What move does the options market price into CTO Realty Growth's report?

Implied ±8.2%, either direction · provisional.

How often does CTO Realty Growth move more than the options market prices?

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

CTONYSEReal Estate Investment Trusts

CTO Realty Growth, Inc. (CTO) earnings date, market-implied expected move, and options open interest by expiry

20.11

pre 19.85 −0.65%

Pre-market04:00 ETdelayed

Open19.85Volume395,586Mkt cap$774.4MP/E17.57EPS1.13Div yield7.61%

Day19.85 – 19.8550%52-wk15.42 – 22.3164%

CTO

CTO Realty Growth, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · straddle

18.3421.62

spot 19.98exp Feb 19ATM strike 20ATM straddle 1.92IV 22%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 18

after close · in 106 days

est.Q4 FY26

Calendar

Next report

Last report

−2.16%

vs ±11.9% implied · ×0.18

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmedthin chain

Implied vs realized

Linked news

1dPINE · customerAlpine Income Property Trust acquires 13-property industrial portfolio for $117.3 million

News

Largest filed tie

13F top-10 QoQ

+8.39%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

219 managers

Top fund weight

0.04%

CTO weight · VNQ

N-PORTJul 31 '26

4 funds

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

CTO Realty Growth (CTO) is expected to report on Feb 18 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.0%
avg realized: ±3.2%

Feb 20 '25Feb 20 '25confirmed±2.7%▼−5.94%×2.17

May 1 '25May 1 '25confirmed±5.5%▲+0.22%×0.04

Jul 29 '25Jul 29 '25confirmed±5.0%▼−6.78%×1.36

Oct 28 '25Oct 28 '25confirmed±8.7%▲+1.29%×0.15

Feb 19 '26Feb 19 '26confirmed±7.2%▲+3.75%×0.52

Q1 FY26Apr 28 '26confirmed±6.8%▲+3.71%×0.55

Q2 FY26Jul 28 '26confirmed±7.7%▲+2.10%×0.27

Q3 FY26Oct 27 '26confirmed±11.9%thin chain▼−2.16%×0.18

quarterimplied−15%0+15%realized×

Q3 FY26±11.9%▼−2.16%×0.18

Q2 FY26±7.7%▲+2.10%×0.27

Q1 FY26±6.8%▲+3.71%×0.55

Feb '26±7.2%▲+3.75%×0.52

Oct '25±8.7%▲+1.29%×0.15

Jul '25±5.0%▼−6.78%×1.36

2 older reports

May '25±5.5%▲+0.22%×0.04

Feb '25±2.7%▼−5.94%×2.17

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 3 close

0.25OI · 2 expiries · Nov 3 closeP/C open interest · Feb 19 · first expiry after the report

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

2190%Nov 2016d0.77286+3%0.77

report · Feb 18 · after close · est.

550%Feb 19107d2230%

ExpiryPutsCallsP/C

Nov 2016d2190%286+3%0.77

report · Feb 18 · after close · est.

Feb 19107d550%2230%0.25

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

Positioning

Linked exposure

scenario · straddle±8.2%

Funds 4

VNQ±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 1

PINE±5.0%×0.61

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−13.87%as filednet margin · revenue −31.71% QoQ · −4.05% YoY

Revenue$37M−31.71%

Pre-tax income−$6M−135.63%

Net income−$5M−13.87%−134.22%

Tax−$612,000−154.59%

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

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

FOMC ×1.69· ±1.6% vs ±0.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%12 of 24×1.69

GDPgross domestic product±1.3%9 of 19×1.41

CPIconsumer prices±1.2%6 of 10×1.27

PPIproducer prices±1.0%4 of 10×1.04

PCEpersonal income & outlays±0.9%11 of 19×1.00

CPROFcorporate profits±0.8%7 of 12×0.92

NFPjobs report±0.8%5 of 10×0.83

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

Earnings history

EPS -0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 27 '26 · confirmed	-0.19	—
Q2 FY26	Jul 28 '26 · confirmed	0.38	—
Q1 FY26	Apr 28 '26 · confirmed	0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod