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

Implied ±1.4%, either direction.

How often does Scholar Rock move more than the options market prices?

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

SRRKNasdaqBiological Products, (No Diagnostic Substances)

Scholar Rock Holding Corp (SRRK) earnings date, market-implied expected move, and options open interest by expiry

43.90

−0.28 · −0.64%

post 43.90 0.00%

Closed16:33 ET

Open44.41Volume769,807Mkt cap$5.3BEPS-3.31

Day43.13 – 44.4160%52-wk27.07 – 61.7649%

SRRK

Scholar Rock Holding Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.4%implied · report alone

8Q avg ±6.6%·×0.21·cheap

43.3044.50

straddle ±9.5%

spot 43.90exp Nov 20ATM strike 45ATM straddle 4.90IV 57%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 13

before open · in 11 days

est.Q3 FY26

Calendar

Next report

Last report

+9.96%

vs ±11.7% implied · ×0.85

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2dGILD · customerGilead Sciences to Present at Upcoming Fourth Quarter 2026 Investor Conferences

News

Largest filed tie

13F top-10 QoQ

+0.91%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

309 managers

Top fund weight

1.16%

SRRK weight · XBI

N-PORTJun 30 '26

5 funds

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

Scholar Rock (SRRK) is expected to report on Nov 13 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±10.9%
avg realized: ±6.6%

Feb 27 '25Feb 27 '25confirmed±12.3%▼−2.86%×0.23

May 14 '25May 14 '25confirmed±10.6%▼−2.74%×0.26

Aug 6 '25Aug 6 '25confirmed±8.7%▼−6.40%×0.74

Q3 FY25Nov 14 '25confirmed±12.2%▲+24.41%×2.00

Jan 12 '26Jan 12 '26confirmed±9.8%▲+3.27%×0.34

Q1 FY26Mar 3 '26confirmed±13.3%▲+1.91%×0.14

May 7 '26May 7 '26confirmed±8.4%▼−1.40%×0.17

Q2 FY26Aug 6 '26confirmed±11.7%▲+9.96%×0.85

quarterimplied−25%0+25%realized×

Q2 FY26±11.7%▲+9.96%×0.85

May '26±8.4%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.83OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

803+29%Nov 2018d965+37%

344—Dec 1846d0.56619—0.56

2,273−19%Jan 1574d0.564,092+25%0.56

321+16%Apr 16165d0.71449+17%0.71

ExpiryPutsCallsP/C

Nov 2018d803+29%965+37%0.83

Dec 1846d344—619—0.56

Jan 1574d2,273−19%4,092+25%0.56

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

Positioning

Linked exposure

scenario · straddle±9.5%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod 1 more fund Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×0.81· ±2.9% vs ±3.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.9%12 of 24×0.81

PCEpersonal income & outlays±2.6%10 of 19×0.70

CPROFcorporate profits±2.4%8 of 12×0.67

GDPgross domestic product±2.3%12 of 19×0.63

CPIconsumer prices±2.0%4 of 10×0.55

NFPjobs report±1.9%5 of 10×0.54

PPIproducer prices±1.6%6 of 10×0.45

Bar = avg |move| to ±4% · tick = ±3.6% avg day · ×base = |move| ÷ ±3.6% · min 6 releases

Earnings history

EPS -0.84 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.84	—
Q1 FY26	Mar 3 '26 · confirmed	-0.83	—
Q3 FY25	Nov 14 '25 · confirmed	-0.90	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod