What move does the options market price into Rexford Industrial Realty's report?

Implied ±10.1%, either direction · provisional.

REXRNYSEReal Estate Investment Trusts

Rexford Industrial Realty, Inc. (REXR) earnings date, market-implied expected move, and options open interest by expiry

38.22

−0.13 · −0.35%

post 38.22 0.00%

Closed16:00 ET

Open38.34Volume2.1MMkt cap$8.1BEPS-2.10Div yield4.54%

Day38.22 – 38.481%52-wk31.11 – 40.3977%

REXR

Rexford Industrial Realty, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.1%implied · straddle

34.3742.07

spot 38.22exp Feb 19ATM strike 40ATM straddle 4.52IV 25%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 3

after close · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

+6.70%

vs ±6.4% implied · ×1.05

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Linked news

4dBX · supplierBlackstone prices $600 million 5.650% notes due 2031 and $500 million 5.900% notes due 2033

News

Largest filed tie

13F top-10 QoQ

−2.64%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

423 managers

Top fund weight

0.44%

REXR weight · VNQ

N-PORTJul 31 '26

4 funds

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

Rexford Industrial Realty (REXR) is expected to report on Feb 3 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 23 '26confirmed—▲+8.39%—

Q3 FY26Oct 22 '26confirmed±6.4%▲+6.70%×1.05

quarterimplied−10%0+10%realized×

Q3 FY26±6.4%▲+6.70%×1.05

Q2 FY26—▲+8.39%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.47OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

1360%Nov 2019d0.74185+39%0.74

6,489−1%Dec 1847d3.531,837+5%3.53

577+3%Jan 1575d0.59986+65%0.59

report · Feb 3 · after close · est.

154+3%Apr 16166d330+20%

ExpiryPutsCallsP/C

Nov 2019d1360%185+39%0.74

Dec 1847d6,489−1%1,837+5%3.53

Jan 1575d577+3%986+65%0.59

report · Feb 3 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±10.1%

Funds 4

VNQ±0.0%

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

7.56%as filednet margin · revenue −2.61% QoQ · −5.58% YoY

Revenue$239M−2.61%

Gross profit$239M100.00%+26.31%

Operating income$94M39.41%+118.82%

Pre-tax income$18M+103.44%

Net income$18M7.56%+103.45%

Cost of revenue$0−100.00%

Operating expenses$145M−79.01%

Other expense−$76M−203.80%

Source: SEC filings · standardized · QE Sep 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

FOMC ×1.27· ±1.6% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%9 of 24×1.27

CPIconsumer prices±1.3%5 of 11×1.01

NFPjobs report±1.2%5 of 10×0.94

GDPgross domestic product±1.0%6 of 19×0.79

CPROFcorporate profits±0.9%3 of 12×0.73

PPIproducer prices±0.9%6 of 11×0.73

PCEpersonal income & outlays±0.9%5 of 19×0.69

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 22 '26 · confirmed	0.07	—
Q2 FY26	Jul 23 '26 · confirmed	-2.26	—
Q1 FY26	—	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod