What move does the options market price into Onity's report?

Implied ±8.6%, either direction.

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

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

ONITNYSEMortgage Bankers & Loan Correspondents

Onity Group Inc. (ONIT) earnings date, market-implied expected move, and options open interest by expiry

28.74

−0.23 · −0.81%

post 28.74 +0.01%

Closed16:00 ET

Open29.20Volume63,816Mkt cap$242.0MP/E1.68EPS17.09

Day28.70 – 29.208%52-wk24.86 – 54.1013%

ONIT

Onity Group Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.6%implied · report alone

8Q avg ±6.0%·×1.43·rich

26.2131.15

straddle ±12.0%

spot 28.68exp Nov 20ATM strike 30ATM straddle 4.05IV 78%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−2.94%

vs ±12.4% implied · ×0.24

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+18.26%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

105 managers

Top fund weight

0.01%

ONIT weight · IWM

N-PORTJun 30 '26

3 funds

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

Onity (ONIT) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±9.8%
avg realized: ±6.0%

Feb 13 '25Feb 13 '25confirmed±7.4%▼−8.31%×1.13

Apr 30 '25Apr 30 '25confirmed±8.8%▲+5.57%×0.63

Aug 5 '25Aug 5 '25confirmed±11.7%▲+3.41%×0.29

Q3 FY25Nov 6 '25confirmed±8.8%▼−2.88%×0.33

Jan 26 '26Jan 26 '26confirmed±9.7%▼−0.97%×0.10

Feb 12 '26Feb 12 '26confirmed±7.8%▲+6.12%×0.78

Q1 FY26May 5 '26confirmed±11.8%▼−18.08%×1.53

Q2 FY26Aug 6 '26confirmed±12.4%▼−2.94%×0.24

quarterimplied−20%0+20%realized×

Q2 FY26±12.4%▼−2.94%×0.24

Q1 FY26±11.8%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 23 close

0.33OI · 2 expiries · Oct 23 closeP/C open interest · Jan 15 · first expiry after the report

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

1,2220%Jan 1573d3,6610%

91+12%Apr 16164d0.061,4140%0.06

ExpiryPutsCallsP/C

Jan 1573d1,2220%3,6610%0.33

Apr 16164d91+12%1,4140%0.06

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

Positioning

Linked exposure

scenario · straddle±12.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−3.52%as filednet margin · revenue +0.92% QoQ · +21.42% YoY

Revenue$338M+0.92%

Pre-tax income−$15M−288.75%

Net income−$12M−3.52%−256.58%

Tax−$3M−1166.67%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.43· ±2.8% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%4 of 10×1.43

FOMCrate decision±2.6%11 of 24×1.31

PPIproducer prices±1.9%6 of 10×0.98

PCEpersonal income & outlays±1.9%9 of 19×0.97

GDPgross domestic product±1.8%6 of 19×0.93

CPIconsumer prices±1.5%4 of 10×0.77

CPROFcorporate profits±1.3%5 of 12×0.67

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS -1.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-1.53	—
Q1 FY26	May 5 '26 · confirmed	0.74	—
Q3 FY25	Nov 6 '25 · confirmed	2.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod