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

Implied ±8.2%, either direction.

How often does Gladstone Commercial move more than the options market prices?

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

GOODNasdaqLessors of Real Property, NEC

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

11.49

+0.06 · +0.50%

Regular session15:01 ET

Open11.52Volume687,353Mkt cap$553.3MP/E44.18EPS0.26Div yield10.50%

Day11.41 – 11.6042%52-wk9.51 – 13.0656%

GOOD

Gladstone Commercial Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · straddle

10.5012.37

spot 11.43exp Nov 20ATM strike 12.5ATM straddle 1.10IV 21%

Oct 30 closethin chain

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+5.47%

vs ±4.3% implied · ×1.28

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+15.99%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

203 managers

Top fund weight

0.03%

GOOD weight · VNQ

N-PORTJul 31 '26

4 funds

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

Gladstone Commercial (GOOD) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.8%
avg realized: ±3.5%

Nov 4 '24Nov 4 '24confirmed±7.1%▲+6.43%×0.91

Feb 18 '25Feb 18 '25confirmed±7.8%▲+0.75%×0.10

May 7 '25May 7 '25confirmed±6.0%▼−0.36%×0.06

Aug 6 '25Aug 6 '25confirmed±8.2%▼−0.23%×0.03

Q3 FY25Nov 3 '25confirmed±9.6%▼−6.14%×0.64

Feb 18 '26Feb 18 '26confirmed±15.8%▲+4.98%×0.31

Q1 FY26May 5 '26confirmed±3.7%▼−3.81%×1.03

Q2 FY26Aug 5 '26confirmed±4.3%▲+5.47%×1.28

quarterimplied−20%0+20%realized×

Q2 FY26±4.3%▲+5.47%×1.28

Q1 FY26±3.7%▼−3.81%×1.03

Feb '26±15.8%▲+4.98%×0.31

Q3 FY25±9.6%▼−6.14%×0.64

Aug '25±8.2%▼−0.23%×0.03

May '25±6.0%▼−0.36%×0.06

2 older reports

Feb '25±7.8%▲+0.75%×0.10

Nov '24±7.1%▲+6.43%×0.91

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

1.96OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

151−1%Nov 2018d77+4%

4520%Dec 1846d0.686600%0.68

600%Mar 19137d0.069270%0.06

ExpiryPutsCallsP/C

Nov 2018d151−1%77+4%1.96

Dec 1846d4520%6600%0.68

Mar 19137d600%9270%0.06

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

Positioning

Linked exposure

scenario · straddle±8.2%

Funds 4

VNQ±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

18.02%as filednet margin · revenue +5.01% QoQ · +14.97% YoY

Revenue$46M+5.01%

Pre-tax income$8M+18.62%

Net income$8M18.02%+18.62%

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 ×1.23· ±1.3% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.3%5 of 10×1.23

FOMCrate decision±1.3%8 of 24×1.20

GDPgross domestic product±1.2%8 of 19×1.16

CPROFcorporate profits±1.1%5 of 12×1.02

PCEpersonal income & outlays±0.9%9 of 19×0.84

NFPjobs report±0.8%8 of 10×0.75

CPIconsumer prices±0.6%5 of 10×0.60

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.11 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.11	—
Q1 FY26	May 5 '26 · confirmed	0.08	—
Q3 FY25	Nov 3 '25 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod