SACHNYSEReal Estate Investment Trusts

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

0.84

+0.02 · +2.09%

post 0.82 −2.18%

Closed15:04 ET

Open0.82Volume47,104Mkt cap$39.3MEPS-0.27Div yield14.63%

Day0.82 – 0.820%52-wk0.76 – 1.429%

SACH

Sachem Capital Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 9

after close · in 9 days

est.Q3 FY26

Calendar

Next report

Last report

−0.08%

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−0.27%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

41 managers

Top fund weight

0.00%

SACH weight · VTI

N-PORTJun 30 '26

1 fund

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

Sachem Capital (SACH) is expected to report on Nov 9 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 6 '26confirmed—▼−0.08%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−0.08%—

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.00OI · 2 expiries · Oct 30 closeP/C open interest · Dec 18 · first expiry after the report

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

10%Dec 1848d4530%

0—Mar 19139d0.002830%0.00

ExpiryPutsCallsP/C

Dec 1848d10%4530%0.00

Mar 19139d0—2830%0.00

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

−177.11%as filednet margin · revenue −38.74% QoQ · −44.37% YoY

Revenue$3M−38.74%

Pre-tax income−$5M+11.52%

Net income−$5M−177.11%+11.52%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

NFP ×1.16· ±2.5% vs ±2.1% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%3 of 10×1.16

FOMCrate decision±2.4%6 of 24×1.12

PCEpersonal income & outlays±2.2%11 of 19×1.04

CPROFcorporate profits±2.0%5 of 12×0.92

GDPgross domestic product±2.0%8 of 19×0.92

CPIconsumer prices±1.1%5 of 11×0.51

PPIproducer prices±0.7%3 of 11×0.33

Bar = avg |move| to ±3% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS -0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	-0.14	—
Q1 FY26	—	-0.15	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod