What move does the options market price into Gladstone Investment's report?

Implied ±4.9%, either direction.

GAINNasdaqFinancial

Gladstone Investment Corporation (GAIN) earnings date, market-implied expected move, and options open interest by expiry

15.47

+0.37 · +2.43%

Regular session10:17 ET

Open15.20Volume140,244Mkt cap$601.3MP/E3.64Div yield6.36%

Day15.20 – 15.47100%52-wk12.58 – 16.7669%

GAIN

Gladstone Investment Corporation

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.9%implied · straddle

14.3615.84

spot 15.10exp Nov 20ATM strike 15ATM straddle 0.88IV 34%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q2 FY27

Calendar

Next report

Last report

−1.60%

vs ±8.3% implied · ×0.19

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−2.95%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

95 managers

Top fund weight

—

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

Gladstone Investment (GAIN) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q1 FY27Aug 6 '26confirmed±8.3%▼−1.60%×0.19

quarterimplied−10%0+10%realized×

Q1 FY27±8.3%▼−1.60%×0.19

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.10OI · 4 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

168+2%Nov 2016d1,7560%

70%Dec 1844d0.03211+1%0.03

2200%Jan 1572d0.045,5380%0.04

1000%Apr 16163d0.263790%0.26

ExpiryPutsCallsP/C

Nov 2016d168+2%1,7560%0.10

Dec 1844d70%211+1%0.03

Jan 1572d2200%5,5380%0.04

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 filedQ1 FY27

−64.08%as filednet margin · revenue +18.00% QoQ · +22.96% YoY

Revenue$18M+18.00%

Pre-tax income$16M+250.11%

Net income−$12M−64.08%−114.39%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:15 ET

Intraday

Event sensitivity

PPI ×1.56· ±1.5% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.5%6 of 11×1.56

FOMCrate decision±1.1%10 of 24×1.20

NFPjobs report±1.0%4 of 10×1.03

CPROFcorporate profits±0.9%6 of 12×0.95

GDPgross domestic product±0.8%11 of 19×0.89

CPIconsumer prices±0.8%7 of 11×0.81

PCEpersonal income & outlays±0.7%7 of 19×0.77

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

Earnings history

EPS — · consensus —

Quarter	Reported	EPS	Consensus
Q1 FY27	Aug 6 '26 · confirmed	—	—
Q4 FY26	—	—	—
Q3 FY26	—	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod