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

Implied ±5.9%, either direction.

CGBDNasdaqFinancial

Carlyle Secured Lending, Inc. (CGBD) earnings date, market-implied expected move, and options open interest by expiry

10.96

pre 10.78 −1.84%

Pre-market15:59 ETdelayed

Open10.97Volume501,597Mkt cap$755.5MP/E40.21Div yield13.66%

Day10.72 – 10.9723%52-wk9.59 – 11.7455%

CGBD

Carlyle Secured Lending, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.9%implied · report alone

10.1511.41

straddle ±8.9%

spot 10.78exp Nov 20ATM strike 10ATM straddle 1.13IV 53%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 10

after close · in 6 days

est.Q3 FY26

Calendar

Next report

Last report

+3.38%

vs ±4.2% implied · ×0.80

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+9.06%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

140 managers

Top fund weight

—

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

Carlyle Secured Lending (CGBD) is expected to report on Nov 10 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed±4.2%▲+3.38%×0.80

quarterimplied−5%0+5%realized×

Q2 FY26±4.2%▲+3.38%×0.80

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

13.62OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

3,3510%

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

37.28%as filednet margin · revenue +107.87% QoQ · −20.85% YoY

Revenue$25M+107.87%

Gross profit$25M100.00%+107.87%

Operating income$14M58.05%+411.01%

Pre-tax income$9M+294.01%

Net income$9M37.28%+277.50%

Cost of revenue$0—

Operating expenses$10M−37.18%

Other expense−$5M−3668.38%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.76· ±1.8% vs ±1.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.8%5 of 11×1.76

NFPjobs report±1.3%4 of 10×1.30

FOMCrate decision±1.1%12 of 24×1.09

PCEpersonal income & outlays±0.9%6 of 19×0.90

GDPgross domestic product±0.9%7 of 19×0.88

CPIconsumer prices±0.9%3 of 11×0.86

CPROFcorporate profits±0.5%5 of 12×0.52

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

Earnings history

EPS 0.00 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.00	—
Q1 FY26	—	-0.06	—
Q3 FY25	—	0.33	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod