How often does Bassett Furniture Industries move more than the options market prices?

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

BSETNasdaqWood Household Furniture, (No Upholstered)

Bassett Furniture Industries Inc (BSET) earnings date, market-implied expected move, and options open interest by expiry

23.15

pre 23.02 −1.17%

Pre-market15:59 ETdelayed

Open23.07Volume35,115Mkt cap$198.8MP/E29.14EPS0.79Div yield3.48%

Day23.00 – 23.0724%52-wk12.86 – 23.4296%

BSET

Bassett Furniture Industries Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

after close · in 84 days

est.Q4 FY26

Calendar

Next report

Last report

+9.10%

vs ±8.7% implied · ×1.05

shaded = implied · ▲▼ = realized

Sep 30 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−9.47%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

73 managers

Top fund weight

0.00%

BSET weight · VTI

N-PORTJun 30 '26

1 fund

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

Bassett Furniture Industries (BSET) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±14.7%
avg realized: ±3.7%

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.00OI · 3 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

0—Nov 2016d0.0080%0.00

60%Jan 1572d0.33180%0.33

report · Jan 27 · after close · est.

0—Apr 16163d7+17%

ExpiryPutsCallsP/C

Nov 2016d0—80%0.00

Jan 1572d60%180%0.33

report · Jan 27 · after close · est.

Apr 16163d0—

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 filedQ3 FY26

2.54%as filednet margin · revenue −1.09% QoQ · +3.41% YoY

Revenue

$83M−1.09% QoQ

Gross profit

$48M+0.57% QoQ

57.48% margin

Operating income

$3M+24.03% QoQ

3.36% margin

Pre-tax income

$3M+4.00% QoQ

Net income

$2M+3.04% QoQ

2.54% margin

Cost of revenue

$35M−3.25% QoQ

Operating expenses

$45M−0.60% QoQ

Tax

$786,000+6.65% QoQ

Other income

$105,000−80.30% QoQ

Revenue$83M−1.09%

Gross profit

$48M+0.57%

57.48% margin

Operating income

$3M+24.03%

3.36% margin

Pre-tax income

$3M+4.00%

Net income

$2M+3.04%

2.54% margin

Cost of revenue

$35M−3.25%

Operating expenses

$45M−0.60%

Other income$105,000−80.30%

Tax$786,000+6.65%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Aug 29 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.64· ±2.6% vs ±1.6% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.6%6 of 10×1.64

FOMCrate decision±1.7%12 of 24×1.02

CPROFcorporate profits±1.6%9 of 12×0.99

PPIproducer prices±1.6%7 of 10×0.97

GDPgross domestic product±1.5%12 of 19×0.90

PCEpersonal income & outlays±1.2%8 of 19×0.77

CPIconsumer prices±1.0%4 of 10×0.59

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

Earnings history

EPS 0.24 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 30 '26 · confirmed	0.24	—
Q2 FY26	Jul 1 '26 · confirmed	0.24	—
Q1 FY26	Feb 4 '26 · confirmed	0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod