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

Implied ±34.6%, either direction · provisional.

How often does Schrodinger move more than the options market prices?

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

SDGRNasdaqPharmaceutical Preparations

Schrodinger, Inc. (SDGR) earnings date, market-implied expected move, and options open interest by expiry

29.21

+0.69 · +2.42%

Regular session10:30 ET

Open29.22Volume1.2MMkt cap$2.0BEPS-0.73

Day28.50 – 29.9948%52-wk10.95 – 33.7880%

SDGR

Schrodinger, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±34.6%implied · straddle

18.6638.38

spot 28.52exp Mar 19ATM strike 27.5ATM straddle 11.60IV 78%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmedNov 4 close

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

+0.10%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

232 managers

Top fund weight

0.03%

SDGR weight · IWM

N-PORTJun 30 '26

3 funds

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

Schrodinger (SDGR) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±14.4%
avg realized: ±5.1%

Nov 12 '24Nov 12 '24confirmed±13.2%▲+13.87%×1.05

Feb 26 '25Feb 26 '25confirmed±15.7%▲+2.53%×0.16

May 7 '25May 7 '25confirmed±13.4%▲+0.67%×0.05

Aug 6 '25Aug 6 '25confirmed±10.8%▲+0.10%×0.01

Q3 FY25Nov 5 '25confirmed±16.8%▼−5.67%×0.34

Q1 FY26Feb 25 '26confirmed±20.5%▲+8.14%×0.40

May 5 '26May 5 '26confirmed±12.7%▲+0.85%×0.07

Q2 FY26Aug 5 '26confirmed±12.1%▲+8.60%×0.71

quarterimplied−25%0+25%realized×

Q2 FY26±12.1%▲+8.60%×0.71

May '26±12.7%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.07OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

5,491+1%Nov 2015d0.2720,357−1%0.27

7,181+1%Dec 1843d0.937,761+1%0.93

report · Feb 24 · after close · est.

4000%Mar 19134d5,873+1%

ExpiryPutsCallsP/C

Nov 2015d5,491+1%20,357−1%0.27

Dec 1843d7,181+1%7,761+1%0.93

report · Feb 24 · after close · est.

Mar 19134d4000%

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

Positioning

Linked exposure

scenario · straddle±34.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

−58.47%as filednet margin · revenue +9.51% QoQ · +18.72% YoY

Revenue$64M+9.51%

Gross profit$38M59.32%+17.95%

Operating income−$26M−40.52%+37.11%

Pre-tax income−$38M−611.16%

Net income−$38M−58.47%−731.15%

Cost of revenue$26M−0.83%

Operating expenses$64M−12.97%

Tax$156,000−88.63%

Other expense−$11M−123.37%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:15 ET

Intraday

Event sensitivity

NFP ×1.27· ±3.6% vs ±2.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.6%2 of 10×1.27

FOMCrate decision±2.8%10 of 24×0.98

PCEpersonal income & outlays±2.4%11 of 20×0.86

CPROFcorporate profits±2.4%4 of 12×0.84

GDPgross domestic product±2.4%9 of 20×0.84

PPIproducer prices±2.2%6 of 11×0.76

CPIconsumer prices±1.3%3 of 11×0.46

Bar = avg |move| to ±4% · tick = ±2.8% avg day · ×base = |move| ÷ ±2.8% · min 6 releases

Earnings history

EPS -0.50 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.50	—
Q2 FY26	Aug 5 '26 · confirmed	0.08	—
Q1 FY26	Feb 25 '26 · confirmed	-0.81	—
Q3 FY25	Nov 5 '25 · confirmed	-0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod