How often does LTC Properties move more than the options market prices?

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

LTCNYSEReal Estate Investment Trusts

LTC Properties Inc (LTC) earnings date, market-implied expected move, and options open interest by expiry

45.79

pre 45.65 +1.13%

Pre-market16:24 ETdelayed

Open45.14Volume913,557Mkt cap$2.6BP/E4.71EPS9.69Div yield4.98%

Day45.14 – 46.0656%52-wk32.05 – 46.1497%

LTC

LTC Properties Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 23

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedQ3 FY26Nov 2 close

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+11.12%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

287 managers

Top fund weight

0.10%

LTC weight · VNQ

N-PORTJul 31 '26

5 funds

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

LTC Properties (LTC) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±4.4%
avg realized: ±1.9%

Oct 28 '24Oct 28 '24confirmed±4.8%▲+5.95%×1.23

Feb 24 '25Feb 24 '25confirmed±5.2%▼−0.77%×0.15

May 5 '25May 5 '25confirmed±2.4%▲+3.50%×1.44

Aug 4 '25Aug 4 '25confirmed±2.9%▲+1.18%×0.40

Nov 4 '25Nov 4 '25confirmed±3.9%0.00%×0.00

Q1 FY26Feb 24 '26confirmed±4.8%▲+1.41%×0.29

May 6 '26May 6 '26confirmed±6.0%▲+0.39%×0.07

Q2 FY26Aug 5 '26confirmed±4.7%▲+1.89%×0.40

quarterimplied−10%0+10%realized×

Q2 FY26±4.7%▲+1.89%×0.40

May '26±6.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

0.42OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · nearest expiry

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

3280%Nov 2016d779−17%

60%Dec 1844d0.011,0110%0.01

1080%Feb 19107d0.081,4060%0.08

ExpiryPutsCallsP/C

Nov 2016d3280%779−17%0.42

Dec 1844d60%1,0110%0.01

Feb 19107d1080%1,4060%0.08

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 filedQ3 FY26

303.11%as filednet margin · revenue +16.58% QoQ · +66.32% YoY

Revenue$115M+16.58%

Pre-tax income$26M+10.53%

Net income$349M303.11%+1033.62%

Tax$398,000+139.76%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

NFP ×1.73· ±1.6% vs ±0.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.6%7 of 10×1.73

FOMCrate decision±1.2%10 of 24×1.33

GDPgross domestic product±0.9%11 of 19×0.95

PCEpersonal income & outlays±0.8%10 of 19×0.93

CPROFcorporate profits±0.8%7 of 12×0.90

CPIconsumer prices±0.8%7 of 10×0.89

PPIproducer prices±0.5%6 of 10×0.61

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 6.39 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	6.39	—
Q2 FY26	Aug 5 '26 · confirmed	0.56	—
Q1 FY26	Feb 24 '26 · confirmed	0.48	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod