What move does the options market price into Sixth Street Specialty Lending's report?

Implied ±2.5%, either direction.

TSLXNYSEFinancial

Sixth Street Specialty Lending, Inc. (TSLX) earnings date, market-implied expected move, and options open interest by expiry

17.61

−0.01 · −0.08%

post 17.61 0.00%

Closed16:00 ET

Open17.60Volume530,999Mkt cap$1.7BP/E23.90Div yield10.04%

Day17.51 – 17.6288%52-wk15.67 – 20.9637%

TSLX

Sixth Street Specialty Lending, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.5%implied · report alone

17.2018.06

straddle ±4.5%

spot 17.63exp Nov 20ATM strike 17.5ATM straddle 0.93IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 3

after close · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

—

Largest filed tie

filed ties

13F top-10 QoQ

+13.27%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

243 managers

Top fund weight

—

Sixth Street Specialty Lending (TSLX) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 3 expiries · Oct 22 close

0.37OI · 3 expiries · Oct 22 closeP/C open interest · Nov 20 · first expiry after the report

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

7360%Nov 2020d1,975+3%

1,696+2%Dec 1848d0.822,0620%0.82

1,252+2%Mar 19139d6.39196−5%6.39

ExpiryPutsCallsP/C

Nov 2020d7360%1,975+3%0.37

Dec 1848d1,696+2%2,0620%0.82

Mar 19139d1,252+2%196−5%6.39

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 filedQ2 FY26

58.34%as filednet margin · revenue +3276.13% QoQ · −35.81% YoY

Revenue$131M+3276.13%

Pre-tax income$76M+329.67%

Net income$76M58.34%+329.67%

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 ×1.94· ±1.8% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.8%5 of 11×1.94

PCEpersonal income & outlays±1.4%9 of 19×1.48

GDPgross domestic product±1.3%8 of 19×1.37

CPROFcorporate profits±1.0%7 of 12×1.03

CPIconsumer prices±0.9%6 of 11×0.93

FOMCrate decision±0.8%8 of 24×0.85

NFPjobs report±0.7%3 of 10×0.73

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

Earnings history

EPS 0.43 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.43	—
Q1 FY26	—	-0.27	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod