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

Implied ±1.1%, either direction.

SLNNasdaqManufacturing

Silence Therapeutics plc (SLN) earnings date, market-implied expected move, and options open interest by expiry

19.76

−0.04 · −0.20%

post 19.76 0.00%

Closed16:00 ET

Open19.99Volume621,426Mkt cap$933.1MEPS-0.44

Day19.76 – 19.992%52-wk4.19 – 19.8799%

SLN

Silence Therapeutics plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.1%implied · straddle

19.5419.96

spot 19.75exp Nov 20ATM strike 20ATM straddle 0.25IV 3%

Oct 30 close

Expected move

Inputs

Next report

Nov 5

before open · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

—

Linked news

14hAZN · customerAstraZeneca Q3 reported EPS $2.02, total revenue $16,209m; core EPS $2.79

News

Largest filed tie

13F top-10 QoQ

−0.53%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

71 managers

Top fund weight

—

Silence Therapeutics (SLN) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.81OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2,8540%Nov 2021d3,524+22%

813+1%Dec 1849d3.19255—3.19

1,787+131%Jan 1577d0.1018,705−3%0.10

190+12%Apr 16168d0.0045,146+4397%0.00

ExpiryPutsCallsP/C

Nov 2021d2,8540%3,524+22%0.81

Dec 1849d813+1%255—3.19

Jan 1577d1,787+131%18,705−3%0.10

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ1 FY26

−3544.31%as filednet margin · revenue +1141.18% QoQ · +197.18% YoY

Revenue$422,000+1141.18%

Gross profit$411,00097.39%+1768.18%

Operating income−$16M−3729.15%−26.29%

Pre-tax income−$15M−27.08%

Net income−$15M−3544.31%−27.08%

Cost of revenue$11,000−8.33%

Operating expenses$16M+29.36%

Tax$0—

Other income$780,000+12.88%

Source: SEC filings · standardized · QE Mar 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.25· ±4.4% vs ±3.5% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.4%6 of 12×1.25

NFPjobs report±4.2%3 of 10×1.18

FOMCrate decision±3.7%9 of 24×1.05

PPIproducer prices±3.6%6 of 10×1.02

GDPgross domestic product±3.6%10 of 19×1.01

CPIconsumer prices±3.5%3 of 10×1.00

PCEpersonal income & outlays±3.5%11 of 19×0.99

Bar = avg |move| to ±5% · tick = ±3.5% avg day · ×base = |move| ÷ ±3.5% · min 6 releases

Earnings history

EPS -0.09 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.09	—
Q1 FY26	—	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod