ZBIO
Zenas BioPharma, Inc.31.42post−$0.01 (−0.02%)at close +$0.29 (+0.93%)
as of 19:59:56 UTCnext report Nov 12 · 99d
Earnings Room‹ back to ZBIO
The report
fiscal Q3 2026 · from the company's noticeNov 12before open99days out
Expected movement
market-implied · at the Aug 4 close±30.0%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Nov 20 · first after the reportATM strike 30straddle 11.10ATM IV 84%× 0.85 straddle-to-rangespot 31.42
Blast radius
4 linked · N-PORT + EDGARIf ZBIO moves ±30.0% 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
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color1/6reports moved further than the options market had pricedtypically ±15.3% realized vs ±20.5% priced
May 13 '26±6.7%→+4.0%×0.60
Mar 16 '26±14.6%→−3.4%×0.23
Jan 5 '26±33.7%→−51.9%×1.54
Nov 12 '25±10.4%→+1.7%×0.16
Oct 8 '25±25.3%→+24.2%×0.96
Aug 12 '25±32.6%→+6.7%×0.20
May 15 '25+12.2%
Feb 5 '25+3.4%
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -1.46 · rev $0
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.