SNDX as of Oct 31 · 14:59 ET

SNDXNasdaqPharmaceutical Preparations

Syndax Pharmaceuticals Inc · Brief

Next report

2 days

Nov 2 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±6.1%implied · report alone

12.8214.48

straddle ±13.5%

spot 13.65exp Nov 20ATM strike 14ATM straddle 2.17IV 82%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±12.8%
avg realized: ±9.6%

Mar 3 '25±13.1%▼−1.02%×0.08

May 5 '25±13.6%▼−21.59%×1.59

Aug 4 '25±12.3%▲+21.10%×1.71

Q3 FY25±12.5%▲+11.56%×0.93

Jan 12 '26±21.6%▼−1.21%×0.06

Feb 26 '26±10.1%▲+5.03%×0.50

Q1 FY26±11.8%▼−10.83%×0.92

Q2 FY26±7.7%▲+4.40%×0.57

quarterimplied−25%0+25%realized×

Q2 FY26±7.7%▲+4.40%×0.57

Q1 FY26±11.8%▼−10.83%×0.92

Feb '26±10.1%▲+5.03%×0.50

Jan '26±21.6%▼−1.21%×0.06

Q3 FY25±12.5%▲+11.56%×0.93

Aug '25±12.3%▲+21.10%×1.71

2 older reports

May '25±13.6%▼−21.59%×1.59

Mar '25±13.1%▼−1.02%×0.08

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

Bull & bear

Nov 2 report · est.

Bull2 of 3

3disclosed supplier and customer ties in SEC filingsSEC filings

4tracked funds holding SNDXN-PORT · Aug 31 '26

Bear2 of 3

6 of 25largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

0.72%share of State Street SPDR S&P Biotech ETF assets as largest fund weightN-PORT · Jun 30 '26

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

SNDX report session

Suppliers 1

ABBVAbbVie×0.11

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 19impliedImplied move: ±18.7% into Nov 2 earnings (Oct 19 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.