SYRE as of Nov 2 · 23:16 ET

SYRENasdaqPharmaceutical Preparations

Spyre Therapeutics, Inc. · Brief

Next report

Today

Nov 3 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±8.2%implied · report alone

87.64103.38

straddle ±12.6%

spot 95.51exp Nov 20ATM strike 95ATM straddle 14.15IV 84%

Nov 2 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

1 of 7≥ implied

avg implied: ±19.3%
avg realized: ±5.8%

Jan 13 '25—▼−4.05%—

Feb 27 '25±20.8%▲+7.24%×0.35

May 8 '25±34.0%▲+9.64%×0.28

Aug 5 '25±24.9%▼−5.39%×0.22

Nov 4 '25±21.2%▼−0.57%×0.03

Feb 19 '26±12.0%▲+14.28%×1.19

Q1 FY26±8.3%▲+2.72%×0.33

Q2 FY26±13.8%▼−0.56%×0.04

quarterimplied−35%0+35%realized×

Q2 FY26±13.8%▼−0.56%×0.04

Q1 FY26±8.3%▲+2.72%×0.33

Feb '26±12.0%▲+14.28%×1.19

Nov '25±21.2%▼−0.57%×0.03

Aug '25±24.9%▼−5.39%×0.22

May '25±34.0%▲+9.64%×0.28

2 older reports

Feb '25±20.8%▲+7.24%×0.35

Jan '25—▼−4.05%—

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

Bull & bear

Nov 3 report · est.

Bull2 of 3

5disclosed supplier and customer ties in SEC filingsSEC filings

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

Bear2

6 of 7recent reports where the move came in under the options implied rangeEarnings history

3 of 22of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

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

Linked exposure

SYRE report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 20impliedImplied move: ±14.2% into Nov 3 earnings (Oct 20 close).Source

Oct 78-KMaterial agreement: Underwriting Agreement with Jefferies LLC, TD Securities (USA) LLC, Leerink Partners LLC and Stifel, Nicolaus &…Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.