What move does the options market price into Taysha Gene Therapies's report?

Implied ±21.8%, either direction.

How often does Taysha Gene Therapies move more than the options market prices?

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

TSHANasdaqBiological Products, (No Diagnostic Substances)

Taysha Gene Therapies, Inc. (TSHA) earnings date, market-implied expected move, and options open interest by expiry

4.33

+0.24 · +5.87%

post 4.33 0.00%

After hours16:00 ETdelayed

Open4.19Volume6.7MMkt cap$1.3BEPS-0.42

Day4.19 – 4.4360%52-wk3.46 – 7.3023%

TSHA

Taysha Gene Therapies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.8%implied · report alone

8Q avg ±4.0%·×5.40·rich

3.204.98

straddle ±23.4%

spot 4.09exp Nov 20ATM strike 4ATM straddle 1.13IV 173%

Nov 5 closereport share · term structure

Expected move

Inputs

Next report

Nov 10

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

−4.12%

vs ±13.4% implied · ×0.31

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Linked news

44dABEO · supplierAbeona Therapeutics Highlights ZEVASKYN Launch Momentum, Revenue Growth at H.C. Wainwright

News

Largest filed tie

13F top-10 QoQ

+3.59%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

208 managers

Top fund weight

0.35%

TSHA weight · XBI

N-PORTJun 30 '26

4 funds

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

Taysha Gene Therapies (TSHA) is expected to report on Nov 10 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±21.2%
avg realized: ±4.0%

Nov 13 '24Nov 13 '24confirmed±24.0%▲+2.71%×0.11

Feb 26 '25Feb 26 '25confirmed±38.4%▼−4.71%×0.12

May 15 '25May 15 '25confirmed±27.2%▲+8.02%×0.29

Aug 12 '25Aug 12 '25confirmed±17.9%▲+5.43%×0.30

Q3 FY25Nov 4 '25confirmed±22.5%▼−4.26%×0.19

Q1 FY26Mar 19 '26confirmed±12.0%▲+2.47%×0.21

May 6 '26May 6 '26confirmed±14.4%▲+0.58%×0.04

Q2 FY26Aug 11 '26confirmed±13.4%▼−4.12%×0.31

quarterimplied−40%0+40%realized×

Q2 FY26±13.4%▼−4.12%×0.31

May '26±14.4%▲+0.58%×0.04

Q1 FY26±12.0%▲+2.47%×0.21

Q3 FY25±22.5%▼−4.26%×0.19

Aug '25±17.9%▲+5.43%×0.30

May '25±27.2%▲+8.02%×0.29

2 older reports

Feb '25±38.4%▼−4.71%×0.12

Nov '24±24.0%▲+2.71%×0.11

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.25OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

654+535%Nov 2014d2,643+193%

8720%Dec 1842d0.302,8670%0.30

1120%Jan 1570d0.071,5500%0.07

77+381%Apr 16161d0.15503−26%0.15

ExpiryPutsCallsP/C

Nov 2014d654+535%2,643+193%0.25

Dec 1842d8720%2,8670%0.30

Jan 1570d1120%1,5500%0.07

Apr 16161d77+381%503−26%0.15

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

Positioning

Linked exposure

scenario · straddle±23.4%

Funds 4

XBI±0.1%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

ABEO±4.9%×0.21

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

derived from FYQ4 FY25

−507.77%derived from FYnet margin · revenue +171.27% YoY

Revenue$5M—

Gross profit$5M100.00%—

Operating income−$28M−515.95%+16.82%

Pre-tax income−$28M+14.91%

Net income−$28M−507.77%+14.91%

Operating expenses$34M−0.70%

Other income$449,000−65.22%

Derived: FY − Q1–Q3 · QE Dec 31 '25 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPROF ×1.15· ±4.6% vs ±4.0% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±4.6%5 of 12×1.15

FOMCrate decision±4.4%15 of 24×1.10

GDPgross domestic product±4.2%8 of 19×1.04

PPIproducer prices±3.9%4 of 10×0.96

PCEpersonal income & outlays±3.2%10 of 19×0.79

NFPjobs report±2.7%6 of 10×0.67

CPIconsumer prices±2.1%5 of 10×0.53

Bar = avg |move| to ±5% · tick = ±4.0% avg day · ×base = |move| ÷ ±4.0% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.13	—
Q1 FY26	Mar 19 '26 · confirmed	-0.12	—
Q3 FY25	Nov 4 '25 · confirmed	-0.09	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod