What move does the options market price into Roivant Sciences's report?

Implied ±5.3%, either direction.

ROIVNasdaqPharmaceutical Preparations

Roivant Sciences Ltd. (ROIV) earnings date, market-implied expected move, and options open interest by expiry

36.16

+0.12 · +0.34%

Regular session11:00 ET

Open36.13Volume6.7MMkt cap$26.0BEPS-0.36

Day35.81 – 36.6741%52-wk19.32 – 42.5073%

ROIV

Roivant Sciences Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.3%implied · report alone

8Q avg ±6.6%·×0.80·cheap

34.1337.95

straddle ±8.7%

spot 36.04exp Nov 20ATM strike 36ATM straddle 3.70IV 60%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

before open · in 5 days

est.Q2 FY26

Calendar

Next report

Last report

+1.50%

vs ±8.4% implied · ×0.18

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+1.66%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

497 managers

Top fund weight

1.16%

ROIV weight · XBI

N-PORTJun 30 '26

5 funds

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

Roivant Sciences (ROIV) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Feb 10 '25Feb 10 '25confirmed—▼−0.92%—

May 29 '25May 29 '25confirmed—▲+6.40%—

Aug 11 '25Aug 11 '25confirmed—▼−2.79%—

Q2 FY25Nov 10 '25confirmed—▲+2.67%—

Q3 FY25Feb 6 '26confirmed—▲+22.14%—

Q4 FY25Apr 2 '26confirmed—▲+1.76%—

May 20 '26May 20 '26confirmed—▲+14.89%—

Q1 FY26Aug 6 '26confirmed±8.4%▲+1.50%×0.18

quarterimplied−25%0+25%realized×

Q1 FY26±8.4%▲+1.50%×0.18

May '26—▲+14.89%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.30OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2,421+116%Nov 2016d7,966+8%

13,3300%Dec 1844d0.6221,522+1%0.62

7,969+1%Jan 1572d2.842,8020%2.84

51+42%Feb 19107d0.019,5170%0.01

ExpiryPutsCallsP/C

Nov 2016d2,421+116%7,966+8%0.30

Dec 1844d13,3300%21,522+1%0.62

Jan 1572d7,969+1%2,8020%2.84

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

Positioning

Linked exposure

scenario · straddle±8.7%

Funds 4

XBI±0.1%

MDY±0.0%

REVS±0.0%

VTI±0.0%

Customers 1

IMVT±7.5%×0.86

Dashed = straddle · × = co-movement · max 500dMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ1 FY26

−20152.98%as filednet margin · revenue −42.78% QoQ · −33.55% YoY

Revenue$1M−42.78%

Gross profit$1M100.00%−46.07%

Operating income−$366M−25380.93%−188.14%

Pre-tax income−$295M−164.87%

Net income−$291M−20152.98%−181.69%

Cost of revenue$0+100.00%

Operating expenses$367M+189.06%

Tax−$4M−104.02%

Other income$71M+83.83%

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 · 11:00 ET

Intraday

Event sensitivity

FOMC ×1.28· ±2.2% vs ±1.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%14 of 24×1.28

NFPjobs report±2.1%7 of 10×1.24

CPIconsumer prices±2.0%4 of 10×1.19

GDPgross domestic product±1.7%12 of 19×1.03

PCEpersonal income & outlays±1.6%9 of 19×0.96

PPIproducer prices±1.5%5 of 10×0.89

CPROFcorporate profits±1.2%9 of 12×0.74

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS -0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY26	Aug 6 '26 · confirmed	-0.26	—
Q4 FY25	Apr 2 '26 · confirmed	0.34	—
Q3 FY25	Feb 6 '26 · confirmed	-0.38	—
Q2 FY25	Nov 10 '25 · confirmed	-0.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod