TNYANasdaqBiological Products, (No Diagnostic Substances)

Tenaya Therapeutics, Inc. (TNYA) earnings date, market-implied expected move, and options open interest by expiry

0.36

0.00 · +1.00%

post 0.37 +0.96%

Closed15:59 ET

Open0.37Volume2.3MMkt cap$80.9M

Day0.36 – 0.3844%52-wk0.36 – 1.561%

TNYA

Tenaya Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

−7.51%

vs ±51.0% implied · ×0.15

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

5dALNY · customerALNY trading halt (LUDP) · resumed 09:40 ET

News

Largest filed tie

13F top-10 QoQ

+8.36%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

101 managers

Top fund weight

0.00%

TNYA weight · VTI

N-PORTJun 30 '26

1 fund

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

Tenaya Therapeutics (TNYA) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±51.0%▼−7.51%×0.15

quarterimplied−55%0+55%realized×

Q2 FY26±51.0%▼−7.51%×0.15

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.07OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

90%Nov 2016d1270%

3140%Dec 1844d0.122,534+9%0.12

3950%Jan 1572d0.058,6010%0.05

240%Apr 16163d0.039110%0.03

ExpiryPutsCallsP/C

Nov 2016d90%1270%0.07

Dec 1844d3140%2,534+9%0.12

Jan 1572d3950%8,6010%0.05

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

−3909.28%as filednet margin · revenue +393.33% QoQ

Revenue$1M+393.33%

Gross profit$1M100.00%+393.33%

Operating income−$44M−3971.89%−119.73%

Pre-tax income−$43M−125.16%

Net income−$43M−3909.28%−125.16%

Cost of revenue$0—

Operating expenses$45M+122.76%

Tax$0—

Other income$695,000−12.36%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.27· ±5.9% vs ±4.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±5.9%4 of 10×1.27

FOMCrate decision±4.6%10 of 24×0.99

PCEpersonal income & outlays±3.7%9 of 19×0.81

PPIproducer prices±3.3%2 of 10×0.71

CPROFcorporate profits±3.1%8 of 12×0.66

GDPgross domestic product±2.9%11 of 19×0.63

CPIconsumer prices±2.6%5 of 10×0.55

Bar = avg |move| to ±6% · tick = ±4.6% avg day · ×base = |move| ÷ ±4.6% · min 6 releases

Earnings history

EPS -0.20 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.20	—
Q1 FY26	—	-0.09	—
Q3 FY25	—	-0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod