What move does the options market price into Vornado Realty Trust's report?

Implied ±4.0%, either direction.

VNONYSEReal Estate Investment Trusts

Vornado Realty Trust (VNO) earnings date, market-implied expected move, and options open interest by expiry

34.53

−0.66 · −1.87%

post 34.53 +0.01%

Closed16:00 ET

Open35.19Volume1.6MMkt cap$6.5BP/E1115.74Div yield2.14%

Day34.42 – 35.2214%52-wk24.57 – 41.6059%

VNO

Vornado Realty Trust

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.0%implied · report alone

8Q avg ±2.8%·×1.43·rich

33.1535.95

straddle ±6.3%

spot 34.55exp Nov 20ATM strike 35ATM straddle 2.55IV 38%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+2.45%

shaded = implied · ▲▼ = realized

Aug 3 '26 · confirmed

Implied vs realized

Linked news

47dALX · customerA $148M Sale Masks What Alexander’s (ALX) Really Earned

News

Largest filed tie

13F top-10 QoQ

+3.40%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

434 managers

Top fund weight

0.33%

VNO weight · VNQ

N-PORTJul 31 '26

4 funds

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

Vornado Realty Trust (VNO) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Nov 4 '24Nov 4 '24confirmed—▲+1.98%—

Feb 10 '25Feb 10 '25confirmed—▲+0.76%—

May 5 '25May 5 '25confirmed—▲+3.68%—

Aug 4 '25Aug 4 '25confirmed—▼−4.06%—

Nov 3 '25Nov 3 '25confirmed—▼−4.93%—

Feb 9 '26Feb 9 '26confirmed—▲+2.74%—

Q1 FY26May 4 '26confirmed—▲+1.99%—

Q2 FY26Aug 3 '26confirmed—▲+2.45%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+2.45%—

Q1 FY26—▲+1.99%—

Feb '26—▲+2.74%—

Nov '25—▼−4.93%—

Aug '25—▼−4.06%—

May '25—▲+3.68%—

2 older reports

Feb '25—▲+0.76%—

Nov '24—▲+1.98%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.22OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

800%Nov 2019d368+3%

2620%Dec 1847d1.11235+4%1.11

1,5690%Jan 1575d0.315,0650%0.31

550%Mar 19138d1.31420%1.31

ExpiryPutsCallsP/C

Nov 2019d800%368+3%0.22

Dec 1847d2620%235+4%1.11

Jan 1575d1,5690%5,0650%0.31

Mar 19138d550%420%1.31

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

Positioning

Linked exposure

scenario · straddle±6.3%

Funds 4

VNQ±0.0%

MDY±0.0%

VTI±0.0%

VT±0.0%

Customers 1

ALX±2.0%×0.31

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

8.32%as filednet margin · revenue +24.26% QoQ · +4.14% YoY

Revenue$471M+24.26%

Pre-tax income$43M+365.34%

Net income$39M8.32%+277.95%

Tax$4M−39.56%

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

FOMC ×1.63· ±3.1% vs ±1.9% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%14 of 24×1.63

PPIproducer prices±1.7%6 of 10×0.87

GDPgross domestic product±1.6%8 of 19×0.84

NFPjobs report±1.6%6 of 10×0.83

CPROFcorporate profits±1.5%4 of 12×0.77

PCEpersonal income & outlays±1.4%8 of 19×0.74

CPIconsumer prices±1.3%7 of 10×0.68

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 3 '26 · confirmed	0.08	—
Q1 FY26	May 4 '26 · confirmed	-0.12	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod