LDI
loanDepot, Inc.1.05post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 23:34:21 UTCnext report Nov 10 · 97d
Earnings Room‹ back to LDI
The report
reported · awaiting the session that absorbs itAug 4after the closenext Nov 10
Reported yesterday, after the closeThe move it made lands here once the session that absorbs it closes.
The reaction
Loading the session…
Expected movement · next report
market-implied · at the Aug 4 close±52.6%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Dec 18 · first after the reportATM strike 1straddle 0.65ATM IV 135%× 0.85 straddle-to-rangespot 1.05
Blast radius
2 linked · N-PORT + EDGARIf LDI moves ±52.6% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
Butterfly LadderNo options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±8.4% realized vs ±36.4% priced
May 5 '26±36.4%→−6.0%×0.17
Mar 10 '26±12.5%→−6.9%×0.55
Nov 6 '25±9.6%→+3.8%×0.39
Aug 7 '25±20.9%→−0.6%×0.03
May 6 '25±121.4%→+10.8%×0.09
Mar 11 '25±48.4%→−8.7%×0.18
Nov 5 '24±19.3%→+19.5%×1.01
Aug 6 '24±22.3%→+11.1%×0.50
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported -0.16 · rev $286M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.