What move does the options market price into CareTrust REIT's report?

Implied ±3.3%, either direction.

How often does CareTrust REIT move more than the options market prices?

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

CTRENYSEReal Estate Investment Trusts

CareTrust REIT, Inc. (CTRE) earnings date, market-implied expected move, and options open interest by expiry

36.38

+0.12 · +0.34%

post 36.38 0.00%

Closed16:00 ET

Open36.43Volume2.1MMkt cap$8.6BP/E22.74EPS1.60Div yield4.14%

Day36.28 – 36.6626%52-wk32.64 – 43.1636%

CTRE

CareTrust REIT, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.3%implied · report alone

8Q avg ±2.0%·×1.67·rich

35.2037.58

straddle ±5.1%

spot 36.39exp Nov 20ATM strike 37.5ATM straddle 2.20IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 4

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+0.22%

vs ±4.7% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

5dENSG · customerEnsign posts Q3 GAAP EPS $1.76, raises 2026 EPS guidance to $7.94–$8.02

News

Largest filed tie

13F top-10 QoQ

+6.60%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

517 managers

Top fund weight

0.49%

CTRE weight · VNQ

N-PORTJul 31 '26

6 funds

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

CareTrust REIT (CTRE) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±5.6%
avg realized: ±2.0%

Oct 29 '24Oct 29 '24confirmed±6.5%▲+2.79%×0.43

Feb 12 '25Feb 12 '25confirmed±4.4%▲+3.67%×0.84

May 1 '25May 1 '25confirmed±5.2%▼−1.82%×0.35

Aug 6 '25Aug 6 '25confirmed±8.8%▼−0.31%×0.04

Q3 FY25Nov 5 '25confirmed±6.6%▼−1.22%×0.18

Feb 12 '26Feb 12 '26confirmed±4.6%▼−0.32%×0.07

Q1 FY26May 7 '26confirmed±4.2%▲+5.32%×1.27

Q2 FY26Aug 6 '26confirmed±4.7%▲+0.22%×0.05

quarterimplied−10%0+10%realized×

Q2 FY26±4.7%▲+0.22%×0.05

Q1 FY26±4.2%▲+5.32%×1.27

Feb '26±4.6%▼−0.32%×0.07

Q3 FY25±6.6%▼−1.22%×0.18

Aug '25±8.8%▼−0.31%×0.04

May '25±5.2%▼−1.82%×0.35

2 older reports

Feb '25±4.4%▲+3.67%×0.84

Oct '24±6.5%▲+2.79%×0.43

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

16.55OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · first expiry after the report

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

2,3340%Nov 2018d141−1%

7+75%Dec 1846d0.14500%0.14

154+1%Jan 1574d0.354450%0.35

77+26%Apr 16165d0.82940%0.82

ExpiryPutsCallsP/C

Nov 2018d2,3340%141−1%16.55

Dec 1846d7+75%500%0.14

Jan 1574d154+1%4450%0.35

Apr 16165d77+26%940%0.82

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

Positioning

Linked exposure

scenario · straddle±5.1%

Funds 4

VNQ±0.0%

IWM±0.0%

MDY±0.0%

UWM±0.0%

Customers 1

ENSG±2.7%×0.52

Dashed = straddle · × = co-movement · max 499dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

65.58%as filednet margin · revenue +11.35% QoQ · +51.31% YoY

Revenue

$135M+11.35% QoQ

Gross profit

$135M+11.35% QoQ

100.00% margin

Operating income

$77M+9.15% QoQ

57.60% margin

Pre-tax income

$91M+11.00% QoQ

Net income

$88M+10.98% QoQ

65.58% margin

Operating expenses

$57M+14.50% QoQ

Depreciation $30M

SG&A $20M

Other operating $7M

Tax

$3M+11.62% QoQ

Other income

$13M+23.20% QoQ

Revenue$135M+11.35%

Gross profit

$135M+11.35%

100.00% margin

Operating income

$77M+9.15%

57.60% margin

Pre-tax income

$91M+11.00%

Net income

$88M+10.98%

65.58% margin

Cost of revenue

Operating expenses

$57M+14.50%

Depreciation $30M

SG&A $20M

Other operating $7M

Other income$13M+23.20%

Tax$3M+11.62%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.57· ±1.7% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.7%8 of 10×1.57

FOMCrate decision±1.6%13 of 24×1.47

PPIproducer prices±1.0%4 of 10×0.93

PCEpersonal income & outlays±0.8%10 of 19×0.76

CPIconsumer prices±0.8%5 of 10×0.75

GDPgross domestic product±0.8%11 of 19×0.72

CPROFcorporate profits±0.7%6 of 12×0.71

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

Earnings history

EPS 0.38 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.38	—
Q1 FY26	May 7 '26 · confirmed	0.36	—
Q3 FY25	Nov 5 '25 · confirmed	0.35	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod