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

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

DHCNasdaqReal Estate Investment Trusts

Diversified Healthcare Trust (DHC) earnings date, market-implied expected move, and options open interest by expiry

7.55

−0.19 · −2.39%

post 7.55 0.00%

After hours16:00 ETdelayed

Open7.48Volume1.5MMkt cap$1.9BEPS-0.64Div yield0.52%

Day7.44 – 7.6167%52-wk3.90 – 9.6564%

DHC

Diversified Healthcare Trust

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 13

before open · in 71 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 2

after close

confirmedQ3 FY26

Implied vs realized

Linked news

News

Largest filed tie

13F top-10 QoQ

−1.18%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

240 managers

Top fund weight

0.09%

DHC weight · VNQ

N-PORTJul 31 '26

4 funds

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

Diversified Healthcare Trust (DHC) is expected to report on Jan 13 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±19.6%
avg realized: ±6.5%

Feb 25 '25Feb 25 '25confirmed±12.4%▲+8.57%×0.69

May 5 '25May 5 '25confirmed±13.2%▲+31.19%×2.36

Aug 4 '25Aug 4 '25confirmed±39.9%▲+0.59%×0.01

Q3 FY25Nov 3 '25confirmed±20.9%▼−4.86%×0.23

Jan 14 '26Jan 14 '26confirmed±13.3%▼−0.37%×0.03

Feb 23 '26Feb 23 '26confirmed±26.9%▼−0.81%×0.03

Q1 FY26May 4 '26confirmed±15.2%▲+5.28%×0.35

Q2 FY26Aug 3 '26confirmed±15.2%▼−0.11%×0.01

quarterimplied−40%0+40%realized×

Q2 FY26±15.2%▼−0.11%×0.01

Q1 FY26±15.2%▲+5.28%×0.35

Feb '26±26.9%▼−0.81%×0.03

Jan '26±13.3%▼−0.37%×0.03

Q3 FY25±20.9%▼−4.86%×0.23

Aug '25±39.9%▲+0.59%×0.01

2 older reports

May '25±13.2%▲+31.19%×2.36

Feb '25±12.4%▲+8.57%×0.69

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

0.03OI · 2 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

1,7530%Dec 1845d0.286,207−5%0.28

report · Jan 13 · before open · est.

220%Mar 19136d8700%

ExpiryPutsCallsP/C

Dec 1845d1,7530%6,207−5%0.28

report · Jan 13 · before open · est.

Mar 19136d220%8700%0.03

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 filedQ3 FY26

−13.66%as filednet margin · revenue +0.62% QoQ · −5.41% YoY

Revenue$368M+0.62%

Gross profit$368M100.00%+0.62%

Operating income−$15M−3.97%−2715.64%

Pre-tax income−$52M−37.50%

Net income−$50M−13.66%−34.23%

Cost of revenue$0—

Operating expenses$382M+4.47%

Tax$724,000−44.18%

Other expense−$38M−0.46%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.24· ±3.0% vs ±2.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.0%11 of 24×1.24

GDPgross domestic product±1.9%9 of 20×0.78

CPIconsumer prices±1.8%6 of 11×0.75

NFPjobs report±1.7%2 of 10×0.71

CPROFcorporate profits±1.7%6 of 12×0.70

PCEpersonal income & outlays±1.5%7 of 20×0.63

PPIproducer prices±1.3%6 of 11×0.54

Bar = avg |move| to ±3% · tick = ±2.4% avg day · ×base = |move| ÷ ±2.4% · min 6 releases

Earnings history

EPS -0.21 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	-0.21	—
Q2 FY26	Aug 3 '26 · confirmed	-0.16	—
Q1 FY26	May 4 '26 · confirmed	-0.18	—
Q3 FY25	Nov 3 '25 · confirmed	-0.68	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod