%implied · straddle

1.043.76

spot 2.40exp Nov 20ATM strike 2ATM straddle 1.60IV 477%

Nov 5 close

Expected move

Inputs

Next report

Nov 11

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

+21.72%

vs ±60.7% implied · ×0.36

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+5.44%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

70 managers

Top fund weight

0.00%

PEPG weight · VTI

N-PORTJun 30 '26

1 fund

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

PepGen (PEPG) is expected to report on Nov 11 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±60.7%▲+21.72%×0.36

quarterimplied−65%0+65%realized×

Q2 FY26±60.7%▲+21.72%×0.36

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.03OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

276+17%Nov 2015d10,957+49%

0—Dec 1843d0.00450+11%0.00

110%Feb 19106d0.011,139+1%0.01

ExpiryPutsCallsP/C

Nov 2015d276+17%10,957+49%0.03

Dec 1843d0—450+11%0.00

Feb 19106d110%1,139+1%0.01

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

Positioning

Linked exposure

scenario · straddle±56.7%

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 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

GDP ×2.76· ±14.2% vs ±5.1% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±14.2%9 of 19×2.76

CPROFcorporate profits±13.3%5 of 12×2.59

PCEpersonal income & outlays±7.5%7 of 19×1.47

FOMCrate decision±6.8%9 of 24×1.32

NFPjobs report±4.5%5 of 10×0.87

PPIproducer prices±3.5%4 of 10×0.67

CPIconsumer prices±1.4%2 of 10×0.28

Bar = avg |move| to ±15% · tick = ±5.1% avg day · ×base = |move| ÷ ±5.1% · min 6 releases

Earnings history

EPS -0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.26	—
Q1 FY26	—	-0.26	—
Q3 FY25	—	-0.52	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod