What move does the options market price into Brookdale Senior Living's report?

Implied ±10.0%, either direction.

How often does Brookdale Senior Living move more than the options market prices?

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

BKDNYSEServices-Nursing & Personal Care Facilities

Brookdale Senior Living Inc. (BKD) earnings date, market-implied expected move, and options open interest by expiry

10.39

+0.12 · +1.12%

post 10.47 +0.82%

Closed19:42 ET

Open10.37Volume5.5MMkt cap$2.5BEPS-0.59

Day10.32 – 10.47100%52-wk8.02 – 17.0927%

BKD

Brookdale Senior Living Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.0%implied · report alone

9.3511.43

straddle ±11.2%

spot 10.39exp Nov 20ATM strike 10ATM straddle 1.37IV 68%

Oct 30 closereport share · term structure

Expected move

Inputs

News

Next report

Last report

−7.07%

vs ±7.3% implied · ×0.96

shaded = implied · ▲▼ = realized

Oct 8 '26 · confirmed

Implied vs realized

Linked news

4dVTR · supplierVentas posts Q3 net income attributable to common stockholders $65,380 thousand
5dWELL · supplierWelltower registers up to 1,146,886 OP, 334,938 LP and 166,666 fellowship common shares

News

Largest filed tie

13F top-10 QoQ

+5.50%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

292 managers

Top fund weight

0.12%

BKD weight · IWM

N-PORTJun 30 '26

3 funds

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

Brookdale Senior Living (BKD) reports on Nov 6 before open (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.6%
avg realized: ±6.1%

Jan 12 '26Jan 12 '26confirmed±6.2%▲+0.45%×0.07

Jan 28 '26Jan 28 '26confirmed±9.4%▲+10.60%×1.13

Feb 18 '26Feb 18 '26confirmed±8.3%▼−9.72%×1.17

Q1 FY26Apr 8 '26confirmed±5.1%▼−2.48%×0.48

May 6 '26May 6 '26confirmed±8.4%▼−4.37%×0.52

Q2 FY26Jul 9 '26confirmed±6.8%▼−5.69%×0.83

Aug 10 '26Aug 10 '26confirmed±8.9%▼−8.33%×0.94

Oct 8 '26Oct 8 '26confirmed±7.3%▼−7.07%×0.96

quarterimplied−15%0+15%realized×

Oct '26±7.3%▼−7.07%×0.96

Aug '26±8.9%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 27 close

0.07OI · 5 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

600%Nov 2019d841+6%

2240%Dec 1847d0.181,231−1%0.18

4,0470%Jan 1575d0.805,0740%0.80

1380%Feb 19110d2.60530%2.60

640%Apr 16166d—0——

ExpiryPutsCallsP/C

Nov 2019d600%841+6%0.07

Dec 1847d2240%1,231−1%0.18

Jan 1575d4,0470%5,0740%0.80

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

Positioning

Linked exposure

scenario · straddle±11.2%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 2

VTR±2.5%×0.22

WELL±2.3%×0.21

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

3.24%as filednet margin · revenue −6.05% QoQ · −11.61% YoY

Revenue

$719M−6.05% QoQ

Gross profit

$709M−2.56% QoQ

98.70% margin

Operating income

$85M+64.64% QoQ

11.86% margin

Pre-tax income

$29M+492.51% QoQ

Net income

$23M+436.86% QoQ

3.24% margin

Cost of revenue

$9M−74.72% QoQ

Operating expenses

$624M−7.70% QoQ

SG&A $551M

Depreciation $71M

Other operating $44M

Other expense

$56M

Tax

$6M+1388.11% QoQ

Revenue$719M−6.05%

Gross profit

$709M−2.56%

98.70% margin

Operating income

$85M+64.64%

11.86% margin

Pre-tax income

$29M+492.51%

Net income

$23M+436.86%

3.24% margin

Cost of revenue

$9M−74.72%

Operating expenses

$624M−7.70%

SG&A $551M

Depreciation $71M

Other operating $44M

Other expense

$56M

Tax$6M+1388.11%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

FOMC ×1.12· ±2.1% vs ±1.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%9 of 24×1.12

NFPjobs report±1.9%6 of 10×0.98

CPROFcorporate profits±1.8%5 of 12×0.97

PCEpersonal income & outlays±1.6%10 of 19×0.84

PPIproducer prices±1.6%5 of 10×0.82

CPIconsumer prices±1.5%7 of 10×0.79

GDPgross domestic product±1.4%11 of 19×0.74

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.10 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 9 '26 · confirmed	0.10	—
Q1 FY26	Apr 8 '26 · confirmed	-0.03	—
Q3 FY25	—	-0.48	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod