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

Implied ±9.1%, either direction.

GLADNasdaqFinancial

Gladstone Capital Corp (GLAD) earnings date, market-implied expected move, and options open interest by expiry

19.64

pre 19.40 +1.31%

Pre-market17:52 ETdelayed

Open18.98Volume132,436Mkt cap$432.7MP/E9.11EPS2.13Div yield9.56%

Day18.98 – 19.8747%52-wk15.50 – 19.8889%

GLAD

Gladstone Capital Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.1%implied · report alone

17.8821.48

straddle ±9.9%

spot 19.68exp Nov 20ATM strike 20ATM straddle 2.30IV 69%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

after close · in 11 days

est.Q4 FY26

Calendar

Next report

Last report

−1.40%

vs ±6.3% implied · ×0.22

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.23%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

77 managers

Top fund weight

—

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

Gladstone Capital (GLAD) is expected to report on Nov 16 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q3 FY26Aug 4 '26confirmed±6.3%▼−1.40%×0.22

quarterimplied−10%0+10%realized×

Q3 FY26±6.3%▼−1.40%×0.22

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.30OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

1480%Nov 2015d500+13%

1,7310%Dec 1843d2.686460%2.68

117+1%Mar 19134d0.70167+1%0.70

ExpiryPutsCallsP/C

Nov 2015d1480%500+13%0.30

Dec 1843d1,7310%6460%2.68

Mar 19134d117+1%167+1%0.70

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 filedQ3 FY26

66.60%as filednet margin · revenue −15.66% QoQ · +59.40% YoY

Revenue$21M−15.66%

Pre-tax income$14M−15.63%

Net income$14M66.60%−15.63%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:45 ET

Intraday

Event sensitivity

PPI ×1.29· ±1.3% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.3%5 of 10×1.29

FOMCrate decision±1.2%9 of 24×1.17

CPIconsumer prices±1.0%4 of 10×0.93

CPROFcorporate profits±0.9%5 of 12×0.85

PCEpersonal income & outlays±0.8%10 of 19×0.83

NFPjobs report±0.8%2 of 10×0.76

GDPgross domestic product±0.8%8 of 19×0.75

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS — · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Aug 4 '26 · confirmed	—	—
Q2 FY26	—	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod