VEL
Velocity Financial, Inc.17.82post+$0.00 (+0.00%)at close +$0.00 (+0.00%)
as of 19:59:59 UTCnext report Aug 5 · today
Earnings Room‹ back to VEL
The report
fiscal Q2 2026 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±7.7%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±10.3% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 46% annualized.
expiry Aug 21 · first after the reportATM strike 17.5straddle 2.15ATM IV 70% vs 56% at Sep 18× 0.85 straddle-to-rangespot 17.82
Blast radius
who else movesNo funds hold this name and no filing names it as a supplier or customer, so there is nothing for a move to travel along yet.
Positioning
5 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%3.3k
Aug 21
17d
212▲ +0%
▲ +0%
2.5k
Sep 18
45d
0
first
▲ +0%
4.1k
Nov 20
108d
4.6k▲ +0%
first
0
Dec 18
136d
91
▲ +0%
▲ +0%
3.5k
Jan 15
164d
582
▲ +0%
The record
expected in pale · actual in full color1/8reports moved further than the options market had pricedtypically ±3.7% realized vs ±5.8% priced
May 6 '26±7.3%→−6.5%×0.89
Mar 13 '26±3.2%→−1.0%×0.33
Jan 26 '26±9.0%→+5.3%×0.58
Nov 7 '25±8.2%→+0.9%×0.11
Aug 8 '25±7.2%→+7.7%×1.06
May 2 '25±6.6%→−4.1%×0.62
Mar 10 '25±3.4%→−2.5%×0.74
Nov 8 '24±1.6%→+1.3%×0.79
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.57 · rev $181M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.