TSHA
Taysha Gene Therapies, Inc.6.59post+$0.13 (+2.01%)at close +$0.00 (+0.00%)
as of 22:12:50 UTCnext report Aug 13 · 7d
Earnings Room‹ back to TSHA
The report
fiscal Q2 2026 · from the company's noticeAug 13before open7days out
Expected movement
market-implied · at the Aug 5 close±15.8%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±19.0% over the 16 days to expiry; the rest of that is everyday movement, which the chain prices at 71% annualized.
expiry Aug 21 · first after the reportATM strike 7straddle 1.47ATM IV 127% vs 95% at Sep 18× 0.85 straddle-to-rangespot 6.59
Blast radius
4 linked · N-PORT + EDGARIf TSHA moves ±19.0% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.
Positioning
5 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first676
Aug 21
17d
3.3kfirst
first
1
Sep 18
45d
32first
first
75
Oct 16
73d
2.0k
first
first
577
Dec 18
136d
2.7kfirst
first
17
Jan 15
164d
1.0k
first
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±3.8% realized vs ±23.9% priced
May 6 '26±14.4%→+0.6%×0.04
Mar 19 '26±12.0%→+2.5%×0.21
Nov 4 '25±22.5%→−4.3%×0.19
Aug 12 '25±17.9%→+5.4%×0.30
May 15 '25±27.2%→+8.0%×0.29
Feb 26 '25±38.4%→−4.7%×0.12
Nov 13 '24±24.0%→+2.7%×0.11
Aug 12 '24±34.5%→−2.4%×0.07
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.12 · rev $0
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.