BRSP as of Nov 3 · 17:14 ET

BRSPNYSEReal Estate Investment Trusts

BrightSpire Capital, Inc. · Brief

Next report

105 days

Feb 16 · after closeest.Q4 FY26

Earnings

Expected move

Inputs

±38.9%implied · straddle

1.974.48

spot 3.23exp Feb 19ATM strike 2.5ATM straddle 1.48IV 107%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Implied vs realized

8 reportsHistory

0 of 7≥ implied

avg implied: ±11.1%
avg realized: ±2.5%

Feb 18 '25±15.4%▲+2.18%×0.14

Apr 29 '25±7.2%▼−0.79%×0.11

Jul 29 '25±7.2%▲+4.62%×0.64

Oct 28 '25±9.2%▼−0.57%×0.06

Feb 17 '26±13.2%▲+0.52%×0.04

Q1 FY26±15.4%▼−4.45%×0.29

Q2 FY26±10.2%▼−4.58%×0.45

Q3 FY26—▼−1.61%—

quarterimplied−20%0+20%realized×

Q3 FY26—▼−1.61%—

Q2 FY26±10.2%▼−4.58%×0.45

Q1 FY26±15.4%▼−4.45%×0.29

Feb '26±13.2%▲+0.52%×0.04

Oct '25±9.2%▼−0.57%×0.06

Jul '25±7.2%▲+4.62%×0.64

2 older reports

Apr '25±7.2%▼−0.79%×0.11

Feb '25±15.4%▲+2.18%×0.14

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

Bull & bear

Feb 16 report · est.

Bull1

227managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

3tracked funds holding BRSPN-PORT · Aug 31 '26

12 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Nov 2 '26once per report · top 2 per case

Linked exposure

BRSP report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 218-KMaterial agreement: indenture with Wilmington Trust, National Association.Source

Oct 13impliedImplied move: ±23.4% into Oct 27 earnings (Oct 13 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.