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

Implied ±11.0%, either direction · provisional.

RITMNYSEReal Estate Investment Trusts

Rithm Capital Corp. (RITM) earnings date, market-implied expected move, and options open interest by expiry

9.36

Closed19:20 ET

Open9.43Volume6.3MMkt cap$5.2BP/E15.60EPS0.60Div yield10.74%

Day9.30 – 9.4347%52-wk7.77 – 11.1946%

RITM

Rithm Capital Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.0%implied · straddle

8.2910.33

spot 9.31exp Feb 19ATM strike 9ATM straddle 1.20IV 30%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 2

before open · in 94 days

est.Q4 FY26

Calendar

Next report

Last report

+8.18%

vs ±6.1% implied · ×1.34

shaded = implied · ▲▼ = realized

Oct 23 '26 · confirmed

Implied vs realized

Linked news

1dRKT · supplierRocket Companies reports Q3 net income $709 million, revenue $3,284 million

News

Largest filed tie

13F top-10 QoQ

+0.39%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

511 managers

Top fund weight

0.01%

RITM weight · VTI

N-PORTJun 30 '26

2 funds

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

Rithm Capital (RITM) is expected to report on Feb 2 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 28 '26confirmed—▲+5.96%—

Oct 23 '26Oct 23 '26confirmed±6.1%▲+8.18%×1.34

quarterimplied−10%0+10%realized×

Oct '26±6.1%▲+8.18%×1.34

Q2 FY26—▲+5.96%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 20 close

0.11OI · 4 expiries · Oct 20 closeP/C open interest · Feb 19 · first expiry after the report

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

13,896−1%Nov 2020d1.658,408+1%1.65

3,8550%Dec 1848d0.3211,9180%0.32

34,235−6%Jan 1576d1.5621,8920%1.56

report · Feb 2 · before open · est.

1,0760%Feb 19111d9,6160%

ExpiryPutsCallsP/C

Nov 2020d13,896−1%8,408+1%1.65

Dec 1848d3,8550%11,9180%0.32

Jan 1576d34,235−6%21,8920%1.56

report · Feb 2 · before open · est.

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

Positioning

Linked exposure

scenario · straddle±11.0%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

5.07%as filednet margin · revenue −7.16% QoQ · +7.75% YoY

Revenue$1.3B−7.16%

Pre-tax income$87M−43.67%

Net income$68M5.07%−37.97%

Tax$19M−57.61%

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 · 19:15 ET

Intraday

Event sensitivity

PPI ×2.45· ±2.5% vs ±1.0% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.5%5 of 11×2.45

FOMCrate decision±1.5%14 of 25×1.49

GDPgross domestic product±1.1%8 of 19×1.02

CPROFcorporate profits±1.0%5 of 12×0.96

PCEpersonal income & outlays±1.0%7 of 19×0.93

CPIconsumer prices±0.9%4 of 11×0.89

NFPjobs report±0.9%5 of 10×0.87

Bar = avg |move| to ±3% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 0.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	0.04	—
Q1 FY26	—	0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod