How often does Franklin BSP Realty Trust move more than the options market prices?

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

FBRTNYSEReal Estate Investment Trusts

Franklin BSP Realty Trust, Inc. (FBRT) earnings date, market-implied expected move, and options open interest by expiry

6.44

+0.25 · +4.03%

Regular session10:56 ET

Open6.23Volume1.3MMkt cap$468.4MP/E24.15Div yield15.43%

Day6.23 – 6.44100%52-wk5.90 – 9.7914%

FBRT

Franklin BSP Realty Trust, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

after close · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

−2.84%

vs ±13.1% implied · ×0.22

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−7.73%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

242 managers

Top fund weight

0.02%

FBRT weight · IWM

N-PORTJun 30 '26

3 funds

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

Franklin BSP Realty Trust (FBRT) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±7.8%
avg realized: ±3.4%

Feb 13 '25Feb 13 '25confirmed±6.0%▲+1.69%×0.28

Apr 28 '25Apr 28 '25confirmed±4.5%▼−0.43%×0.10

Jul 30 '25Jul 30 '25confirmed±4.0%▲+0.20%×0.05

Oct 29 '25Oct 29 '25confirmed±8.9%▼−3.94%×0.44

Feb 11 '26Feb 11 '26confirmed±7.3%▼−14.19%×1.95

Q1 FY26Apr 29 '26confirmed±8.0%▲+1.45%×0.18

Q2 FY26Jul 29 '26confirmed±10.4%▲+2.79%×0.27

Q3 FY26Oct 28 '26confirmed±13.1%▼−2.84%×0.22

quarterimplied−15%0+15%realized×

Q3 FY26±13.1%▼−2.84%×0.22

Q2 FY26±10.4%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.08OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

24+9%Nov 2016d0.021,045+2077%0.02

620%Dec 1844d0.173580%0.17

report · Feb 10 · after close · est.

820%Mar 19135d1,088+606%

ExpiryPutsCallsP/C

Nov 2016d24+9%1,045+2077%0.02

Dec 1844d620%3580%0.17

report · Feb 10 · after close · est.

Mar 19135d820%

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

−20.06%as filednet margin · revenue +1.68% QoQ · −18.83% YoY

Revenue$135M+1.68%

Gross profit$107M79.57%−3.89%

Operating income$79M58.41%−0.92%

Pre-tax income−$35M−362.06%

Net income−$27M−20.06%−266.16%

Cost of revenue$28M+31.30%

Operating expenses$29M−11.22%

Tax−$8M−177.10%

Other expense−$114M−72.20%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:45 ET

Intraday

Event sensitivity

FOMC ×1.35· ±1.6% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%8 of 24×1.35

PPIproducer prices±1.4%6 of 10×1.20

NFPjobs report±1.2%6 of 10×1.03

GDPgross domestic product±1.2%11 of 19×1.02

PCEpersonal income & outlays±1.2%10 of 19×0.99

CPROFcorporate profits±0.9%7 of 12×0.75

CPIconsumer prices±0.8%6 of 10×0.70

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS -0.41 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	-0.41	—
Q2 FY26	Jul 29 '26 · confirmed	9,653,000.12	—
Q1 FY26	Apr 29 '26 · confirmed	6,064,000.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod