What move does the options market price into FS KKR Capital's report?

Implied ±16.2%, either direction.

FSKNYSEFinancial

FS KKR Capital Corp (FSK) earnings date, market-implied expected move, and options open interest by expiry

11.05

−0.12 · −1.10%

post 11.05 0.00%

Closed16:00 ET

Open11.20Volume2.3MMkt cap$3.0BEPS-1.34Div yield24.84%

Day10.98 – 11.2229%52-wk8.86 – 13.9543%

FSK

FS KKR Capital Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.2%implied · straddle

9.2512.81

spot 11.03exp Nov 20ATM strike 10ATM straddle 2.10IV 98%

Oct 30 close

Expected move

Inputs

Next report

Nov 5

before open · in 5 days

confirmedQ3 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+17.16%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

448 managers

Top fund weight

—

FS KKR Capital (FSK) reports on Nov 5 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 20 close

38.31OI · 4 expiries · Oct 20 closeP/C open interest · Nov 20 · first expiry after the report

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

3,793+959%Nov 2020d99+230%

12,019+27%Dec 1848d0.5920,4570%0.59

2,951+13%Jan 1576d1.531,924+4%1.53

158—Apr 16167d0.33473—0.33

ExpiryPutsCallsP/C

Nov 2020d3,793+959%99+230%38.31

Dec 1848d12,019+27%20,4570%0.59

Jan 1576d2,951+13%1,924+4%1.53

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ2 FY26

−17.00%as filednet margin · revenue +0.50% QoQ · −26.74% YoY

Revenue$200M+0.50%

Pre-tax income$122M+4.27%

Net income−$34M−17.00%+92.29%

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

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

PPI ×1.93· ±2.0% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.0%6 of 11×1.93

NFPjobs report±1.5%3 of 10×1.46

PCEpersonal income & outlays±1.4%8 of 20×1.32

GDPgross domestic product±1.3%7 of 20×1.24

FOMCrate decision±1.1%11 of 25×1.05

CPROFcorporate profits±0.6%4 of 12×0.61

CPIconsumer prices±0.6%2 of 11×0.59

Bar = avg |move| to ±3% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS -0.13 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	-0.13	—
Q1 FY26	—	-1.57	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod