How often does Arbor Realty Trust move more than the options market prices?

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

ABRNYSEReal Estate Investment Trusts

Arbor Realty Trust Inc (ABR) earnings date, market-implied expected move, and options open interest by expiry

1.78

pre 1.75 −2.23%

Pre-market09:15 ET

Open1.79Volume9.3MMkt cap$329.7MEPS-0.63Div yield52.51%

Day1.75 – 1.850%52-wk1.71 – 8.571%

ABR

Arbor Realty Trust Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 26

before open · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

−29.14%

vs ±12.7% implied · ×2.30

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+2.41%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

305 managers

Top fund weight

0.03%

ABR weight · IWM

N-PORTJun 30 '26

4 funds

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

Arbor Realty Trust (ABR) is expected to report on Feb 26 before open (estimated date).

Implied vs realized

8 reports

5 of 8≥ implied

avg implied: ±6.0%
avg realized: ±10.5%

Feb 21 '25Feb 21 '25confirmed±3.9%▼−13.29%×3.41

May 2 '25May 2 '25confirmed±6.2%▼−3.07%×0.50

Aug 1 '25Aug 1 '25confirmed±4.5%▲+0.36%×0.08

Oct 31 '25Oct 31 '25confirmed±3.8%▼−12.64%×3.33

Q1 FY26Feb 27 '26confirmed±5.6%▲+9.23%×1.65

May 8 '26May 8 '26confirmed±4.9%▼−11.75%×2.41

Q2 FY26Jul 31 '26confirmed±6.7%▲+4.59%×0.69

Q3 FY26Oct 30 '26confirmed±12.7%▼−29.14%×2.30

quarterimplied−30%0+30%realized×

Q3 FY26±12.7%▼−29.14%×2.30

Q2 FY26±6.7%

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

Implied vs realized

Positioning

OI · 7 expiries · Oct 30 close

29.40OI · 7 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

4 nearer expiries

3,286+2%Nov 61d3.29999+38%3.29

1210%Nov 138d0.215710%0.21

7,020+4%Nov 2015d1.185,9740%1.18

1750%Nov 2722d0.66267+24%0.66

81+13%Dec 1843d0.13635+2%0.13

51,4690%Jan 1571d1.8527,7870%1.85

report · Feb 26 · before open · est.

ExpiryPutsCallsP/C

4 nearer expiries

Nov 61d3,286+2%999+38%3.29

Nov 138d1210%5710%0.21

Nov 2015d7,020+4%5,974

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

−87.58%as filednet margin · revenue −18.80% QoQ · −16.31% YoY

Revenue$94M−18.80%

Pre-tax income−$84M−188.79%

Net income−$82M−87.58%−173.19%

Tax−$1M−137.49%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:15 ET

Intraday

Event sensitivity

NFP ×1.96· ±3.7% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.7%4 of 10×1.96

CPIconsumer prices±3.3%3 of 11×1.79

PPIproducer prices±2.8%7 of 11×1.49

FOMCrate decision±1.8%13 of 24×0.97

PCEpersonal income & outlays±1.8%7 of 20×0.96

GDPgross domestic product±1.6%7 of 20×0.83

CPROFcorporate profits±1.2%5 of 12×0.66

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS -0.51 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	-0.51	—
Q2 FY26	Jul 31 '26 · confirmed	-0.20	—
Q1 FY26	Feb 27 '26 · confirmed	0.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod