What move does the options market price into SLR Investment's report?

Implied ±10.3%, either direction · provisional.

SLRCNasdaqFinancial

SLR Investment Corp. (SLRC) earnings date, market-implied expected move, and options open interest by expiry

12.02

−0.17 · −1.39%

Regular session11:00 ET

Open12.19Volume826,521Mkt cap$654.2MP/E11.34EPS1.06Div yield11.81%

Day12.02 – 12.190%52-wk10.96 – 15.5723%

SLRC

SLR Investment Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.3%implied · straddle

10.9413.44

spot 12.19exp Mar 19ATM strike 12.5ATM straddle 1.48IV 24%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 23

after close · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

+3.31%

vs ±6.3% implied · ×0.53

shaded = implied · ▲▼ = realized

Nov 3 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+4.51%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

123 managers

Top fund weight

—

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

SLR Investment (SLRC) is expected to report on Feb 23 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Aug 4 '26confirmed±13.2%▼−3.95%×0.30

Q3 FY26Nov 3 '26confirmed±6.3%▲+3.31%×0.53

quarterimplied−15%0+15%realized×

Q3 FY26±6.3%▲+3.31%×0.53

Q2 FY26±13.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

2.16OI · 3 expiries · Nov 2 closeP/C open interest · Mar 19 · first expiry after the report

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

60%Nov 2015d0.023270%0.02

4450%Dec 1843d0.62714−5%0.62

report · Feb 23 · after close · est.

1750%Mar 19134d810%

ExpiryPutsCallsP/C

Nov 2015d60%3270%0.02

Dec 1843d4450%714−5%0.62

report · Feb 23 · after close · est.

Mar 19134d1750%

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

Positioning

Linked exposure

No linked exposure.

Linked exposure

Revenue flow

as filedQ3 FY26

48.09%as filednet margin · revenue −24.70% QoQ · −59.07% YoY

Revenue$16M−24.70%

Pre-tax income$3M−62.98%

Net income$8M48.09%−8.28%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 10:45 ET

Intraday

Event sensitivity

PPI ×1.64· ±1.4% vs ±0.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.4%5 of 10×1.64

NFPjobs report±1.0%1 of 10×1.12

FOMCrate decision±0.8%11 of 24×0.93

CPIconsumer prices±0.8%5 of 10×0.89

GDPgross domestic product±0.7%11 of 19×0.81

CPROFcorporate profits±0.7%8 of 12×0.79

PCEpersonal income & outlays±0.6%9 of 19×0.65

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Nov 3 '26 · confirmed	0.14	—
Q2 FY26	Aug 4 '26 · confirmed	0.15	—
Q1 FY26	—	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod