What move does the options market price into SITE Centers's report?

Implied ±34.2%, either direction.

How often does SITE Centers move more than the options market prices?

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

SITCNYSEReal Estate Investment Trusts

SITE Centers Corp. (SITC) earnings date, market-implied expected move, and options open interest by expiry

3.72

−0.01 · −0.33%

Regular session14:56 ET

Open3.84Volume2.9MMkt cap$195.7MP/E1.52EPS2.44Div yield26.81%

Day3.75 – 3.840%52-wk2.80 – 5.1938%

SITC

SITE Centers Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±34.2%implied · straddle

2.465.00

spot 3.73exp Nov 20ATM strike 2.5ATM straddle 1.50IV 184%

Oct 30 close

Expected move

Inputs

Next report

Nov 4

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−4.23%

vs ±18.2% implied · ×0.23

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Largest filed tie

9.70%

of SITC revenue · The Kroger

customerSITC 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+4.50%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

179 managers

Top fund weight

0.01%

SITC weight · VNQ

N-PORTJul 31 '26

4 funds

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

SITE Centers (SITC) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±19.8%
avg realized: ±3.5%

Oct 30 '24Oct 30 '24confirmed±19.2%▼−3.97%×0.21

Feb 27 '25Feb 27 '25confirmed±6.9%▼−5.09%×0.73

May 7 '25May 7 '25confirmed±6.7%0.00%×0.00

Aug 5 '25Aug 5 '25confirmed±25.8%▲+0.79%×0.03

Q3 FY25Nov 5 '25confirmed±13.9%▼−4.15%×0.30

Q1 FY26Feb 26 '26confirmed±42.1%▼−8.74%×0.21

May 7 '26May 7 '26confirmed±25.4%▼−0.89%×0.04

Q2 FY26Aug 3 '26confirmed±18.2%▼−4.23%×0.23

quarterimplied−45%0+45%realized×

Q2 FY26±18.2%▼−4.23%×0.23

May '26±25.4%▼−0.89%×0.04

Q1 FY26±42.1%▼−8.74%×0.21

Q3 FY25±13.9%▼−4.15%×0.30

Aug '25±25.8%▲+0.79%×0.03

May '25±6.7%0.00%×0.00

2 older reports

Feb '25±6.9%▼−5.09%×0.73

Oct '24±19.2%▼−3.97%×0.21

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 26 close

0.03OI · 2 expiries · Oct 26 closeP/C open interest · Nov 20 · first expiry after the report

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

300%Nov 2018d1,0150%

49+75%Jan 1574d0.031,6180%0.03

ExpiryPutsCallsP/C

Nov 2018d300%1,0150%0.03

Jan 1574d49+75%1,6180%0.03

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

Positioning

Linked exposure

scenario · straddle±34.2%

Funds 4

VNQ±0.0%

IWM±0.0%

UWM±0.0%

VTI±0.0%

Customers 2

DKS±18.5%×0.54

CURB±9.1%×0.27

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−6.48%as filednet margin · revenue +10.42% QoQ · −76.98% YoY

Revenue$20M+10.42%

Pre-tax income−$1M−256.88%

Net income−$1M−6.48%−239.02%

Tax$118,000+164.84%

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 · 16:00 ET

Intraday

Event sensitivity

PPI ×1.84· ±2.5% vs ±1.4% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.5%5 of 10×1.84

FOMCrate decision±2.1%11 of 24×1.57

GDPgross domestic product±1.9%9 of 19×1.40

PCEpersonal income & outlays±1.7%10 of 19×1.26

CPROFcorporate profits±1.7%6 of 12×1.26

CPIconsumer prices±1.0%4 of 10×0.73

NFPjobs report±0.9%4 of 10×0.67

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS -0.03 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	-0.03	—
Q1 FY26	Feb 26 '26 · confirmed	0.02	—
Q3 FY25	Nov 5 '25 · confirmed	-0.13	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod