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

Implied ±63.8%, either direction · provisional.

SIONNasdaqPharmaceutical Preparations

Sionna Therapeutics, Inc. (SION) earnings date, market-implied expected move, and options open interest by expiry

3.65

0.00 · +0.10%

Regular session15:47 ET

Open3.64Volume908,779Mkt cap$164.8MEPS-2.11

Day3.55 – 3.6690%52-wk3.55 – 54.970%

SION

Sionna Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±63.8%implied · straddle

1.356.11

spot 3.73exp Jan 15ATM strike 2.5ATM straddle 2.80IV 256%

Nov 2 closeprovisional

Expected move

Inputs

Next report

Today

before open

est.Q3 FY26

Calendar

Next report

Last report

+4.80%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

1dABBV · supplierAbbVie posts net earnings $4,220 million, diluted EPS $2.37 for quarter
5dSNY · supplierSanofi Q3 sales €14,444 million, business EPS €3.55; upgrades 2026 guidance

News

Largest filed tie

13F top-10 QoQ

+1.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

150 managers

Top fund weight

0.27%

SION weight · XBI

N-PORTJun 30 '26

4 funds

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

Sionna Therapeutics (SION) is expected to report on Nov 4 before open (estimated date).

Implied vs realized

7 reports

—≥ implied

Mar 20 '25Mar 20 '25confirmed—0.00%—

May 12 '25May 12 '25confirmed—▲+4.71%—

Aug 11 '25Aug 11 '25confirmed—▲+13.36%—

Nov 5 '25Nov 5 '25confirmed—▼−1.57%—

Q1 FY26Mar 2 '26confirmed—▼−7.17%—

May 12 '26May 12 '26confirmed±10.9%▼−10.90%×1.00

Q2 FY26Aug 6 '26confirmed—▲+4.80%—

quarterimplied−15%0+15%realized×

Q2 FY26—▲+4.80%—

May '26±10.9%▼−10.90%×1.00

Q1 FY26—▼−7.17%—

Nov '25—▼−1.57%—

Aug '25—▲+13.36%—

May '25—▲+4.71%—

Mar '25—0.00%—

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

0.62OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

68−6%Nov 2016d109+1%

7,7060%Jan 1572d3.102,4860%3.10

61+11%Apr 16163d0.302050%0.30

ExpiryPutsCallsP/C

Nov 2016d68−6%109+1%0.62

Jan 1572d7,7060%2,4860%3.10

Apr 16163d61+11%2050%0.30

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

Positioning

Linked exposure

scenario · straddle±63.8%

Funds 4

XBI±0.2%

IWM±0.0%

VTI±0.0%

UWM±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

CPI ×1.14· ±4.8% vs ±4.2% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±4.8%6 of 10×1.14

PPIproducer prices±4.6%7 of 10×1.08

NFPjobs report±4.3%7 of 10×1.00

FOMCrate decision±3.7%4 of 13×0.87

PCEpersonal income & outlays±3.5%8 of 18×0.82

CPROFcorporate profits±2.9%8 of 12×0.69

GDPgross domestic product±2.9%10 of 18×0.69

Bar = avg |move| to ±5% · tick = ±4.2% avg day · ×base = |move| ÷ ±4.2% · min 6 releases

Earnings history

EPS -0.66 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.66	—
Q1 FY26	Mar 2 '26 · confirmed	-0.60	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod