What move does the options market price into Sana Biotechnology's report?

Implied ±14.9%, either direction.

How often does Sana Biotechnology move more than the options market prices?

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

SANANasdaqBiological Products, (No Diagnostic Substances)

Sana Biotechnology, Inc. (SANA) earnings date, market-implied expected move, and options open interest by expiry

2.56

−0.16 · −5.88%

post 2.56 0.00%

Closed19:17 ET

Open2.73Volume2.1MMkt cap$769.4MEPS-0.75

Day2.52 – 2.7321%52-wk2.22 – 5.4910%

SANA

Sana Biotechnology, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.9%implied · straddle

2.192.95

spot 2.57exp Nov 20ATM strike 2.5ATM straddle 0.45IV 92%

Oct 30 close

Expected move

Inputs

Next report

Nov 5

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+4.99%

vs ±28.3% implied · ×0.18

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Linked news

61dBEAM · supplierBeam Therapeutics to Participate in Upcoming September 2026 Investor Conferences

News

Largest filed tie

13F top-10 QoQ

+8.22%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

211 managers

Top fund weight

0.23%

SANA weight · XBI

N-PORTJun 30 '26

4 funds

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

Sana Biotechnology (SANA) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±22.8%
avg realized: ±9.0%

Mar 17 '25Mar 17 '25confirmed±8.9%▼−17.69%×1.99

May 8 '25May 8 '25confirmed±30.2%▲+0.55%×0.02

Aug 6 '25Aug 6 '25confirmed±20.0%▼−30.12%×1.51

Aug 11 '25Aug 11 '25confirmed±14.0%▲+6.51%×0.46

Q3 FY25Nov 6 '25confirmed±28.0%▲+0.99%×0.04

Q1 FY26Mar 3 '26confirmed±23.8%▼−2.80%×0.12

May 11 '26May 11 '26confirmed±29.1%▼−8.43%×0.29

Q2 FY26Aug 10 '26confirmed±28.3%▲+4.99%×0.18

quarterimplied−35%0+35%realized×

Q2 FY26±28.3%▲+4.99%×0.18

May '26±29.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.08OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

201−9%Nov 2019d2,6790%

3,3220%Jan 1575d0.2413,6860%0.24

88+33%Apr 16166d0.061,5000%0.06

ExpiryPutsCallsP/C

Nov 2019d201−9%2,6790%0.08

Jan 1575d3,3220%13,6860%0.24

Apr 16166d88+33%1,5000%0.06

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

Positioning

Linked exposure

scenario · straddle±14.9%

Funds 4

XBI±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

BEAM±2.3%×0.16

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

FOMC ×1.01· ±4.6% vs ±4.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.6%8 of 24×1.01

NFPjobs report±3.8%5 of 10×0.84

PCEpersonal income & outlays±3.7%10 of 19×0.81

GDPgross domestic product±3.3%11 of 19×0.72

CPIconsumer prices±2.7%3 of 10×0.61

PPIproducer prices±2.7%2 of 10×0.59

CPROFcorporate profits±2.4%6 of 12×0.52

Bar = avg |move| to ±5% · tick = ±4.5% avg day · ×base = |move| ÷ ±4.5% · min 6 releases

Earnings history

EPS -0.22 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.22	—
Q1 FY26	Mar 3 '26 · confirmed	-0.17	—
Q3 FY25	Nov 6 '25 · confirmed	-0.16	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod