What move does the options market price into Tyra Biosciences's report?

Implied ±8.9%, either direction.

How often does Tyra Biosciences move more than the options market prices?

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

TYRANasdaqPharmaceutical Preparations

Tyra Biosciences, Inc. (TYRA) earnings date, market-implied expected move, and options open interest by expiry

21.67

+0.14 · +0.66%

Regular session10:06 ET

Open21.71Volume542,625Mkt cap$1.3BEPS-2.40

Day21.67 – 21.800%52-wk13.35 – 40.6530%

TYRA

Tyra Biosciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.9%implied · report alone

8Q avg ±4.7%·×1.89·rich

19.6223.43

straddle ±14.0%

spot 21.53exp Nov 20ATM strike 22.5ATM straddle 3.55IV 95%

Nov 4 closereport share · term structurethin chain

Expected move

Inputs

Next report

Nov 6

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−20.97%

vs ±26.7% implied · ×0.78

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.44%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

170 managers

Top fund weight

0.41%

TYRA weight · XBI

N-PORTJun 30 '26

4 funds

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

Tyra Biosciences (TYRA) is expected to report on Nov 6 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±27.6%
avg realized: ±4.7%

Nov 7 '24Nov 7 '24confirmed±15.3%▼−6.06%×0.40

Mar 27 '25Mar 27 '25confirmed±23.6%▲+1.14%×0.05

May 8 '25May 8 '25confirmed±55.5%▲+0.20%×0.00

Aug 14 '25Aug 14 '25confirmed±44.1%▲+0.28%×0.01

Nov 5 '25Nov 5 '25confirmed±25.6%▼−3.64%×0.14

Q1 FY26Mar 2 '26confirmed±18.0%▲+1.51%×0.08

May 13 '26May 13 '26confirmed±12.3%▲+3.79%×0.31

Q2 FY26Aug 4 '26confirmed±26.7%▼−20.97%×0.78

quarterimplied−60%0+60%realized×

Q2 FY26±26.7%▼−20.97%×0.78

May '26±12.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

1.45OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

263+45%Nov 2015d1810%

10%Dec 1843d0.3330%0.33

170%Feb 19106d0.94180%0.94

ExpiryPutsCallsP/C

Nov 2015d263+45%1810%1.45

Dec 1843d10%30%0.33

Feb 19106d170%180%0.94

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

Positioning

Linked exposure

scenario · straddle±14.0%

Funds 4

XBI±0.1%

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 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:00 ET

Intraday

Event sensitivity

NFP ×1.44· ±4.3% vs ±3.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±4.3%5 of 10×1.44

FOMCrate decision±3.5%13 of 24×1.17

CPIconsumer prices±2.7%6 of 10×0.90

CPROFcorporate profits±2.5%5 of 12×0.83

GDPgross domestic product±2.3%11 of 19×0.78

PCEpersonal income & outlays±2.3%10 of 19×0.77

PPIproducer prices±2.2%6 of 10×0.72

Bar = avg |move| to ±5% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -0.69 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.69	—
Q1 FY26	Mar 2 '26 · confirmed	-0.64	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod