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

Implied ±17.6%, either direction · provisional.

PNNTNYSEFinancial

Pennantpark Investment Corp (PNNT) earnings date, market-implied expected move, and options open interest by expiry

3.04

+0.03 · +0.83%

post 3.04 0.00%

Closed16:00 ET

Open3.00Volume760,152Mkt cap$197.2MP/E7.70Div yield21.19%

Day2.96 – 3.0582%52-wk2.78 – 5.2710%

PNNT

Pennantpark Investment Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±17.6%implied · straddle

2.493.55

spot 3.02exp Dec 18ATM strike 2.5ATM straddle 0.62IV 64%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Nov 23

after close · in 23 days

est.Q4 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

−7.86%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

100 managers

Top fund weight

—

Pennantpark Investment (PNNT) is expected to report on Nov 23 after close (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 2 expiries · Oct 16 close

0.29OI · 2 expiries · Oct 16 closeP/C open interest · Dec 18 · first expiry after the report

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

2120%Dec 1848d7270%

105—Mar 19139d1.8158—1.81

ExpiryPutsCallsP/C

Dec 1848d2120%7270%0.29

Mar 19139d105—58—1.81

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ3 FY26

21.94%as filednet margin · revenue +53.55% QoQ · −21.38% YoY

Revenue$20M+53.55%

Pre-tax income$4M+291.88%

Net income$4M21.94%+291.88%

Tax$0—

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.79· ±2.0% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.0%2 of 10×1.79

PPIproducer prices±1.4%7 of 11×1.26

CPIconsumer prices±1.3%3 of 11×1.17

PCEpersonal income & outlays±1.1%8 of 20×1.00

GDPgross domestic product±1.0%7 of 20×0.91

FOMCrate decision±1.0%9 of 25×0.90

CPROFcorporate profits±0.9%4 of 12×0.79

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

Earnings history

EPS — · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	—	—
Q2 FY26	—	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod