How often does TPG Mortgage Investment Trust move more than the options market prices?

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

MITTNYSEReal Estate Investment Trusts

TPG Mortgage Investment Trust, Inc. (MITT) earnings date, market-implied expected move, and options open interest by expiry

5.67

0.00 · +0.05%

Regular session13:31 ET

Open5.78Volume254,514Mkt cap$180.3MP/E7.46EPS0.76Div yield16.75%

Day5.66 – 5.7810%52-wk5.20 – 8.3515%

MITT

TPG Mortgage Investment Trust, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 1

before open · in 117 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

before open

confirmedNov 3 closethin chain

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+14.51%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

116 managers

Top fund weight

0.01%

MITT weight · IWM

N-PORTJun 30 '26

3 funds

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

TPG Mortgage Investment Trust (MITT) is expected to report on Mar 1 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±6.9%
avg realized: ±6.0%

Aug 2 '24Aug 2 '24confirmed±5.9%▼−9.21%×1.57

Nov 5 '24Nov 5 '24confirmed±3.9%▼−2.95%×0.76

Mar 3 '25Mar 3 '25confirmed±4.7%▲+1.59%×0.34

May 6 '25May 6 '25confirmed±9.2%▼−2.71%×0.29

Aug 1 '25Aug 1 '25confirmed±5.8%▼−7.81%×1.34

Q3 FY25Nov 4 '25confirmed±5.9%▲+6.71%×1.14

Q1 FY26Apr 29 '26confirmed±9.4%▼−6.10%×0.65

Q2 FY26Aug 10 '26confirmed±10.7%▼−10.86%×1.02

quarterimplied−15%0+15%realized×

Q2 FY26±10.7%▼−10.86%×1.02

Q1 FY26±9.4%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.29OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · nearest expiry

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

145+1%Nov 2016d5050%

470%Feb 19107d0.095250%0.09

ExpiryPutsCallsP/C

Nov 2016d145+1%5050%0.29

Feb 19107d470%5250%0.09

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

70.49%as filednet margin · revenue −1.94% QoQ · +14.03% YoY

Revenue$20M−1.94%

Pre-tax income$14M+527.72%

Net income$14M70.49%+500.59%

Tax$188,000+3.30%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:30 ET

Intraday

Event sensitivity

FOMC ×1.44· ±1.9% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.9%10 of 24×1.44

CPIconsumer prices±1.3%4 of 10×0.97

PPIproducer prices±1.3%3 of 10×0.94

NFPjobs report±1.2%7 of 10×0.87

GDPgross domestic product±1.1%9 of 19×0.83

CPROFcorporate profits±1.1%6 of 12×0.82

PCEpersonal income & outlays±1.0%8 of 19×0.76

Bar = avg |move| to ±2% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.29 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	0.29	—
Q1 FY26	Apr 29 '26 · confirmed	-0.27	—
Q3 FY25	Nov 4 '25 · confirmed	0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod