What move does the options market price into Prothena Corp Public's report?

Implied ±16.9%, either direction.

How often does Prothena Corp Public move more than the options market prices?

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

PRTANasdaqPharmaceutical Preparations

Prothena Corp Public Ltd Co (PRTA) earnings date, market-implied expected move, and options open interest by expiry

8.23

−0.06 · −0.69%

post 8.23 0.00%

After hours16:00 ETdelayed

Open8.35Volume462,460Mkt cap$425.6MEPS-0.82

Day8.16 – 8.4723%52-wk7.73 – 11.8012%

PRTA

Prothena Corp Public Ltd Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.9%implied · report alone

8Q avg ±2.2%·×7.63·rich

8.6012.10

straddle ±21.6%

spot 10.35exp Nov 20ATM strike 10ATM straddle 2.63IV 136%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+2.10%

vs ±12.2% implied · ×0.17

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

5dBMY · customerBristol Myers Squibb posts Q3 net earnings $2,162 million, diluted EPS $1.05, revenue $13,069 million

News

Largest filed tie

13F top-10 QoQ

+2.90%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

189 managers

Top fund weight

0.13%

PRTA weight · XBI

N-PORTJun 30 '26

3 funds

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

Prothena Corp Public (PRTA) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±19.6%
avg realized: ±2.2%

Nov 12 '24Nov 12 '24confirmed±15.9%▼−0.75%×0.05

Feb 20 '25Feb 20 '25confirmed±6.4%▲+2.03%×0.32

May 8 '25May 8 '25confirmed±12.8%▲+4.65%×0.36

Aug 4 '25Aug 4 '25confirmed±37.6%▲+1.30%×0.03

Q3 FY25Nov 6 '25confirmed±16.1%▲+4.76%×0.30

Feb 19 '26Feb 19 '26confirmed±46.6%▼−0.11%×0.00

Q1 FY26May 7 '26confirmed±9.2%▲+2.00%×0.22

Q2 FY26Aug 6 '26confirmed±12.2%▲+2.10%×0.17

quarterimplied−50%0+50%realized×

Q2 FY26±12.2%▲+2.10%×0.17

Q1 FY26±9.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.00OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

10%Nov 2017d1,183+1%

2,1740%Dec 1845d0.603,641+41%0.60

400%Jan 1573d0.021,719−1%0.02

350%Mar 19136d0.162130%0.16

ExpiryPutsCallsP/C

Nov 2017d10%1,183+1%0.00

Dec 1845d2,1740%3,641+41%0.60

Jan 1573d400%1,719−1%0.02

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

Positioning

Linked exposure

scenario · straddle±21.6%

Funds 3

XBI±0.0%

IWM±0.0%

UWM±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−1839.90%as filednet margin · revenue −98.02% QoQ · −77.15% YoY

Revenue$1M−98.02%

Gross profit$1M100.00%−98.02%

Operating income−$21M−2089.21%−170.25%

Pre-tax income−$19M−156.78%

Net income−$19M−1839.90%−156.79%

Cost of revenue$0—

Operating expenses$22M+5.05%

Tax$2,000+100.00%

Other income$3M−6.22%

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

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 ×1.23· ±3.5% vs ±2.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.5%10 of 24×1.23

GDPgross domestic product±2.7%6 of 19×0.95

PPIproducer prices±2.7%5 of 10×0.95

CPROFcorporate profits±2.5%4 of 12×0.89

PCEpersonal income & outlays±2.1%5 of 19×0.74

NFPjobs report±2.0%6 of 10×0.71

CPIconsumer prices±1.8%3 of 10×0.64

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.36	—
Q1 FY26	May 7 '26 · confirmed	0.60	—
Q3 FY25	Nov 6 '25 · confirmed	-0.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod