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

Implied ±9.0%, either direction.

How often does Zymeworks move more than the options market prices?

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

ZYMENasdaqPharmaceutical Preparations

Zymeworks Inc. (ZYME) earnings date, market-implied expected move, and options open interest by expiry

30.92

pre 30.96 +0.06%

Pre-market08:08 ETdelayed

Open31.50Volume1.0MMkt cap$2.3BEPS-2.02

Day30.96 – 31.500%52-wk16.00 – 31.4997%

ZYME

Zymeworks Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.0%implied · straddle

28.1633.72

spot 30.94exp Nov 20ATM strike 30ATM straddle 3.28IV 63%

Nov 4 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+1.77%

vs ±20.7% implied · ×0.09

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

2hONC · customerBeOne Medicines Q3 net income $384,706, revenue $1,889,815, diluted EPS $0.25
23hRPRX · customerRoyalty Pharma posts Q3 net income $266,637 thousand; nine-month net $816,379 thousand
2dJAZZ · customerJazz Pharmaceuticals posts net loss of $483.4 million for Q3; nine-month net income $2.5 million

News

Largest filed tie

13F top-10 QoQ

+0.58%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

202 managers

Top fund weight

0.04%

ZYME weight · IWM

N-PORTJun 30 '26

3 funds

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

Zymeworks (ZYME) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±16.8%
avg realized: ±4.1%

Mar 5 '25Mar 5 '25confirmed±12.4%▼−7.97%×0.64

May 8 '25May 8 '25confirmed±12.1%▼−0.13%×0.01

Aug 7 '25Aug 7 '25confirmed±14.8%▼−1.15%×0.08

Q3 FY25Nov 6 '25confirmed±26.9%▼−8.04%×0.30

Jan 12 '26Jan 12 '26confirmed±9.9%▲+3.28%×0.33

Q1 FY26Mar 2 '26confirmed±12.9%▲+0.09%×0.01

May 7 '26May 7 '26confirmed±25.0%▼−10.19%×0.41

Q2 FY26Aug 6 '26confirmed±20.7%▲+1.77%×0.09

quarterimplied−30%0+30%realized×

Q2 FY26±20.7%▲+1.77%×0.09

May '26±25.0%▼−10.19%×0.41

Q1 FY26±12.9%▲+0.09%×0.01

Jan '26±9.9%▲+3.28%×0.33

Q3 FY25±26.9%▼−8.04%×0.30

Aug '25±14.8%▼−1.15%×0.08

2 older reports

May '25±12.1%▼−0.13%×0.01

Mar '25±12.4%▼−7.97%×0.64

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

0.37OI · 3 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

214+133%Nov 2015d584+4%

1,656+3%Jan 1571d1.601,034+6%1.60

641−1%Apr 16162d2.57249+6%2.57

ExpiryPutsCallsP/C

Nov 2015d214+133%584+4%0.37

Jan 1571d1,656+3%1,034+6%1.60

Apr 16162d641−1%249+6%2.57

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

Positioning

Linked exposure

scenario · straddle±9.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

JAZZ±2.7%×0.30

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−980.81%as filednet margin · revenue +90.61% QoQ · −90.58% YoY

Revenue$5M+90.61%

Gross profit$5M100.00%+90.61%

Operating income−$42M−918.95%+10.48%

Pre-tax income−$45M+2.29%

Net income−$45M−980.81%−1.94%

Cost of revenue$0—

Operating expenses$47M−5.56%

Tax−$273,000+87.54%

Other expense−$3M−506.80%

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 · 08:00 ET

Intraday

Event sensitivity

NFP ×1.24· ±2.8% vs ±2.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%4 of 10×1.24

GDPgross domestic product±2.4%7 of 19×1.05

CPROFcorporate profits±2.3%5 of 12×1.03

FOMCrate decision±2.1%15 of 24×0.94

CPIconsumer prices±2.1%3 of 10×0.91

PPIproducer prices±2.1%6 of 10×0.91

PCEpersonal income & outlays±2.0%9 of 19×0.87

Bar = avg |move| to ±3% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.62 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.62	—
Q1 FY26	Mar 2 '26 · confirmed	-0.59	—
Q3 FY25	Nov 6 '25 · confirmed	-0.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod