What move does the options market price into Velocity Financial's report?

Implied ±8.2%, either direction.

How often does Velocity Financial move more than the options market prices?

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

VELNYSEFinance Services

Velocity Financial, Inc. (VEL) earnings date, market-implied expected move, and options open interest by expiry

15.94

+0.18 · +1.14%

post 16.67 +4.58%

After hours15:59 ET

Open16.35Volume118,700Mkt cap$622.2MP/E6.00EPS2.78

Day16.35 – 16.7678%52-wk14.18 – 21.4034%

VEL

Velocity Financial, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.2%implied · report alone

8Q avg ±4.0%·×2.05·rich

14.4617.06

straddle ±10.8%

spot 15.76exp Nov 20ATM strike 15ATM straddle 2.00IV 72%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+3.06%

vs ±10.2% implied · ×0.30

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+0.19%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

102 managers

Top fund weight

0.01%

VEL weight · IWM

N-PORTJun 30 '26

3 funds

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

Velocity Financial (VEL) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±8.7%
avg realized: ±4.0%

Mar 10 '25Mar 10 '25confirmed±3.4%▼−2.49%×0.74

May 2 '25May 2 '25confirmed±6.6%▼−4.09%×0.62

Aug 8 '25Aug 8 '25confirmed±7.2%▲+7.65%×1.06

Q3 FY25Nov 7 '25confirmed±8.2%▲+0.91%×0.11

Jan 26 '26Jan 26 '26confirmed±9.0%▲+5.26%×0.58

Q1 FY26Mar 12 '26confirmed±17.7%▼−2.14%×0.12

May 6 '26May 6 '26confirmed±7.3%▼−6.54%×0.89

Q2 FY26Aug 5 '26confirmed±10.2%▲+3.06%×0.30

quarterimplied−20%0+20%realized×

Q2 FY26±10.2%▲+3.06%×0.30

May '26±7.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 28 close

1.43OI · 4 expiries · Oct 28 closeP/C open interest · Nov 20 · first expiry after the report

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

6,5630%Nov 2016d4,5890%

370%Dec 1844d0.26141−40%0.26

3,5280%Jan 1572d5.77611−1%5.77

2,175+217400%Feb 19107d30.6371+29%30.63

ExpiryPutsCallsP/C

Nov 2016d6,5630%4,5890%1.43

Dec 1844d370%141−40%0.26

Jan 1572d3,5280%611−1%5.77

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

Positioning

Linked exposure

scenario · straddle±10.8%

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

26.82%as filednet margin · revenue −46.95% QoQ · +9.76% YoY

Revenue$96M−46.95%

Pre-tax income$35M+14.11%

Net income$26M26.82%+15.40%

Tax$10M+10.76%

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 · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.21· ±1.5% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%9 of 24×1.21

PPIproducer prices±1.0%4 of 10×0.77

GDPgross domestic product±0.9%9 of 19×0.72

CPROFcorporate profits±0.9%7 of 12×0.71

PCEpersonal income & outlays±0.8%8 of 19×0.68

CPIconsumer prices±0.8%6 of 10×0.68

NFPjobs report±0.8%5 of 10×0.62

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.64 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.64	—
Q1 FY26	Mar 12 '26 · confirmed	0.57	—
Q3 FY25	Nov 7 '25 · confirmed	0.65	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod