SLMNasdaqPersonal Credit Institutions

SLM Corp (SLM) earnings date, market-implied expected move, and options open interest by expiry

17.94

pre 17.94 +0.31%

Pre-market16:00 ETdelayed

Open17.88Volume3.2MMkt cap$3.3BP/E6.43EPS2.79Div yield2.91%

Day17.30 – 17.94100%52-wk17.35 – 30.524%

SLM

SLM Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

after close · in 78 days

est.Q4 FY26

Calendar

Next report

Last report

−10.78%

vs ±9.0% implied · ×1.20

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Linked news

22hCME · supplierCME Group Reports Record October ADV of 30 Million Contracts, up 15% Year Over Year

News

Largest filed tie

13F top-10 QoQ

+3.30%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

387 managers

Top fund weight

0.13%

SLM weight · MDY

N-PORTJun 30 '26

4 funds

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

SLM (SLM) is expected to report on Jan 21 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 23 '26confirmed—▲+0.45%—

Q3 FY26Oct 22 '26confirmed±9.0%▼−10.78%×1.20

quarterimplied−15%0+15%realized×

Q3 FY26±9.0%▼−10.78%×1.20

Q2 FY26—▲+0.45%—

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

0.62OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

1,950+10%Nov 2016d0.257,729+8%0.25

224+331%Dec 1844d37.336+500%37.33

504+3%Jan 1572d0.451,128+11%0.45

report · Jan 21 · after close · est.

419+31%Apr 16163d675+34%

ExpiryPutsCallsP/C

Nov 2016d1,950+10%7,729+8%0.25

Dec 1844d224+331%6+500%37.33

Jan 1572d504+3%1,128+11%0.45

report · Jan 21 · after close · est.

Apr 16163d419+31%675+34%0.62

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 filedQ3 FY26

−8.59%as filednet margin · revenue −6.39% QoQ · −31.19% YoY

Revenue$375M−6.39%

Pre-tax income−$59M−173.22%

Net income−$32M−8.59%−155.12%

Tax−$27M−221.49%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.70· ±2.6% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.6%4 of 10×1.70

CPIconsumer prices±2.3%8 of 10×1.52

FOMCrate decision±2.3%14 of 24×1.52

NFPjobs report±1.6%4 of 10×1.01

PCEpersonal income & outlays±1.3%9 of 19×0.83

CPROFcorporate profits±1.2%5 of 12×0.80

GDPgross domestic product±1.2%10 of 19×0.79

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

Earnings history

EPS -0.19 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 22 '26 · confirmed	-0.19	—
Q2 FY26	Jul 23 '26 · confirmed	0.29	—
Q1 FY26	—	1.54	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod