How often does LendingTree move more than the options market prices?

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

TREENasdaqLoan Brokers

LendingTree, Inc. (TREE) earnings date, market-implied expected move, and options open interest by expiry

36.24

+7.37 · +25.52%

Regular session09:51 ET

Open29.18Volume1.1MMkt cap$405.3MP/E2.71EPS13.35

Day29.18 – 36.3798%52-wk23.50 – 68.9328%

TREE

LendingTree, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Mar 1

after close · in 117 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedNov 3 close

Implied vs realized

Largest filed tie

22.00%

of TREE revenue · Progressive Casualty Insurance

customerTREE 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+12.23%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

188 managers

Top fund weight

0.02%

TREE weight · IWM

N-PORTJun 30 '26

3 funds

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

LendingTree (TREE) is expected to report on Mar 1 after close (estimated date).

Implied vs realized

8 reports

6 of 8≥ implied

avg implied: ±14.8%
avg realized: ±17.9%

Mar 5 '25Mar 5 '25confirmed±13.6%▲+22.52%×1.66

May 1 '25May 1 '25confirmed±11.5%▼−20.14%×1.75

Jul 23 '25Jul 23 '25confirmed±16.0%▲+22.63%×1.41

Jul 31 '25Jul 31 '25confirmed±10.3%▲+5.98%×0.58

Oct 30 '25Oct 30 '25confirmed±15.5%▲+6.32%×0.41

Q1 FY26Mar 2 '26confirmed±18.7%▲+23.87%×1.28

Apr 30 '26Apr 30 '26confirmed±14.2%▼−21.74%×1.54

Q2 FY26Jul 29 '26confirmed±18.5%▼−19.61%×1.06

quarterimplied−25%0+25%realized×

Q2 FY26±18.5%▼−19.61%×1.06

Apr '26±14.2%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.61OI · 4 expiries · Nov 2 closeP/C open interest · Apr 16 · first expiry after the report

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

760+35%Nov 2016d0.80955+7%0.80

7—Dec 1844d0.03280—0.03

2,967−1%Jan 1572d1.821,6320%1.82

report · Mar 1 · after close · est.

102−1%Apr 16163d167+65%

ExpiryPutsCallsP/C

Nov 2016d760+35%955+7%0.80

Dec 1844d7—280—0.03

Jan 1572d2,967−1%1,6320%1.82

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

3.05%as filednet margin · revenue −4.23% QoQ · +25.31% YoY

Revenue

$313M−4.23% QoQ

Gross profit

$302M−4.25% QoQ

96.40% margin

Operating income

$22M−29.94% QoQ

6.95% margin

Pre-tax income

$14M−38.27% QoQ

Net income

$10M−44.55% QoQ

3.05% margin

Cost of revenue

$11M−3.65% QoQ

Operating expenses

$280M−1.44% QoQ

Marketing $236M

SG&A $26M

R&D $10M

Other operating $8M

Other expense

$8M

Tax

$5M−19.08% QoQ

Revenue$313M−4.23%

Gross profit

$302M−4.25%

96.40% margin

Operating income

$22M−29.94%

6.95% margin

Pre-tax income

$14M−38.27%

Net income

$10M−44.55%

3.05% margin

Cost of revenue

$11M−3.65%

Operating expenses

$280M−1.44%

Marketing $236M

SG&A $26M

R&D $10M

Other expense

$8M

Tax$5M−19.08%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 09:45 ET

Intraday

Event sensitivity

FOMC ×1.23· ±3.9% vs ±3.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.9%11 of 24×1.23

NFPjobs report±3.6%6 of 10×1.14

PCEpersonal income & outlays±2.8%11 of 19×0.90

PPIproducer prices±2.5%7 of 10×0.81

GDPgross domestic product±2.5%10 of 19×0.80

CPIconsumer prices±1.7%9 of 10×0.54

CPROFcorporate profits±1.3%6 of 12×0.41

Bar = avg |move| to ±4% · tick = ±3.1% avg day · ×base = |move| ÷ ±3.1% · min 6 releases

Earnings history

EPS 0.68 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	0.68	—
Q1 FY26	Mar 2 '26 · confirmed	1.22	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod