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

Implied ±9.6%, either direction.

PSECNasdaqFinancial

Prospect Capital Corp (PSEC) earnings date, market-implied expected move, and options open interest by expiry

1.43

−0.12 · −7.70%

Regular session14:46 ET

Open1.56Volume4.7MMkt cap$813.5MP/E23.85EPS0.06Div yield30.97%

Day1.42 – 1.589%52-wk1.40 – 2.692%

PSEC

Prospect Capital Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±9.6%implied · straddle

1.401.70

spot 1.55exp Nov 20ATM strike 1.5ATM straddle 0.18IV 67%

Nov 3 close

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q1 FY27

Calendar

Next report

Last report

+2.19%

vs ±10.5% implied · ×0.21

shaded = implied · ▲▼ = realized

Aug 20 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+12.79%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

203 managers

Top fund weight

—

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

Prospect Capital (PSEC) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q4 FY26Aug 20 '26confirmed±10.5%▲+2.19%×0.21

quarterimplied−15%0+15%realized×

Q4 FY26±10.5%▲+2.19%×0.21

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.56OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,467+4%Nov 2016d2,639−1%

16,771+1%Jan 1572d0.4042,0390%0.40

138+62%Feb 19107d0.121,134+24%0.12

ExpiryPutsCallsP/C

Nov 2016d1,467+4%2,639−1%0.56

Jan 1572d16,771+1%42,0390%0.40

Feb 19107d138+62%1,134+24%0.12

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

derived from FYQ4 FY26

−6.84%derived from FYnet margin · revenue −68.21% QoQ · −61.52% YoY

Revenue$66M−68.21%

Pre-tax income−$30M−153.35%

Net income−$5M−6.84%−108.00%

Derived: FY − Q1–Q3 · 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 · 14:45 ET

Intraday

Event sensitivity

NFP ×2.07· ±2.8% vs ±1.3% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.8%4 of 10×2.07

PPIproducer prices±1.9%5 of 10×1.41

PCEpersonal income & outlays±1.7%8 of 19×1.27

GDPgross domestic product±1.6%7 of 19×1.23

CPIconsumer prices±1.5%6 of 10×1.13

CPROFcorporate profits±1.5%5 of 12×1.12

FOMCrate decision±1.4%7 of 24×1.04

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS -0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q4 FY26	Aug 20 '26 · confirmed	-0.06	—
Q3 FY26	—	0.05	—
Q2 FY26	—	-0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod