What move does the options market price into Trevi Therapeutics's report?

Implied ±20.2%, either direction.

How often does Trevi Therapeutics move more than the options market prices?

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

TRVINasdaqPharmaceutical Preparations

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

13.86

Pre-market16:00 ETdelayed

Open14.15Volume1.2MMkt cap$2.0BEPS-0.34

Day13.79 – 14.1519%52-wk9.82 – 20.2239%

TRVI

Trevi Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±20.2%implied · straddle

11.0516.67

spot 13.86exp Nov 20ATM strike 14ATM straddle 3.30IV 138%

Nov 3 close

Expected move

Inputs

Next report

Nov 12

after close · in 8 days

est.Q3 FY26

Calendar

Next report

Last report

+0.05%

vs ±14.8% implied · ×0.00

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+16.27%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

219 managers

Top fund weight

0.06%

TRVI weight · IWM

N-PORTJun 30 '26

3 funds

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

Trevi Therapeutics (TRVI) is expected to report on Nov 12 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±12.7%
avg realized: ±2.3%

Mar 18 '25Mar 18 '25confirmed±8.9%▲+3.81%×0.43

May 8 '25May 8 '25confirmed±13.2%0.00%×0.00

Aug 7 '25Aug 7 '25confirmed±9.3%▲+1.64%×0.18

Q3 FY25Nov 13 '25confirmed±18.0%▼−0.79%×0.04

Q1 FY26Mar 17 '26confirmed±11.9%▼−4.47%×0.38

Apr 17 '26Apr 17 '26confirmed±17.5%▲+4.75%×0.27

May 5 '26May 5 '26confirmed±8.2%▼−2.73%×0.33

Q2 FY26Aug 6 '26confirmed±14.8%▲+0.05%×0.00

quarterimplied−20%0+20%realized×

Q2 FY26±14.8%▲+0.05%×0.00

May '26±8.2%▼−2.73%×0.33

Apr '26±17.5%▲+4.75%×0.27

Q1 FY26±11.9%▼−4.47%×0.38

Q3 FY25±18.0%▼−0.79%×0.04

Aug '25±9.3%▲+1.64%×0.18

2 older reports

May '25±13.2%0.00%×0.00

Mar '25±8.9%▲+3.81%×0.43

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

0.73OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

3,016+20%Nov 2016d4,129+51%

0—Dec 1844d—0——

1,0420%Jan 1572d0.119,5800%0.11

1—Apr 16163d0.205—0.20

ExpiryPutsCallsP/C

Nov 2016d3,016+20%4,129+51%0.73

Dec 1844d0—0——

Jan 1572d1,0420%9,5800%0.11

Apr 16163d1—5—0.20

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

Positioning

Linked exposure

scenario · straddle±20.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×0.99· ±3.1% vs ±3.2% · 25 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%11 of 25×0.99

PPIproducer prices±2.6%8 of 11×0.84

GDPgross domestic product±2.1%9 of 19×0.67

CPROFcorporate profits±2.1%6 of 12×0.66

CPIconsumer prices±1.9%3 of 11×0.60

NFPjobs report±1.8%5 of 10×0.56

PCEpersonal income & outlays±1.8%10 of 19×0.56

Bar = avg |move| to ±4% · tick = ±3.2% avg day · ×base = |move| ÷ ±3.2% · min 6 releases

Earnings history

EPS -0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.11	—
Q1 FY26	Mar 17 '26 · confirmed	-0.09	—
Q3 FY25	Nov 13 '25 · confirmed	-0.08	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod