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

Implied ±23.7%, either direction.

How often does Rocket Pharmaceuticals move more than the options market prices?

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

RCKTNasdaqPharmaceutical Preparations

Rocket Pharmaceuticals, Inc. (RCKT) earnings date, market-implied expected move, and options open interest by expiry

2.52

+0.05 · +2.02%

post 2.52 0.00%

After hours16:00 ETdelayed

Open2.47Volume1.3MMkt cap$275.5MEPS-0.16

Day2.44 – 2.6246%52-wk2.17 – 5.4511%

RCKT

Rocket Pharmaceuticals, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.7%implied · straddle

1.913.11

spot 2.51exp Nov 20ATM strike 2.5ATM straddle 0.70IV 163%

Nov 3 close

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−3.85%

vs ±29.1% implied · ×0.13

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+11.54%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

179 managers

Top fund weight

0.01%

RCKT weight · IWM

N-PORTJun 30 '26

3 funds

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

Rocket Pharmaceuticals (RCKT) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±22.4%
avg realized: ±3.4%

Nov 7 '24Nov 7 '24confirmed±26.3%▲+1.16%×0.04

Feb 27 '25Feb 27 '25confirmed±22.3%▲+0.53%×0.02

May 8 '25May 8 '25confirmed±16.5%▼−0.71%×0.04

Aug 7 '25Aug 7 '25confirmed±16.7%▼−7.44%×0.45

Q3 FY25Nov 6 '25confirmed±24.5%▼−1.86%×0.08

Q1 FY26Feb 26 '26confirmed±17.9%▲+10.60%×0.59

May 7 '26May 7 '26confirmed±25.4%▼−1.09%×0.04

Q2 FY26Aug 10 '26confirmed±29.1%▼−3.85%×0.13

quarterimplied−30%0+30%realized×

Q2 FY26±29.1%▼−3.85%×0.13

May '26±25.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 23 close

0.11OI · 3 expiries · Oct 23 closeP/C open interest · Nov 20 · first expiry after the report

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

54+671%Nov 2017d488+168%

31−22%Jan 1573d0.012,570+9%0.01

2020%Apr 16164d0.21979+10%0.21

ExpiryPutsCallsP/C

Nov 2017d54+671%488+168%0.11

Jan 1573d31−22%2,570+9%0.01

Apr 16164d2020%979+10%0.21

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

Positioning

Linked exposure

scenario · straddle±23.7%

Funds 3

IWM±0.0%

UWM±0.0%

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 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.14· ±3.7% vs ±3.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.7%12 of 24×1.14

NFPjobs report±3.0%4 of 10×0.94

PPIproducer prices±3.0%4 of 10×0.93

CPIconsumer prices±2.9%3 of 10×0.88

GDPgross domestic product±2.5%11 of 19×0.77

CPROFcorporate profits±2.3%6 of 12×0.70

PCEpersonal income & outlays±2.3%9 of 19×0.70

Bar = avg |move| to ±4% · tick = ±3.3% avg day · ×base = |move| ÷ ±3.3% · min 6 releases

Earnings history

EPS 1.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	1.08	—
Q1 FY26	Feb 26 '26 · confirmed	-0.42	—
Q3 FY25	Nov 6 '25 · confirmed	-0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod