What move does the options market price into Sonida Senior Living's report?

Implied ±10.6%, either direction.

SNDANYSEServices-Nursing & Personal Care Facilities

Sonida Senior Living, Inc. (SNDA) earnings date, market-implied expected move, and options open interest by expiry

36.80

+2.76 · +8.09%

Regular session15:08 ET

Open34.05Volume410,526Mkt cap$1.6BEPS-6.20

Day34.05 – 36.80100%52-wk25.30 – 44.3960%

SNDA

Sonida Senior Living, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.6%implied · straddle

30.4537.63

spot 34.04exp Nov 20ATM strike 35ATM straddle 4.22IV 70%

Nov 3 closethin chain

Expected move

Inputs

Next report

Nov 9

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+4.19%

vs ±9.0% implied · ×0.46

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+36.35%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

228 managers

Top fund weight

0.04%

SNDA weight · IWM

N-PORTJun 30 '26

3 funds

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

Sonida Senior Living (SNDA) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 13 '24Nov 13 '24confirmed—▼−5.32%—

Mar 17 '25Mar 17 '25confirmed—▲+3.86%—

May 12 '25May 12 '25confirmed—▲+9.84%—

Aug 11 '25Aug 11 '25confirmed—▲+1.15%—

Q3 FY25Nov 10 '25confirmed—▲+0.41%—

Q1 FY26Mar 11 '26confirmed—▼−9.31%—

May 11 '26May 11 '26confirmed±9.7%▼−3.42%×0.35

Q2 FY26Aug 10 '26confirmed±9.0%▲+4.19%×0.46

quarterimplied−10%0+10%realized×

Q2 FY26±9.0%▲+4.19%×0.46

May '26±9.7%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 27 close

0.05OI · 1 expiry · Aug 27 closeP/C open interest · Jan 15 · first expiry after the report

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

1−90%Jan 1572d22−21%

ExpiryPutsCallsP/C

Jan 1572d1−90%22−21%0.05

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

Positioning

Linked exposure

scenario · straddle±10.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−11.91%as filednet margin · revenue +69.33% QoQ · +122.02% YoY

Revenue$208M+69.33%

Gross profit$208M100.00%+69.33%

Operating income−$5M−2.63%+81.15%

Pre-tax income−$24M+40.85%

Net income−$25M−11.91%+40.36%

Cost of revenue$0—

Operating expenses$213M+40.57%

Tax$325,000+56.25%

Other expense−$19M−54.34%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

FOMC ×0.95· ±2.2% vs ±2.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%11 of 24×0.95

CPIconsumer prices±1.8%5 of 10×0.80

PCEpersonal income & outlays±1.8%7 of 19×0.79

PPIproducer prices±1.8%6 of 10×0.77

GDPgross domestic product±1.6%7 of 19×0.69

CPROFcorporate profits±1.4%3 of 12×0.62

NFPjobs report±1.2%5 of 10×0.55

Bar = avg |move| to ±3% · tick = ±2.3% avg day · ×base = |move| ÷ ±2.3% · min 6 releases

Earnings history

EPS -0.52 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.52	—
Q1 FY26	Mar 11 '26 · confirmed	-2.39	—
Q3 FY25	Nov 10 '25 · confirmed	-1.56	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod