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

Implied ±11.6%, either direction.

SGMTNasdaqPharmaceutical Preparations

Sagimet Biosciences Inc. (SGMT) earnings date, market-implied expected move, and options open interest by expiry

9.89

−0.06 · −0.64%

Regular session12:46 ET

Open10.10Volume636,838Mkt cap$618.5MEPS-1.29

Day9.71 – 10.2532%52-wk4.50 – 11.4577%

SGMT

Sagimet Biosciences Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.6%implied · report alone

8.8011.10

straddle ±15.6%

spot 9.95exp Nov 20ATM strike 10ATM straddle 1.82IV 105%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 12

before open · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

−0.52%

vs ±12.4% implied · ×0.04

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+266.84%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

123 managers

Top fund weight

0.07%

SGMT weight · XBI

N-PORTJun 30 '26

4 funds

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

Sagimet Biosciences (SGMT) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 11 '26confirmed±12.4%▼−0.52%×0.04

quarterimplied−15%0+15%realized×

Q2 FY26±12.4%▼−0.52%×0.04

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 19 close

16.36OI · 4 expiries · Oct 19 closeP/C open interest · Nov 20 · first expiry after the report

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

5,743+5%Nov 2016d351+19%

241+28%Dec 1844d5.6043+126%5.60

977+7%Jan 1572d0.412,376+3%0.41

332—Apr 16163d0.291,136—0.29

ExpiryPutsCallsP/C

Nov 2016d5,743+5%351+19%16.36

Dec 1844d241+28%43+126%5.60

Jan 1572d977+7%2,376+3%0.41

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

Positioning

Linked exposure

scenario · straddle±15.6%

Funds 4

XBI±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

Q3 FY23 · per later filing

−317.65%Q3 FY23 · per later filingnet margin

Revenue$2M—

Gross profit$2M100.00%—

Operating income−$7M−372.60%—

Pre-tax income−$6M—

Net income−$6M−317.65%—

Cost of revenue$0—

Operating expenses$9M—

Other income$1M—

Source: SEC filings · standardized · QE Sep 30 '23 · 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

FOMC ×0.81· ±4.1% vs ±5.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±4.1%10 of 24×0.81

NFPjobs report±3.3%6 of 10×0.66

GDPgross domestic product±3.1%7 of 19×0.61

PCEpersonal income & outlays±3.0%10 of 19×0.61

CPIconsumer prices±2.9%2 of 10×0.58

CPROFcorporate profits±2.8%5 of 12×0.56

PPIproducer prices±2.7%5 of 10×0.55

Bar = avg |move| to ±6% · tick = ±5.0% avg day · ×base = |move| ÷ ±5.0% · min 6 releases

Earnings history

EPS -0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.26	—
Q1 FY26	—	-0.33	—
Q3 FY25	—	-0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod