AOMRNYSEReal Estate

Angel Oak Mortgage REIT, Inc. (AOMR) earnings date, market-implied expected move, and options open interest by expiry

6.35

Closed16:55 ET

Open6.88Volume386,560Mkt cap$146.9MEPS-0.43Div yield20.38%

Day6.25 – 6.9414%52-wk6.14 – 8.967%

AOMR

Angel Oak Mortgage REIT, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

before open · in 112 days

est.Q4 FY26

Calendar

Next report

Last report

−12.17%

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

−3.33%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

81 managers

Top fund weight

0.01%

AOMR weight · IWM

N-PORTJun 30 '26

3 funds

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

Angel Oak Mortgage REIT (AOMR) is expected to report on Feb 24 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Mar 4 '25Mar 4 '25confirmed—▲+2.62%—

May 5 '25May 5 '25confirmed—▲+2.41%—

Aug 5 '25Aug 5 '25confirmed—▼−8.16%—

Nov 6 '25Nov 6 '25confirmed—▼−0.98%—

Q1 FY26Feb 25 '26confirmed—▼−0.24%—

May 5 '26May 5 '26confirmed—▼−3.54%—

Q2 FY26Aug 4 '26confirmed—▲+3.87%—

Q3 FY26Nov 3 '26confirmed—▼−12.17%—

quarterimplied−15%0+15%realized×

Q3 FY26—▼−12.17%—

Q2 FY26—▲+3.87%

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

Implied vs realized

Positioning

No open-interest data.

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 · 16:45 ET

Intraday

Event sensitivity

CPROF ×0.98· ±1.3% vs ±1.3% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±1.3%5 of 12×0.98

GDPgross domestic product±1.1%6 of 19×0.87

FOMCrate decision±1.1%10 of 24×0.82

PCEpersonal income & outlays±1.0%6 of 19×0.79

NFPjobs report±0.8%6 of 10×0.64

PPIproducer prices±0.8%4 of 10×0.63

CPIconsumer prices±0.8%4 of 10×0.58

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS -0.72 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	-0.72	—
Q2 FY26	Aug 4 '26 · confirmed	0.14	—
Q1 FY26	Feb 25 '26 · confirmed	-0.30	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod