How often does Axos Financial move more than the options market prices?

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

AXNYSESavings Institution, Federally Chartered

Axos Financial, Inc. (AX) earnings date, market-implied expected move, and options open interest by expiry

94.70

pre 95.54 +1.03%

Pre-market05:47 ETdelayed

Open95.54Volume384,969Mkt cap$5.3BP/E10.67EPS8.95

Day95.54 – 95.5450%52-wk74.89 – 105.7467%

Axos Financial, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

after close · in 84 days

est.Q2 FY27

Calendar

Next report

Last report

−2.34%

vs ±6.4% implied · ×0.37

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+3.96%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

384 managers

Top fund weight

0.16%

AX weight · IWM

N-PORTJun 30 '26

4 funds

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

Axos Financial (AX) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.4%
avg realized: ±3.7%

Jan 28 '25Jan 28 '25confirmed±7.8%▼−4.24%×0.54

Apr 30 '25Apr 30 '25confirmed±7.4%▲+3.18%×0.43

Jul 30 '25Jul 30 '25confirmed±6.8%▲+1.24%×0.18

Oct 30 '25Oct 30 '25confirmed±8.7%▼−1.69%×0.19

Q2 FY26Jan 29 '26confirmed±7.6%▲+4.60%×0.60

Q3 FY26Apr 30 '26confirmed±6.8%▼−9.36%×1.38

Q4 FY26Jul 30 '26confirmed±7.5%▲+2.98%×0.40

Q1 FY27Oct 29 '26confirmed±6.4%▼−2.34%×0.37

quarterimplied−10%0+10%realized×

Q1 FY27±6.4%▼−2.34%×0.37

Q4 FY26±7.5%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.85OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

256+592%Nov 2015d0.96267+6%0.96

189+2%Dec 1843d47.2540%47.25

6210%Jan 1571d1.06588+1%1.06

report · Jan 28 · after close · est.

61+5%Apr 16162d720%

ExpiryPutsCallsP/C

Nov 2015d256+592%267+6%0.96

Dec 1843d189+2%40%47.25

Jan 1571d6210%588+1%1.06

report · Jan 28 · after close · est.

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 filedQ1 FY27

32.82%as filednet margin · revenue +4.03% QoQ · +22.17% YoY

Revenue$395M+4.03%

Pre-tax income$175M+12.30%

Net income$130M32.82%+3.76%

Tax$46M+46.69%

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

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

FOMC ×1.75· ±2.9% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.9%9 of 24×1.75

PPIproducer prices±2.1%7 of 10×1.24

NFPjobs report±1.3%4 of 10×0.76

CPIconsumer prices±0.8%5 of 10×0.50

CPROFcorporate profits±0.7%7 of 12×0.44

GDPgross domestic product±0.6%12 of 19×0.38

PCEpersonal income & outlays±0.6%13 of 19×0.38

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 2.25 · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Oct 29 '26 · confirmed	2.25	—
Q4 FY26	Jul 30 '26 · confirmed	2.17	—
Q3 FY26	Apr 30 '26 · confirmed	2.15	—
Q2 FY26	Jan 29 '26 · confirmed	2.22	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod