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

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

ZVRANasdaqPharmaceutical Preparations

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

11.17

+0.91 · +8.92%

Closed15:59 ET

Open11.04Volume690,149Mkt cap$610.5MP/E8.60EPS1.30

Day10.83 – 11.17100%52-wk8.01 – 15.0445%

ZVRA

Zevra Therapeutics, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 15

after close · in 130 days

est.Q4 FY26

Calendar

Next report

Last report

+8.87%

vs ±18.2% implied · ×0.49

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+18.00%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

156 managers

Top fund weight

0.03%

ZVRA weight · IWM

N-PORTJun 30 '26

3 funds

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

Zevra Therapeutics (ZVRA) is expected to report on Mar 15 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±17.3%
avg realized: ±10.0%

Mar 11 '25Mar 11 '25confirmed±26.6%▼−1.86%×0.07

May 13 '25May 13 '25confirmed±10.3%▲+3.43%×0.33

Aug 12 '25Aug 12 '25confirmed±12.6%▼−19.81%×1.58

Q3 FY25Nov 5 '25confirmed±14.7%▼−9.73%×0.66

Q1 FY26Mar 9 '26confirmed±29.2%▲+21.27%×0.73

May 6 '26May 6 '26confirmed±13.3%▼−2.22%×0.17

Q2 FY26Aug 5 '26confirmed±13.4%▲+12.82%×0.96

Q3 FY26Nov 3 '26confirmed±18.2%▲+8.87%×0.49

quarterimplied−30%0+30%realized×

Q3 FY26±18.2%▲+8.87%×0.49

Q2 FY26±13.4%

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

0.23OI · 4 expiries · Nov 4 closeP/C open interest · Nov 20 · nearest expiry

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

795+5%Nov 2015d3,512+3%

20,8550%Dec 1843d3.166,6040%3.16

2,589+4%Jan 1571d0.1814,327+1%0.18

1,716+9%Feb 19106d1.151,4860%1.15

ExpiryPutsCallsP/C

Nov 2015d795+5%3,512+3%0.23

Dec 1843d20,8550%6,6040%3.16

Jan 1571d2,589+4%14,327+1%0.18

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

as filedQ3 FY26

50.87%as filednet margin · revenue −4.81% QoQ · +44.86% YoY

Revenue

$38M−4.81% QoQ

Gross profit

$36M−9.33% QoQ

95.25% margin

Operating income

$12M−30.98% QoQ

30.67% margin

Pre-tax income

$20M+54.12% QoQ

Net income

$19M+119.47% QoQ

50.87% margin

Cost of revenue

$2M

Operating expenses

$24M+6.54% QoQ

SG&A $19M

R&D $5M

Other operating $315,000

Tax

$510,000−87.38% QoQ

Other income

$8M+304.32% QoQ

Revenue$38M−4.81%

Gross profit

$36M−9.33%

95.25% margin

Operating income

$12M−30.98%

30.67% margin

Pre-tax income

$20M+54.12%

Net income

$19M+119.47%

50.87% margin

Cost of revenue

$2M

Operating expenses

$24M+6.54%

SG&A $19M

R&D $5M

Other operating $315,000

Other income$8M+304.32%

Tax$510,000−87.38%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.01· ±2.7% vs ±2.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.7%12 of 24×1.01

GDPgross domestic product±2.3%11 of 19×0.89

CPIconsumer prices±2.2%4 of 10×0.83

CPROFcorporate profits±2.1%7 of 12×0.81

PCEpersonal income & outlays±2.1%9 of 19×0.79

NFPjobs report±1.9%3 of 10×0.72

PPIproducer prices±1.8%5 of 10×0.69

Bar = avg |move| to ±3% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.26 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	0.26	—
Q2 FY26	Aug 5 '26 · confirmed	0.14	—
Q1 FY26	Mar 9 '26 · confirmed	0.60	—
Q3 FY25	Nov 5 '25 · confirmed	-0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod