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

Implied ±19.1%, either direction · provisional.

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

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

RYTMNasdaqPharmaceutical Preparations

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

92.47

+6.03 · +6.97%

Regular session12:49 ET

Open85.70Volume7.1MMkt cap$6.0BEPS-2.90

Day85.70 – 93.4587%52-wk74.50 – 122.2038%

RYTM

Rhythm Pharmaceuticals, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±19.1%implied · straddle

69.95102.93

spot 86.44exp Mar 19ATM strike 85ATM straddle 19.40IV 47%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 25

before open · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

−7.49%

vs ±10.1% implied · ×0.74

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+6.51%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

305 managers

Top fund weight

1.20%

RYTM weight · XBI

N-PORTJun 30 '26

5 funds

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

Rhythm Pharmaceuticals (RYTM) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±9.6%
avg realized: ±4.5%

May 7 '25May 7 '25confirmed±7.3%▲+3.06%×0.42

Aug 5 '25Aug 5 '25confirmed±8.3%▼−1.85%×0.22

Nov 4 '25Nov 4 '25confirmed±9.9%▼−7.69%×0.77

Jan 9 '26Jan 9 '26confirmed±5.6%▲+3.65%×0.66

Q1 FY26Feb 26 '26confirmed±13.6%▼−1.09%×0.08

May 5 '26May 5 '26confirmed±10.7%▲+7.86%×0.73

Q2 FY26Aug 4 '26confirmed±11.3%▲+2.92%×0.26

Q3 FY26Nov 3 '26confirmed±10.1%▼−7.49%×0.74

quarterimplied−15%0+15%realized×

Q3 FY26±10.1%▼−7.49%×0.74

Q2 FY26±11.3%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 2 close

1.24OI · 5 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

750%Nov 2016d0.17439+442%0.17

2120%Dec 1844d0.484410%0.48

285−6%Jan 1572d0.191,4620%0.19

report · Feb 25 · before open · est.

720%Mar 19135d580%

130%Apr 16163d0.5026+4%0.50

ExpiryPutsCallsP/C

Nov 2016d750%439+442%0.17

Dec 1844d2120%4410%0.48

Jan 1572d285−6%1,4620%0.19

report · Feb 25 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±19.1%

Funds 4

XBI±0.2%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−44.90%as filednet margin · revenue +29.29% QoQ · +79.59% YoY

Revenue$92M+29.29%

Gross profit$80M86.79%+28.30%

Operating income−$39M−42.63%+19.12%

Pre-tax income−$41M+16.57%

Net income−$41M−44.90%+16.08%

Cost of revenue$12M+36.22%

Operating expenses$119M+7.54%

Tax$610,000+37.39%

Other expense−$1M−393.05%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:45 ET

Intraday

Event sensitivity

CPI ×1.10· ±2.6% vs ±2.4% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.6%6 of 10×1.10

FOMCrate decision±2.6%16 of 24×1.09

NFPjobs report±2.3%4 of 10×0.97

PPIproducer prices±2.2%5 of 10×0.92

GDPgross domestic product±1.7%7 of 19×0.71

CPROFcorporate profits±1.5%7 of 12×0.65

PCEpersonal income & outlays±1.5%9 of 19×0.61

Bar = avg |move| to ±3% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -0.61 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	-0.61	—
Q2 FY26	Aug 4 '26 · confirmed	-0.73	—
Q1 FY26	Feb 26 '26 · confirmed	-0.83	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod