How often does Saul Centers move more than the options market prices?

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

BFSNYSEReal Estate Investment Trusts

Saul Centers, Inc. (BFS) earnings date, market-implied expected move, and options open interest by expiry

29.16

+0.49 · +1.71%

post 29.16 0.00%

Closed16:00 ET

Open29.21Volume151,662Mkt cap$708.6MP/E30.06EPS0.97Div yield8.23%

Day29.16 – 29.300%52-wk27.23 – 37.0420%

BFS

Saul Centers, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+0.62%

vs ±12.0% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+1.78%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

192 managers

Top fund weight

0.02%

BFS weight · VNQ

N-PORTJul 31 '26

4 funds

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

Saul Centers (BFS) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±10.8%
avg realized: ±1.3%

Nov 7 '24Nov 7 '24confirmed±9.1%▲+2.05%×0.22

Feb 28 '25Feb 28 '25confirmed±12.5%▼−1.87%×0.15

May 8 '25May 8 '25confirmed±8.8%▲+0.43%×0.05

Aug 7 '25Aug 7 '25confirmed±15.6%▼−0.06%×0.00

Nov 6 '25Nov 6 '25confirmed±9.8%▲+2.38%×0.24

Q1 FY26Feb 27 '26confirmed±11.8%▲+0.44%×0.04

May 7 '26May 7 '26confirmed±7.2%▲+2.89%×0.40

Q2 FY26Aug 6 '26confirmed±12.0%▲+0.62%×0.05

quarterimplied−20%0+20%realized×

Q2 FY26±12.0%▲+0.62%×0.05

May '26±7.2%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

0.07OI · 1 expiry · Aug 28 closeP/C open interest · Jan 15 · first expiry after the report

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

30%Jan 1572d45+5%

ExpiryPutsCallsP/C

Jan 1572d30%45+5%0.07

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 filedQ2 FY26

15.04%as filednet margin · revenue −1.88% QoQ · +8.41% YoY

Revenue$77M−1.88%

Gross profit$77M100.00%−1.88%

Operating income$32M41.12%−0.36%

Pre-tax income$12M−4.13%

Net income$12M15.04%−4.13%

Cost of revenue$0—

Operating expenses$45M−2.91%

Other expense−$20M−1.95%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.46· ±1.5% vs ±1.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%10 of 24×1.46

PPIproducer prices±0.9%4 of 10×0.90

NFPjobs report±0.8%6 of 10×0.84

CPROFcorporate profits±0.8%2 of 12×0.80

GDPgross domestic product±0.8%8 of 19×0.77

PCEpersonal income & outlays±0.7%9 of 19×0.71

CPIconsumer prices±0.6%3 of 10×0.58

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.24	—
Q1 FY26	Feb 27 '26 · confirmed	0.26	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod