CIONNYSEFinancial

CION Investment Corp (CION) earnings date, market-implied expected move, and options open interest by expiry

7.00

Closed16:00 ET

Open7.08Volume438,929Mkt cap$347.1MDiv yield14.31%

Day7.00 – 7.170%52-wk5.59 – 9.0741%

CION

CION Investment Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Next report

—

Calendar

Last report

+1.85%

shaded = implied · ▲▼ = realized

Oct 1 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+8.81%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

138 managers

Top fund weight

—

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

No upcoming report date for CION Investment (CION). No implied move.

Implied vs realized

1 report

—≥ implied

Oct 1 '26Oct 1 '26confirmed—▲+1.85%—

quarterimplied−5%0+5%realized×

Oct '26—▲+1.85%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.01OI · 3 expiries · Oct 26 closeP/C open interest · Nov 20 · nearest expiry

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

20%Nov 2019d212+67%

480%Dec 1847d0.031,801+6%0.03

80%Mar 19138d0.041850%0.04

ExpiryPutsCallsP/C

Nov 2019d20%212+67%0.01

Dec 1847d480%1,801+6%0.03

Mar 19138d80%1850%0.04

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

119.35%as filednet margin · revenue +3.32% QoQ · −12.33% YoY

Revenue$26M+3.32%

Pre-tax income$14M+9.43%

Net income$31M119.35%+234.51%

Tax$4,000−95.51%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.49· ±1.7% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.7%6 of 11×1.49

NFPjobs report±1.5%2 of 10×1.30

GDPgross domestic product±1.5%8 of 20×1.28

PCEpersonal income & outlays±1.4%9 of 20×1.28

FOMCrate decision±1.4%11 of 25×1.26

CPROFcorporate profits±1.0%5 of 12×0.84

CPIconsumer prices±0.9%4 of 11×0.75

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS — · consensus —

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

Source: filed financials

Methodology

ties · implied moves · holdersMethod