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

Implied ±30.9%, either direction · provisional.

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

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

VERANasdaqPharmaceutical Preparations

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

30.39

+0.25 · +0.82%

Regular session11:47 ET

Open30.05Volume1.4MMkt cap$2.2BEPS-5.90

Day28.25 – 30.39100%52-wk23.05 – 56.0522%

VERA

Vera Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±30.9%implied · straddle

20.8339.45

spot 30.14exp Mar 19ATM strike 30ATM straddle 10.95IV 75%

Nov 5 closeprovisional

Expected move

Inputs

Next report

Feb 25

before open · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

after close

confirmedQ3 FY26Nov 5 close

Implied vs realized

Linked news

3dNVS · supplierBioArctic collaborator Novartis terminates agreement

News

Largest filed tie

13F top-10 QoQ

+7.86%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

221 managers

Top fund weight

1.06%

VERA weight · XBI

N-PORTJun 30 '26

4 funds

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

Vera Therapeutics (VERA) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±13.0%
avg realized: ±3.5%

Nov 7 '24Nov 7 '24confirmed±11.3%▲+2.29%×0.20

Feb 26 '25Feb 26 '25confirmed±16.4%▲+2.47%×0.15

May 6 '25May 6 '25confirmed±12.3%▼−13.79%×1.12

Aug 5 '25Aug 5 '25confirmed±6.8%▲+0.93%×0.14

Q3 FY25Nov 5 '25confirmed±21.3%▼−1.03%×0.05

Q1 FY26Feb 26 '26confirmed±14.7%▲+1.61%×0.11

May 7 '26May 7 '26confirmed±8.7%▼−1.95%×0.22

Q2 FY26Aug 10 '26confirmed±12.4%▼−4.08%×0.33

quarterimplied−25%0+25%realized×

Q2 FY26±12.4%▼−4.08%×0.33

May '26±8.7%▼−1.95%×0.22

Q1 FY26±14.7%▲+1.61%×0.11

Q3 FY25±21.3%▼−1.03%×0.05

Aug '25±6.8%▲+0.93%×0.14

May '25±12.3%▼−13.79%×1.12

2 older reports

Feb '25±16.4%▲+2.47%×0.15

Nov '24±11.3%▲+2.29%×0.20

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.04OI · 4 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

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

167+5%Nov 2014d0.035,860+5%0.03

1190%Dec 1842d0.042,6880%0.04

15,9310%Jan 1570d4.393,6290%4.39

report · Feb 25 · before open · est.

86+25%Mar 19133d2,0830%

ExpiryPutsCallsP/C

Nov 2014d167+5%5,860+5%0.03

Dec 1842d1190%2,6880%0.04

Jan 1570d15,9310%3,6290%4.39

report · Feb 25 · before open · est.

Mar 19133d86+25%2,0830%0.04

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

Positioning

Linked exposure

scenario · straddle±30.9%

Funds 4

XBI±0.3%

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

Q3 FY26 · as filed

−911.85%Q3 FY26 · as filednet margin

Revenue$10M—

Gross profit$7M67.93%—

Operating income−$96M−931.23%+14.92%

Pre-tax income−$94M+14.40%

Net income−$94M−911.85%+14.40%

Cost of revenue$3M—

Operating expenses$103M−8.72%

Other income$2M−34.01%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 5 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:45 ET

Intraday

Event sensitivity

PPI ×1.15· ±3.5% vs ±3.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.5%4 of 11×1.15

FOMCrate decision±3.4%13 of 24×1.12

CPIconsumer prices±2.9%6 of 11×0.96

PCEpersonal income & outlays±2.7%9 of 19×0.89

CPROFcorporate profits±2.7%10 of 12×0.89

GDPgross domestic product±2.6%12 of 19×0.84

NFPjobs report±2.2%5 of 10×0.71

Bar = avg |move| to ±4% · tick = ±3.0% avg day · ×base = |move| ÷ ±3.0% · min 6 releases

Earnings history

EPS -1.30 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-1.30	—
Q2 FY26	Aug 10 '26 · confirmed	-1.52	—
Q1 FY26	Feb 26 '26 · confirmed	-1.69	—
Q3 FY25	Nov 5 '25 · confirmed	-1.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod