How often does Community Healthcare Trust move more than the options market prices?

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

CHCTNYSEReal Estate Investment Trusts

Community Healthcare Trust Inc (CHCT) earnings date, market-implied expected move, and options open interest by expiry

12.76

−0.29 · −2.24%

post 13.05 +2.30%

Closed15:59 ET

Open13.07Volume322,616Mkt cap$374.2MP/E19.19EPS0.68Div yield13.50%

Day13.03 – 13.1127%52-wk12.58 – 18.748%

CHCT

Community Healthcare Trust Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 3

after close · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

−13.10%

vs ±9.8% implied · ×1.34

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Linked news

3dDVA · customerDaVita posts Q3 net income attributable $222,931 thousands, revenues $3,578,126 thousands
3dHCA · customerHCA Healthcare posts Q3 revenue $19,849 million, net income $1,579 million
3dTHC · customerTenet Healthcare posts quarterly net income $1,000 million, EPS $12.48

News

Largest filed tie

13F top-10 QoQ

+2.00%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

171 managers

Top fund weight

0.03%

CHCT weight · VNQ

N-PORTJul 31 '26

4 funds

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

Community Healthcare Trust (CHCT) reports on Nov 3 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±8.8%
avg realized: ±4.9%

Oct 29 '24Oct 29 '24confirmed±9.9%▲+6.70%×0.68

Feb 18 '25Feb 18 '25confirmed±6.0%▼−6.31%×1.06

Apr 29 '25Apr 29 '25confirmed±10.4%▲+5.04%×0.48

Jul 29 '25Jul 29 '25confirmed±11.4%▼−3.08%×0.27

Q3 FY25Oct 28 '25confirmed±9.2%▼−0.28%×0.03

Feb 17 '26Feb 17 '26confirmed±6.4%▼−4.27%×0.67

Q1 FY26May 5 '26confirmed±7.7%▼−0.74%×0.10

Q2 FY26Aug 4 '26confirmed±9.8%▼−13.10%×1.34

quarterimplied−15%0+15%realized×

Q2 FY26±9.8%▼−13.10%×1.34

Q1 FY26±7.7%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.57OI · 2 expiries · Oct 30 closeP/C open interest · Jan 15 · first expiry after the report

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

3040%Jan 1575d5360%

35+9%Apr 16166d0.28124−1%0.28

ExpiryPutsCallsP/C

Jan 1575d3040%5360%0.57

Apr 16166d35+9%124−1%0.28

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 filedQ2 FY26

7.56%as filednet margin · revenue −0.66% QoQ · +5.19% YoY

Revenue$31M−0.66%

Pre-tax income$2M−7.69%

Net income$2M7.56%−7.22%

Tax−$12,000—

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.77· ±2.4% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%9 of 24×1.77

GDPgross domestic product±1.2%5 of 19×0.88

NFPjobs report±1.0%4 of 10×0.76

PCEpersonal income & outlays±1.0%8 of 19×0.71

CPIconsumer prices±0.9%6 of 10×0.69

CPROFcorporate profits±0.9%3 of 12×0.67

PPIproducer prices±0.9%8 of 10×0.67

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	0.06	—
Q1 FY26	May 5 '26 · confirmed	0.07	—
Q3 FY25	Oct 28 '25 · confirmed	0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod