What move does the options market price into UroGen Pharma's report?

Implied ±7.4%, either direction.

How often does UroGen Pharma move more than the options market prices?

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

URGNNasdaqPharmaceutical Preparations

UroGen Pharma Ltd. (URGN) earnings date, market-implied expected move, and options open interest by expiry

32.70

−1.66 · −4.83%

post 34.42 +5.25%

Closed15:59 ET

Open34.77Volume2.0MMkt cap$1.7BEPS-1.97

Day34.22 – 34.8829%52-wk16.50 – 50.8152%

URGN

UroGen Pharma Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.4%implied · report alone

8Q avg ±9.6%·×0.78·cheap

31.8436.96

straddle ±14.0%

spot 34.40exp Nov 20ATM strike 34ATM straddle 5.68IV 96%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+16.31%

vs ±16.0% implied · ×1.02

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

4hTEVA · supplierTeva posts quarterly net income of $233 million, revenues $4,395 million

News

Largest filed tie

13F top-10 QoQ

+5.46%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

190 managers

Top fund weight

0.05%

URGN weight · IWM

N-PORTJun 30 '26

2 funds

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

UroGen Pharma (URGN) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±15.2%
avg realized: ±9.6%

Nov 6 '24Nov 6 '24confirmed±7.2%▲+0.25%×0.03

Mar 10 '25Mar 10 '25confirmed±15.1%▲+1.02%×0.07

May 12 '25May 12 '25confirmed±13.9%▲+7.32%×0.53

Aug 7 '25Aug 7 '25confirmed±10.6%▼−7.10%×0.67

Nov 6 '25Nov 6 '25confirmed±22.6%▲+21.91%×0.97

Q1 FY26Mar 2 '26confirmed±20.4%▼−12.35%×0.61

May 6 '26May 6 '26confirmed±16.0%▲+10.16%×0.64

Q2 FY26Aug 5 '26confirmed±16.0%▲+16.31%×1.02

quarterimplied−25%0+25%realized×

Q2 FY26±16.0%▲+16.31%×1.02

May '26±16.0%

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

0.53OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

1,043+128%Nov 2017d1,955+1%

10%Dec 1845d0.502+100%0.50

679+1%Jan 1573d0.85795+4%0.85

320%Feb 19108d0.056560%0.05

ExpiryPutsCallsP/C

Nov 2017d1,043+128%1,955+1%0.53

Dec 1845d10%2+100%0.50

Jan 1573d679+1%795+4%0.85

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

Positioning

Linked exposure

scenario · straddle±14.0%

Funds 2

IWM±0.0%

UWM±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

−19.81%as filednet margin · revenue +42.18% QoQ · +199.22% YoY

Revenue$72M+42.18%

Gross profit$66M90.93%+40.72%

Operating income$111,0000.15%+100.55%

Pre-tax income−$9M+69.23%

Net income−$14M−19.81%+39.12%

Cost of revenue$7M+58.78%

Operating expenses$66M−1.95%

Tax$6M+217.96%

Other expense−$9M−9.28%

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

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

NFP ×1.26· ±3.9% vs ±3.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.9%6 of 10×1.26

PPIproducer prices±3.7%5 of 10×1.19

CPIconsumer prices±3.1%3 of 10×0.99

PCEpersonal income & outlays±3.0%10 of 19×0.98

FOMCrate decision±2.9%13 of 24×0.92

CPROFcorporate profits±2.6%3 of 12×0.84

GDPgross domestic product±2.4%7 of 19×0.79

Bar = avg |move| to ±4% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS -0.28 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.28	—
Q1 FY26	Mar 2 '26 · confirmed	-0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod