What move does the options market price into Blackstone Secured Lending Fund's report?

Implied ±3.1%, either direction.

BXSLNYSE

Blackstone Secured Lending Fund (BXSL) earnings date, market-implied expected move, and options open interest by expiry

23.30

Closed17:35 ET

Open23.61Volume1.6MMkt cap$5.4BP/E4.15Div yield13.22%

Day23.21 – 23.6123%52-wk21.09 – 25.2353%

BXSL

Blackstone Secured Lending Fund

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.1%implied · report alone

22.5824.00

straddle ±5.0%

spot 23.29exp Nov 20ATM strike 24ATM straddle 1.37IV 27%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 9

before open · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+8.32%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

365 managers

Top fund weight

—

Blackstone Secured Lending Fund (BXSL) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 26 close

1.75OI · 4 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

11,6550%Nov 2020d6,675+1%

345+306%Dec 1848d10.7832+33%10.78

8,815+5%Jan 1576d1.645,374−7%1.64

1,5890%Feb 19111d2.38669+2%2.38

ExpiryPutsCallsP/C

Nov 2020d11,6550%6,675+1%1.75

Dec 1848d345+306%32+33%10.78

Jan 1576d8,815+5%5,374−7%1.64

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

6.80%as filednet margin · revenue −57.21% QoQ · −59.47% YoY

Revenue$279M−57.21%

Gross profit$279M99.89%−57.24%

Operating income$102M36.49%−77.52%

Pre-tax income−$153M−178.09%

Net income$19M6.80%−94.95%

Cost of revenue$311,000+7.24%

Operating expenses$177M−11.07%

Tax$1M+364.17%

Other expense−$255M+0.42%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:30 ET

Intraday

Event sensitivity

PPI ×1.36· ±1.2% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.2%5 of 11×1.36

PCEpersonal income & outlays±0.9%11 of 20×1.09

NFPjobs report±0.9%2 of 10×0.99

GDPgross domestic product±0.8%12 of 20×0.93

CPIconsumer prices±0.6%5 of 11×0.68

CPROFcorporate profits±0.5%7 of 12×0.62

FOMCrate decision±0.5%10 of 25×0.62

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.79 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.79	—
Q1 FY26	—	0.88	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod