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

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

NEWTNasdaqNational Commercial Banks

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

10.72

−0.29 · −2.65%

Regular session13:06 ET

Open11.11Volume317,128Mkt cap$318.0MDiv yield6.90%

Day10.72 – 11.110%52-wk9.01 – 15.4327%

NEWT

NewtekOne, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 22

after close · in 137 days

est.Q4 FY26

Calendar

Next report

Last report

−3.93%

vs ±18.2% implied · ×0.22

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

32.00%

of Intelligent Protection Management revenue

supplierIPM 10-K

Largest filed tie

13F top-10 QoQ

+5.11%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

148 managers

Top fund weight

0.01%

NEWT weight · IWM

N-PORTJun 30 '26

3 funds

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

NewtekOne (NEWT) is expected to report on Mar 22 after close (estimated date).

Implied vs realized

8 reports

1 of 7≥ implied

avg implied: ±11.8%
avg realized: ±3.3%

Jan 29 '26Jan 29 '26confirmed±8.4%▼−5.73%×0.68

Mar 13 '26Mar 13 '26confirmed±9.9%▲+0.47%×0.05

Q1 FY26Apr 6 '26confirmed±13.2%▼−0.35%×0.03

Apr 30 '26Apr 30 '26confirmed±14.6%▲+1.16%×0.08

Q2 FY26Jun 12 '26confirmed±11.7%▲+2.19%×0.19

Aug 6 '26Aug 6 '26confirmed±6.5%▼−9.50%×1.46

Sep 14 '26Sep 14 '26confirmed—▲+0.33%—

Oct 28 '26Oct 28 '26confirmed±18.2%thin chain▼−3.93%×0.22

quarterimplied−20%0+20%realized×

Oct '26±18.2%▼−3.93%×0.22

Sep '26—

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.52OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · nearest expiry

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

127—Nov 2015d242—

155+8%Dec 1843d0.31507−1%0.31

510%Mar 19134d0.059280%0.05

ExpiryPutsCallsP/C

Nov 2015d127—242—0.52

Dec 1843d155+8%507−1%0.31

Mar 19134d510%9280%0.05

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

17.91%as filednet margin · revenue +7.45% QoQ · +2.13% YoY

Revenue

$82M+7.45% QoQ

Gross profit

$46M+6.97% QoQ

56.67% margin

Operating income

$26M+16.30% QoQ

31.44% margin

Pre-tax income

$19M+12.08% QoQ

Net income

$15M+9.03% QoQ

17.91% margin

Cost of revenue

$35M+8.08% QoQ

Operating expenses

$21M−2.76% QoQ

Other operating $13M

SG&A $8M

Other expense

$7M

Tax

$5M+23.18% QoQ

Revenue$82M+7.45%

Gross profit

$46M+6.97%

56.67% margin

Operating income

$26M+16.30%

31.44% margin

Pre-tax income

$19M+12.08%

Net income

$15M+9.03%

17.91% margin

Cost of revenue

$35M+8.08%

Operating expenses

$21M−2.76%

Other operating $13M

SG&A $8M

Other expense

$7M

Tax$5M+23.18%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:00 ET

Intraday

Event sensitivity

NFP ×1.69· ±3.0% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.0%4 of 10×1.69

PPIproducer prices±2.5%7 of 11×1.42

FOMCrate decision±2.3%13 of 24×1.26

GDPgross domestic product±1.7%11 of 20×0.94

CPIconsumer prices±1.5%7 of 11×0.82

PCEpersonal income & outlays±1.3%10 of 20×0.75

CPROFcorporate profits±1.3%6 of 12×0.71

Bar = avg |move| to ±4% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.47 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jun 12 '26 · confirmed	0.47	—
Q1 FY26	Apr 6 '26 · confirmed	0.43	—
Q3 FY25	—	0.67	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod