Palvella Therapeutics, Inc. · Brief

Next report

7 days

Nov 9 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±4.6%implied · report alone

139.46152.84

straddle ±9.4%

spot 146.15exp Nov 20ATM strike 145ATM straddle 16.15IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

7 reportsHistory

2 of 6≥ implied

avg implied: ±13.4%
avg realized: ±5.5%

Mar 31 '25±18.3%▼−0.39%×0.02

May 15 '25±18.9%▼−0.41%×0.02

Aug 14 '25±11.9%▲+3.27%×0.27

Nov 10 '25±10.7%▼−3.04%×0.28

Mar 31 '26±11.9%▲+12.64%×1.06

May 7 '26±8.6%▼−12.99%×1.51

Aug 4 '26—▲+7.96%—

quarterimplied−20%0+20%realized×

Aug '26—▲+7.96%—

May '26±8.6%▼−12.99%×1.51

Mar '26±11.9%▲+12.64%×1.06

Nov '25±10.7%▼−3.04%×0.28

Aug '25±11.9%▲+3.27%×0.27

May '25±18.9%▼−0.41%×0.02

Mar '25±18.3%▼−0.39%×0.02

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

Bull & bear

Nov 9 report · est.

Bull2 of 3

4tracked funds holding PVLAN-PORT · Aug 31 '26

197managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

8 of 25largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

0.58%of State Street SPDR S&P Biotech ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

PVLA report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 26impliedImplied move: ±10.7% into Nov 9 earnings (Oct 26 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.