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

Implied ±14.8%, either direction · provisional.

How often does Ladder Capital move more than the options market prices?

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

LADRNYSEReal Estate Investment Trusts

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

9.36

Pre-market15:59 ETdelayed

Open9.34Volume2.9MMkt cap$1.2BP/E11.70EPS0.80Div yield9.83%

Day9.27 – 9.3975%52-wk8.48 – 10.5742%

LADR

Ladder Capital Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±14.8%implied · straddle

7.9810.74

spot 9.36exp Feb 19ATM strike 10ATM straddle 1.62IV 36%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 4

before open · in 91 days

est.Q4 FY26

Calendar

Next report

Last report

+3.29%

vs ±11.5% implied · ×0.29

shaded = implied · ▲▼ = realized

Oct 16 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+5.47%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

219 managers

Top fund weight

0.04%

LADR weight · IWM

N-PORTJun 30 '26

4 funds

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

Ladder Capital (LADR) is expected to report on Feb 4 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.8%
avg realized: ±2.5%

Feb 6 '25Feb 6 '25confirmed±9.2%▲+4.27%×0.46

Apr 24 '25Apr 24 '25confirmed±5.6%▲+0.29%×0.05

Jul 24 '25Jul 24 '25confirmed±10.5%▲+1.08%×0.10

Oct 23 '25Oct 23 '25confirmed±11.1%▲+0.55%×0.05

Feb 5 '26Feb 5 '26confirmed±13.7%▼−6.51%×0.47

Q1 FY26Apr 23 '26confirmed±4.4%▲+1.95%×0.44

Q2 FY26Jul 23 '26confirmed±4.5%▼−2.15%×0.47

Q3 FY26Oct 16 '26confirmed±11.5%▲+3.29%×0.29

quarterimplied−15%0+15%realized×

Q3 FY26±11.5%▲+3.29%×0.29

Q2 FY26±4.5%▼−2.15%×0.47

Q1 FY26±4.4%▲+1.95%×0.44

Feb '26±13.7%▼−6.51%×0.47

Oct '25±11.1%▲+0.55%×0.05

Jul '25±10.5%▲+1.08%×0.10

2 older reports

Apr '25±5.6%▲+0.29%×0.05

Feb '25±9.2%▲+4.27%×0.46

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 16 close

0.27OI · 2 expiries · Oct 16 closeP/C open interest · Feb 19 · first expiry after the report

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

82+24%Nov 2015d0.10845+2%0.10

report · Feb 4 · before open · est.

3310%Feb 19106d1,2320%

ExpiryPutsCallsP/C

Nov 2015d82+24%845+2%0.10

report · Feb 4 · before open · est.

Feb 19106d3310%1,2320%0.27

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

Positioning

Linked exposure

scenario · straddle±14.8%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

55.41%as filednet margin · revenue +348.22% QoQ · +106.99% YoY

Revenue$119M+348.22%

Pre-tax income$67M+312.85%

Net income$66M55.41%+352.48%

Tax$1M−17.10%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.42· ±1.4% vs ±1.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%10 of 24×1.42

PPIproducer prices±1.3%4 of 10×1.28

NFPjobs report±1.0%6 of 10×1.00

CPIconsumer prices±0.7%3 of 10×0.69

PCEpersonal income & outlays±0.6%8 of 19×0.65

GDPgross domestic product±0.6%8 of 19×0.59

CPROFcorporate profits±0.5%4 of 12×0.49

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

Earnings history

EPS 0.53 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 16 '26 · confirmed	0.53	—
Q2 FY26	Jul 23 '26 · confirmed	0.12	—
Q1 FY26	Apr 23 '26 · confirmed	0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod