What move does the options market price into Alpine Income Property Trust's report?

Implied ±21.5%, either direction · provisional.

How often does Alpine Income Property Trust move more than the options market prices?

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

PINENYSEReal Estate Investment Trusts

Alpine Income Property Trust, Inc. (PINE) earnings date, market-implied expected move, and options open interest by expiry

16.65

−0.27 · −1.61%

post 16.83 +1.10%

Closed19:44 ET

Open16.68Volume167,962Mkt cap$298.4MP/E33.00EPS0.51Div yield7.25%

Day16.65 – 16.83100%52-wk13.61 – 21.6240%

PINE

Alpine Income Property Trust, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±21.5%implied · straddle

13.0620.20

spot 16.63exp Feb 19ATM strike 17.5ATM straddle 4.20IV 57%

Nov 3 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 4

after close · in 92 days

est.Q4 FY26

Calendar

Next report

Last report

−7.23%

vs ±5.3% implied · ×1.37

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

11.00%

of PINE revenue · Dick's Sporting Goods

customerPINE 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+12.02%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

146 managers

Top fund weight

0.01%

PINE weight · IWM

N-PORTJun 30 '26

3 funds

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

Alpine Income Property Trust (PINE) is expected to report on Feb 4 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.6%
avg realized: ±3.4%

Feb 6 '25Feb 6 '25confirmed±6.4%▼−5.70%×0.89

Apr 24 '25Apr 24 '25confirmed±10.3%▼−4.91%×0.47

Jul 24 '25Jul 24 '25confirmed±14.8%▼−1.24%×0.08

Oct 23 '25Oct 23 '25confirmed±7.7%▼−0.93%×0.12

Feb 5 '26Feb 5 '26confirmed±6.1%▲+6.28%×1.03

Q1 FY26Apr 23 '26confirmed±4.6%▲+0.86%×0.19

Q2 FY26Jul 23 '26confirmed±5.9%▼−0.19%×0.03

Q3 FY26Oct 22 '26confirmed±5.3%▼−7.23%×1.37

quarterimplied−15%0+15%realized×

Q3 FY26±5.3%▼−7.23%×1.37

Q2 FY26±5.9%

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

0.78OI · 3 expiries · Nov 2 closeP/C open interest · Feb 19 · first expiry after the report

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

166−3%Nov 2016d0.247000%0.24

13+18%Dec 1844d4.3330%4.33

report · Feb 4 · after close · est.

1330%Feb 19107d170−9%

ExpiryPutsCallsP/C

Nov 2016d166−3%7000%0.24

Dec 1844d13+18%30%4.33

report · Feb 4 · after close · est.

Feb 19107d1330%

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

Positioning

Linked exposure

scenario · straddle±21.5%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 1

CTO±11.2%×0.52

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

24.07%as filednet margin · revenue +4.11% QoQ · +43.45% YoY

Revenue$21M+4.11%

Pre-tax income$10M+13.01%

Net income$5M24.07%+11.58%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:30 ET

Intraday

Event sensitivity

CPI ×1.39· ±1.5% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.5%5 of 11×1.39

FOMCrate decision±1.4%5 of 24×1.33

NFPjobs report±1.3%4 of 10×1.24

GDPgross domestic product±0.8%9 of 20×0.78

CPROFcorporate profits±0.8%7 of 12×0.77

PPIproducer prices±0.8%4 of 11×0.74

PCEpersonal income & outlays±0.7%11 of 20×0.68

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.18 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 22 '26 · confirmed	0.18	—
Q2 FY26	Jul 23 '26 · confirmed	0.16	—
Q1 FY26	Apr 23 '26 · confirmed	0.06	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod