SRZNNasdaqBiological Products, (No Diagnostic Substances)

Surrozen, Inc. (SRZN) earnings date, market-implied expected move, and options open interest by expiry

29.11

+0.09 · +0.32%

post 29.79 +2.33%

Closed15:59 ET

Open28.90Volume117,731Mkt cap$697.2MEPS-28.48

Day28.90 – 29.9585%52-wk11.39 – 37.8370%

SRZN

Surrozen, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

News

32dSurrozen Announces FDA Clearance of IND Application for SZN-8141 for the Treatment of Diabetic Macular Edema
62dSurrozen to Present at Upcoming Healthcare Investor Conferences

News

Next report

Last report

+0.72%

vs ±19.1% implied · ×0.04

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+22.81%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

70 managers

Top fund weight

0.01%

SRZN weight · IWM

N-PORTJun 30 '26

3 funds

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

No upcoming report date for Surrozen (SRZN). No implied move.

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 6 '26confirmed—▲+18.39%—

Oct 20 '26Oct 20 '26confirmed±19.1%▲+0.72%×0.04

quarterimplied−20%0+20%realized×

Oct '26±19.1%▲+0.72%×0.04

Q2 FY26—▲+18.39%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

5.12OI · 3 expiries · Oct 29 closeP/C open interest · Nov 20 · nearest expiry

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

2660%Nov 2017d52+4%

2200%Jan 1573d2.82780%2.82

550%Apr 16164d1.8330+43%1.83

ExpiryPutsCallsP/C

Nov 2017d2660%52+4%5.12

Jan 1573d2200%780%2.82

Apr 16164d550%30+43%1.83

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

1003.54%as filednet margin · revenue 0.00% QoQ · +408.65% YoY

Revenue$5M0.00%

Gross profit$5M100.00%0.00%

Operating income−$10M−207.40%+0.82%

Pre-tax income$11M+121.58%

Net income$50M1003.54%+139.35%

Cost of revenue$0—

Operating expenses$15M−0.56%

Other income$21M+152.99%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.52· ±6.1% vs ±4.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.1%4 of 10×1.52

FOMCrate decision±4.2%14 of 24×1.04

CPIconsumer prices±4.1%5 of 10×1.01

PCEpersonal income & outlays±4.0%11 of 19×1.01

PPIproducer prices±3.5%4 of 10×0.87

GDPgross domestic product±3.4%12 of 19×0.84

CPROFcorporate profits±3.1%8 of 12×0.77

Bar = avg |move| to ±7% · tick = ±4.0% avg day · ×base = |move| ÷ ±4.0% · min 6 releases

Earnings history

EPS -0.41 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.41	—
Q1 FY26	—	-11.65	—
Q3 FY25	—	-8.36	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod