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

Implied ±23.9%, either direction.

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

0 of the last 7 reports moved at least as far as the implied move.

VYGRNasdaqBiological Products, (No Diagnostic Substances)

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

1.78

−0.09 · −4.58%

Regular session10:10 ET

Open1.83Volume808,818Mkt cap$115.2M

Day1.78 – 1.830%52-wk1.68 – 5.483%

VYGR

Voyager Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±23.9%implied · straddle

1.422.32

spot 1.87exp Nov 20ATM strike 2ATM straddle 0.53IV 160%

Nov 4 closethin chain

Expected move

Inputs

Next report

Nov 9

before open · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+4.47%

vs ±50.5% implied · ×0.09

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

1dNBIX · customerNeurocrine Biosciences to Spotlight Its Scientific Journey and Growing Neuropsychiatry Pipeline at 2026 NEI Fall Congress
2dNVS · customerBioArctic collaborator Novartis terminates agreement

News

Largest filed tie

13F top-10 QoQ

+6.85%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

136 managers

Top fund weight

0.01%

VYGR weight · IWM

N-PORTJun 30 '26

3 funds

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

Voyager Therapeutics (VYGR) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±40.0%
avg realized: ±2.6%

Nov 12 '24Nov 12 '24confirmed±10.9%▼−2.05%×0.19

Mar 11 '25Mar 11 '25confirmed±27.2%▲+2.27%×0.08

May 6 '25May 6 '25confirmed±45.5%▲+0.92%×0.02

Aug 6 '25Aug 6 '25confirmed±41.6%▼−5.29%×0.13

Nov 10 '25Nov 10 '25confirmed±71.8%▲+0.71%×0.01

Q1 FY26Mar 9 '26confirmed—▲+21.65%—

May 7 '26May 7 '26confirmed±32.6%▲+2.27%×0.07

Q2 FY26Aug 6 '26confirmed±50.5%▲+4.47%×0.09

quarterimplied−75%0+75%realized×

Q2 FY26±50.5%▲+4.47%×0.09

May '26±32.6%

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

1.03OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

1350%Nov 2015d131+7%

1270%Dec 1843d3.34380%3.34

2680%Jan 1571d0.141,920−1%0.14

824+36%Apr 16162d0.95864+1%0.95

ExpiryPutsCallsP/C

Nov 2015d1350%131+7%1.03

Dec 1843d1270%380%3.34

Jan 1571d2680%1,920−1%0.14

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

Positioning

Linked exposure

scenario · straddle±23.9%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

NBIX±3.9%×0.16

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−773.24%as filednet margin · revenue +22.06% QoQ · −39.13% YoY

Revenue$3M+22.06%

Gross profit$3M100.00%+22.06%

Operating income−$26M−833.87%+12.81%

Pre-tax income−$24M+12.43%

Net income−$24M−773.24%+12.40%

Cost of revenue$0—

Operating expenses$30M−10.06%

Tax$20,000+42.86%

Other income$2M−17.38%

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

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 ×1.27· ±3.6% vs ±2.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.6%5 of 10×1.27

PCEpersonal income & outlays±3.4%7 of 19×1.18

GDPgross domestic product±3.3%10 of 19×1.14

CPROFcorporate profits±2.7%6 of 12×0.95

FOMCrate decision±2.7%10 of 24×0.95

PPIproducer prices±2.2%5 of 10×0.78

CPIconsumer prices±2.2%2 of 10×0.77

Bar = avg |move| to ±4% · tick = ±2.9% avg day · ×base = |move| ÷ ±2.9% · min 6 releases

Earnings history

EPS -0.40 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.40	—
Q1 FY26	Mar 9 '26 · confirmed	-0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod