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

Implied ±74.2%, either direction · provisional.

PYXSNasdaqPharmaceutical Preparations

Pyxis Oncology, Inc. (PYXS) earnings date, market-implied expected move, and options open interest by expiry

1.65

+0.01 · +0.59%

Regular session16:00 ET

Open1.66Volume645,798Mkt cap$104.9MEPS-1.40

Day1.58 – 1.6684%52-wk1.03 – 5.5514%

PYXS

Pyxis Oncology, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±74.2%implied · straddle

0.432.89

spot 1.66exp Apr 16ATM strike 1.5ATM straddle 1.45IV 182%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Mar 22

before open · in 137 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

before open

confirmed

Implied vs realized

Linked news

17hMRK · supplierMerck posts nine-month net loss of $510 million; Q3 net income $5,065 million
1dPFE · supplierPfizer names Cecile Guegan CFO; $1,300,000 base, $1,300,000 target incentive
2dNVS · customerBioArctic collaborator Novartis terminates agreement

News

Largest filed tie

13F top-10 QoQ

+31.35%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

79 managers

Top fund weight

0.00%

PYXS weight · VTI

N-PORTJun 30 '26

1 fund

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

Pyxis Oncology (PYXS) is expected to report on Mar 22 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed±30.0%▼−5.35%×0.18

quarterimplied−30%0+30%realized×

Q2 FY26±30.0%▼−5.35%×0.18

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

0.58OI · 3 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

270+2%Nov 2015d0.57471+2%0.57

1720%Jan 1571d0.101,735−1%0.10

report · Mar 22 · before open · est.

1380%Apr 16162d2380%

ExpiryPutsCallsP/C

Nov 2015d270+2%471+2%0.57

Jan 1571d1720%1,735−1%0.10

report · Mar 22 · before open · est.

Apr 16162d1380%2380%0.58

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

Positioning

Linked exposure

scenario · straddle±74.2%

Funds 1

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−6515.68%as filednet margin · revenue −38.35% QoQ · −86.21% YoY

Revenue$389,000−38.35%

Gross profit$389,000100.00%−38.35%

Operating income−$26M−6681.23%−6.69%

Pre-tax income−$25M−8.91%

Net income−$25M−6515.68%−8.91%

Cost of revenue$0—

Operating expenses$26M+6.69%

Tax$0—

Other income$644,000−40.81%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×2.11· ±9.5% vs ±4.5% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±9.5%3 of 10×2.11

NFPjobs report±7.5%5 of 10×1.68

CPROFcorporate profits±6.5%7 of 12×1.46

GDPgross domestic product±4.9%11 of 19×1.09

PCEpersonal income & outlays±4.7%9 of 19×1.04

PPIproducer prices±3.8%3 of 10×0.84

FOMCrate decision±3.2%11 of 24×0.72

Bar = avg |move| to ±10% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.24	—
Q2 FY26	Aug 13 '26 · confirmed	-0.40	—
Q1 FY26	—	-0.37	—
Q3 FY25	—	-0.35	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod