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

Implied ±12.4%, either direction.

How often does Prime Medicine move more than the options market prices?

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

PRMENasdaqBiological Products, (No Diagnostic Substances)

Prime Medicine, Inc. (PRME) earnings date, market-implied expected move, and options open interest by expiry

4.71

Closed17:34 ET

Open5.05Volume6.6MEPS-1.06

Day4.70 – 5.104%52-wk2.67 – 5.9163%

PRME

Prime Medicine, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.4%implied · report alone

8Q avg ±7.5%·×1.65·rich

4.135.31

straddle ±20.7%

spot 4.72exp Nov 20ATM strike 4.5ATM straddle 1.15IV 129%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

−4.22%

vs ±14.2% implied · ×0.30

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2dBMY · customerBristol Myers Squibb posts Q3 net earnings $2,162 million, diluted EPS $1.05, revenue $13,069 million
61dBEAM · supplierBeam Therapeutics to Participate in Upcoming September 2026 Investor Conferences

News

Largest filed tie

13F top-10 QoQ

+11.11%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

186 managers

Top fund weight

0.18%

PRME weight · XBI

N-PORTJun 30 '26

4 funds

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

Prime Medicine (PRME) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±18.1%
avg realized: ±7.5%

Nov 12 '24Nov 12 '24confirmed±13.5%▼−8.33%×0.62

Feb 28 '25Feb 28 '25confirmed±19.6%▲+4.13%×0.21

May 8 '25May 8 '25confirmed±32.5%▼−7.04%×0.22

Aug 7 '25Aug 7 '25confirmed±13.6%▼−9.58%×0.71

Q3 FY25Nov 7 '25confirmed±17.6%▼−8.85%×0.50

Q1 FY26Mar 3 '26confirmed±18.4%▼−9.23%×0.50

May 7 '26May 7 '26confirmed±15.5%▼−8.65%×0.56

Q2 FY26Aug 6 '26confirmed±14.2%▼−4.22%×0.30

quarterimplied−35%0+35%realized×

Q2 FY26±14.2%▼−4.22%×0.30

May '26±15.5%

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

0.17OI · 4 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

1,054+6%Nov 2020d6,162+20%

0—Dec 1848d0.00226—0.00

3,493−13%Jan 1576d0.2911,937−2%0.29

541+7%Apr 16167d0.74736+11%0.74

ExpiryPutsCallsP/C

Nov 2020d1,054+6%6,162+20%0.17

Dec 1848d0—226—0.00

Jan 1576d3,493−13%11,937−2%0.29

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

Positioning

Linked exposure

scenario · straddle±20.7%

Funds 4

XBI±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

BEAM±9.2%×0.44

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−3648.96%as filednet margin · revenue +34.81% QoQ · +3.50% YoY

Revenue$1M+34.81%

Gross profit$1M100.00%+34.81%

Operating income−$43M−3750.87%+14.55%

Pre-tax income−$42M+14.28%

Net income−$42M−3648.96%+14.28%

Cost of revenue$0—

Operating expenses$44M−13.73%

Other income$1M−23.24%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

FOMC ×1.17· ±5.4% vs ±4.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±5.4%11 of 24×1.17

PCEpersonal income & outlays±3.9%6 of 19×0.86

CPROFcorporate profits±3.9%6 of 12×0.84

GDPgross domestic product±3.6%10 of 19×0.78

PPIproducer prices±3.3%5 of 10×0.72

CPIconsumer prices±3.2%1 of 10×0.70

NFPjobs report±2.8%5 of 10×0.60

Bar = avg |move| to ±6% · tick = ±4.6% avg day · ×base = |move| ÷ ±4.6% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.24	—
Q1 FY26	Mar 3 '26 · confirmed	-0.28	—
Q3 FY25	Nov 7 '25 · confirmed	-0.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod