How often does Dynex Capital move more than the options market prices?

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

DXNYSEReal Estate Investment Trusts

Dynex Capital Inc (DX) earnings date, market-implied expected move, and options open interest by expiry

10.86

+0.46 · +4.38%

Regular session14:07 ET

Open10.42Volume6.7MMkt cap$2.7BP/E16.70EPS0.65Div yield19.28%

Day10.42 – 10.9779%52-wk10.15 – 13.2423%

Dynex Capital Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

before open · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

−3.39%

vs ±9.6% implied · ×0.35

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+43.92%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

287 managers

Top fund weight

0.09%

DX weight · IWM

N-PORTJun 30 '26

3 funds

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

Dynex Capital (DX) is expected to report on Jan 25 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±6.5%
avg realized: ±1.2%

Jan 27 '25Jan 27 '25confirmed±3.7%▲+1.19%×0.32

Apr 21 '25Apr 21 '25confirmed±8.9%▼−1.80%×0.20

Jul 21 '25Jul 21 '25confirmed±3.4%▲+0.08%×0.02

Oct 20 '25Oct 20 '25confirmed±7.2%▲+0.37%×0.05

Jan 26 '26Jan 26 '26confirmed±4.7%▼−0.14%×0.03

Q1 FY26Apr 20 '26confirmed±8.1%▲+0.81%×0.10

Q2 FY26Jul 20 '26confirmed±6.5%▼−1.58%×0.24

Q3 FY26Oct 19 '26confirmed±9.6%▼−3.39%×0.35

quarterimplied−10%0+10%realized×

Q3 FY26±9.6%▼−3.39%×0.35

Q2 FY26±6.5%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.77OI · 3 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

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

1,183+3%Nov 2016d1.151,0280%1.15

5,7550%Dec 1844d0.649,004+1%0.64

report · Jan 25 · before open · est.

2,9350%Mar 19135d3,821+40%

ExpiryPutsCallsP/C

Nov 2016d1,183+3%1,0280%1.15

Dec 1844d5,7550%9,004+1%0.64

report · Jan 25 · before open · est.

Mar 19135d2,9350%

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

−29.42%as filednet margin · revenue +414.65% QoQ · +5784.40% YoY

Revenue$1.1B+414.65%

Pre-tax income−$336M−285.59%

Net income−$336M−29.42%−285.59%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

PPI ×1.60· ±1.5% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.5%6 of 11×1.60

FOMCrate decision±1.2%8 of 24×1.33

PCEpersonal income & outlays±0.9%10 of 20×0.98

GDPgross domestic product±0.9%8 of 20×0.97

CPROFcorporate profits±0.7%5 of 12×0.82

NFPjobs report±0.7%7 of 10×0.76

CPIconsumer prices±0.6%3 of 11×0.62

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

Earnings history

EPS -1.34 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 19 '26 · confirmed	-1.34	—
Q2 FY26	Jul 20 '26 · confirmed	0.80	—
Q1 FY26	Apr 20 '26 · confirmed	-0.41	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod