ZURANasdaqBiological Products, (No Diagnostic Substances)

Zura Bio Ltd (ZURA) earnings date, market-implied expected move, and options open interest by expiry

3.95

−0.09 · −2.23%

post 3.95 0.00%

Closed16:00 ET

Open3.92Volume4.1MMkt cap$516.0MEPS-1.12

Day3.88 – 3.9778%52-wk3.25 – 7.4417%

ZURA

Zura Bio Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 24

after close · in 141 days

est.Q4 FY26

Calendar

Next report

Last report

+19.94%

vs ±74.6% implied · ×0.27

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Linked news

4dLLY · supplierWe're raising our price target on Eli Lilly as the obesity-drug boom rolls on

News

Largest filed tie

13F top-10 QoQ

+12.23%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

97 managers

Top fund weight

0.01%

ZURA weight · IWM

N-PORTJun 30 '26

2 funds

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

Zura Bio (ZURA) is expected to report on Mar 24 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 11 '26confirmed±56.6%▼−1.24%×0.02

Q3 FY26Oct 27 '26confirmed±74.6%▲+19.94%×0.27

quarterimplied−75%0+75%realized×

Q3 FY26±74.6%▲+19.94%×0.27

Q2 FY26±56.6%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

0.54OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · nearest expiry

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

7,588+3115%Nov 2017d13,925+265%

5,804+321%Dec 1845d0.589,939+39%0.58

918+6%Mar 19136d0.118,524+18%0.11

ExpiryPutsCallsP/C

Nov 2017d7,588+3115%13,925+265%0.54

Dec 1845d5,804+321%9,939+39%0.58

Mar 19136d918+6%8,524+18%0.11

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PCE ×1.39· ±5.7% vs ±4.1% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±5.7%9 of 19×1.39

FOMCrate decision±4.4%8 of 24×1.07

GDPgross domestic product±3.8%9 of 19×0.91

NFPjobs report±3.7%6 of 10×0.90

PPIproducer prices±3.7%5 of 10×0.89

CPROFcorporate profits±3.3%5 of 12×0.80

CPIconsumer prices±1.7%3 of 10×0.42

Bar = avg |move| to ±6% · tick = ±4.1% avg day · ×base = |move| ÷ ±4.1% · min 6 releases

Earnings history

EPS -0.20 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	-0.20	—
Q2 FY26	Aug 11 '26 · confirmed	-0.21	—
Q1 FY26	—	-0.22	—
Q3 FY25	—	-0.21	—

Methodology

ties · implied moves · holdersMethod