How often does loanDepot move more than the options market prices?

1 of the last 7 reports moved at least as far as the implied move.

LDINYSEFinance Services

loanDepot, Inc. (LDI) earnings date, market-implied expected move, and options open interest by expiry

0.58

−0.03 · −4.36%

post 0.59 +0.76%

Closed19:26 ET

Open0.61Volume2.0MMkt cap$198.0MEPS-0.31

Day0.57 – 0.6133%52-wk0.49 – 3.243%

LDI

loanDepot, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−0.95%

vs ±38.6% implied · ×0.02

shaded = implied · ▲▼ = realized

Aug 4 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+8.22%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

128 managers

Top fund weight

0.00%

LDI weight · IWM

N-PORTJun 30 '26

3 funds

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

loanDepot (LDI) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±26.5%
avg realized: ±6.6%

Nov 5 '24Nov 5 '24confirmed±19.3%▲+19.53%×1.01

Mar 11 '25Mar 11 '25confirmed±48.4%▼−8.70%×0.18

May 6 '25May 6 '25confirmed—▲+10.78%—

Aug 7 '25Aug 7 '25confirmed±20.9%▼−0.57%×0.03

Q3 FY25Nov 6 '25confirmed±9.6%▲+3.77%×0.39

Q1 FY26Mar 10 '26confirmed±12.5%▼−6.91%×0.55

May 5 '26May 5 '26confirmed±36.4%▼−6.04%×0.17

Q2 FY26Aug 4 '26confirmed±38.6%▼−0.95%×0.02

quarterimplied−50%0+50%realized×

Q2 FY26±38.6%▼−0.95%×0.02

May '26±36.4%

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

Implied vs realized

Positioning

OI · 5 expiries · Oct 29 close

0.04OI · 5 expiries · Oct 29 closeP/C open interest · Nov 13 · first expiry after the report

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

11−8%Nov 139d2960%

18+20%Nov 2016d0.121450%0.12

64+5%Dec 1844d0.023,443−2%0.02

7920%Jan 1572d0.0240,510+2%0.02

1460%Mar 19135d0.072,210+1%0.07

ExpiryPutsCallsP/C

Nov 139d11−8%2960%0.04

Nov 2016d18+20%1450%0.12

Dec 1844d64+5%3,443−2%0.02

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−1.96%as filednet margin · revenue +17.79% QoQ · +19.39% YoY

Revenue$337M+17.79%

Gross profit$214M63.32%+0.72%

Operating income$50M14.93%+9.69%

Pre-tax income−$7M+87.99%

Net income−$7M−1.96%+87.95%

Cost of revenue$181M+3.06%

Operating expenses$163M−1.76%

Tax$5,000+102.92%

Other expense−$57M+43.59%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:15 ET

Intraday

Event sensitivity

FOMC ×1.46· ±5.4% vs ±3.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±5.4%11 of 24×1.46

PPIproducer prices±4.4%5 of 10×1.17

NFPjobs report±4.0%4 of 10×1.07

CPIconsumer prices±3.1%4 of 10×0.82

GDPgross domestic product±2.6%6 of 19×0.70

PCEpersonal income & outlays±2.5%7 of 19×0.66

CPROFcorporate profits±2.2%4 of 12×0.59

Bar = avg |move| to ±6% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.02 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	-0.02	—
Q1 FY26	Mar 10 '26 · confirmed	-0.16	—
Q3 FY25	Nov 6 '25 · confirmed	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod