Orchid Island Capital, Inc. · Brief

Next report

89 days

Jan 28 · after closeest.Q4 FY26

Earnings

Expected move

No implied move.

Implied vs realized

8 reportsHistory

0 of 8≥ implied

avg implied: ±7.7%
avg realized: ±2.6%

Oct 23 '25±4.0%▲+2.69%×0.67

Jan 14 '26±4.9%▲+2.78%×0.57

Jan 29 '26±9.7%▼−4.29%×0.44

Q1 FY26±8.3%▲+3.07%×0.37

Q2 FY26±9.3%▲+1.64%×0.18

Jul 23 '26±14.4%▼−1.06%×0.07

Q3 FY26±3.4%▲+1.97%×0.59

Oct 22 '26±7.5%▲+3.06%×0.41

quarterimplied−15%0+15%realized×

Oct '26±7.5%▲+3.06%×0.41

Q3 FY26±3.4%▲+1.97%×0.59

Jul '26±14.4%▼−1.06%×0.07

Q2 FY26±9.3%▲+1.64%×0.18

Q1 FY26±8.3%▲+3.07%×0.37

Jan '26±9.7%▼−4.29%×0.44

2 older reports

Jan '26±4.9%▲+2.78%×0.57

Oct '25±4.0%▲+2.69%×0.67

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

Bull & bear

Jan 28 report · est.

Bull2 of 3

10disclosed supplier and customer ties in SEC filingsSEC filings

200managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

3 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

19managers representing most of reported value13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

Linked exposure

ORC report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 22impliedImplied move: ±7.5% into Oct 22 earnings (Oct 22 close).Source

Oct 8impliedImplied move: ±9.1% into Oct 14 earnings (Oct 8 close).Source

Oct 6report dateEarnings date confirmed: Oct 22, after close.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.