How often does Redwood Trust move more than the options market prices?

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

RWTNYSEReal Estate Investment Trusts

Redwood Trust Inc (RWT) earnings date, market-implied expected move, and options open interest by expiry

3.08

pre 2.83 −9.00%

Pre-market06:23 ETdelayed

Open2.62Volume3.3MMkt cap$390.7MEPS-0.07Div yield23.15%

Day2.62 – 2.83100%52-wk2.88 – 6.210%

RWT

Redwood Trust Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 10

after close · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−3.38%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

226 managers

Top fund weight

0.02%

RWT weight · IWM

N-PORTJun 30 '26

3 funds

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

Redwood Trust (RWT) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±9.6%
avg realized: ±6.3%

Apr 30 '25Apr 30 '25confirmed±7.2%▼−6.12%×0.85

Jul 30 '25Jul 30 '25confirmed±5.6%▼−7.91%×1.41

Oct 29 '25Oct 29 '25confirmed±13.0%▼−2.73%×0.21

Feb 11 '26Feb 11 '26confirmed±9.6%▲+20.58%×2.14

Q1 FY26Apr 29 '26confirmed±14.0%▼−0.89%×0.06

Q2 FY26Jul 7 '26confirmed±12.1%▲+3.74%×0.31

Jul 28 '26Jul 28 '26confirmed±8.0%▼−5.47%×0.68

Oct 13 '26Oct 13 '26confirmed±7.0%▼−3.28%×0.47

quarterimplied−25%0+25%realized×

Oct '26±7.0%▼−3.28%×0.47

Jul '26±8.0%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 26 close

0.16OI · 3 expiries · Oct 26 closeP/C open interest · Apr 16 · first expiry after the report

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

90+2%Nov 2016d0.36251+4%0.36

999+1%Jan 1572d0.472,130+4%0.47

report · Feb 10 · after close · est.

1,347+32%Apr 16163d8,369+32%

ExpiryPutsCallsP/C

Nov 2016d90+2%251+4%0.36

Jan 1572d999+1%2,130+4%0.47

report · Feb 10 · after close · est.

Apr 16163d1,347+32%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−1.96%as filednet margin · revenue −12.40% QoQ · +247.00% YoY

Revenue$56M−12.40%

Pre-tax income$45,000+100.56%

Net income−$1M−1.96%+80.01%

Tax$1M+145.75%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 06:15 ET

Intraday

Event sensitivity

PPI ×1.91· ±2.9% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.9%4 of 10×1.91

FOMCrate decision±2.4%11 of 24×1.56

NFPjobs report±1.8%4 of 10×1.17

GDPgross domestic product±1.4%6 of 19×0.94

PCEpersonal income & outlays±1.2%7 of 19×0.79

CPIconsumer prices±1.2%5 of 10×0.77

CPROFcorporate profits±1.1%6 of 12×0.73

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 7 '26 · confirmed	-0.03	—
Q1 FY26	Apr 29 '26 · confirmed	-0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod