CMTG
Claros Mortgage Trust, Inc.1.75post+$0.02 (+0.87%)at close +$0.00 (+0.00%)
as of 19:59:56 UTCnext report Nov 4 · 91d
Earnings Room‹ back to CMTG
The report
fiscal Q3 2026 · from the company's noticeNov 4after close91days out
Expected movement
market-implied · at the Aug 4 close±53.6%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Jan 15 · first after the reportATM strike 2.5straddle 1.10ATM IV 82%× 0.85 straddle-to-rangespot 1.75
Blast radius
2 linked · N-PORT + EDGARIf CMTG moves ±53.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 3 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%
2
Aug 21
18d
2.2k▲ +0%
first
0
Sep 18
46d
0
first
▲ +0%
125
Oct 16
74d
2.6k
▲ +0%
▲ +273%
41
Jan 15
165d
22
▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±7.9% realized vs ±20.6% priced
Q2 FY26±35.6%→−12.1%×0.34
May 6 '26±26.1%→−4.2%×0.16
Feb 18 '26±10.0%→+6.1%×0.61
Nov 5 '25±32.8%→+5.1%×0.16
Aug 6 '25±14.0%→+16.4%×1.17
May 7 '25±21.9%→−9.0%×0.41
Feb 19 '25±15.3%→+3.8%×0.25
Nov 7 '24±9.2%→+6.7%×0.73
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported -1.81 · rev $30M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.