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

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

WAFDNasdaqNational Commercial Banks

Wafd Inc (WAFD) earnings date, market-implied expected move, and options open interest by expiry

29.78

pre 29.78 −1.88%

Pre-market16:00 ETdelayed

Open29.95Volume778,764Mkt cap$2.2BP/E9.37EPS3.18Div yield3.56%

Day29.78 – 30.120%52-wk27.67 – 39.1918%

WAFD

Wafd Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 15

in 72 days

est.Q1 FY27

Calendar

Next report

Last report

−2.50%

vs ±14.5% implied · ×0.17

shaded = implied · ▲▼ = realized

Oct 16 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.23%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

286 managers

Top fund weight

0.08%

WAFD weight · IWM

N-PORTJun 30 '26

4 funds

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

Wafd (WAFD) is expected to report on Jan 15 (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±10.9%
avg realized: ±3.0%

Jan 21 '25Jan 21 '25confirmed±15.0%▼−1.22%×0.08

Apr 15 '25Apr 15 '25confirmed±16.2%▲+2.32%×0.14

Jul 18 '25Jul 18 '25confirmed±3.6%▲+0.57%×0.16

Oct 28 '25Oct 28 '25confirmed±14.6%▼−2.15%×0.15

Jan 16 '26Jan 16 '26confirmed±4.6%▼−3.97%×0.87

Q2 FY26Apr 17 '26confirmed±8.1%▲+8.40%×1.03

Q3 FY26Jul 17 '26confirmed±10.5%▼−3.05%×0.29

Oct 16 '26Oct 16 '26confirmed±14.5%▼−2.50%×0.17

quarterimplied−20%0+20%realized×

Oct '26±14.5%▼−2.50%×0.17

Q3 FY26±10.5%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

0.61OI · 1 expiry · Aug 28 closeP/C open interest · Jan 15 · first expiry after the report

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

17−6%Jan 1572d28+4%

ExpiryPutsCallsP/C

Jan 1572d17−6%28+4%0.61

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 filedQ3 FY26

32.18%as filednet margin · revenue +4.12% QoQ · +10.34% YoY

Revenue$206M+4.12%

Pre-tax income$84M+0.65%

Net income$66M32.18%+0.89%

Tax$18M−0.21%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.40· ±1.9% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.9%9 of 24×1.40

NFPjobs report±1.1%2 of 10×0.86

PPIproducer prices±1.1%6 of 10×0.85

CPROFcorporate profits±0.9%7 of 12×0.67

CPIconsumer prices±0.9%3 of 10×0.67

GDPgross domestic product±0.8%9 of 19×0.64

PCEpersonal income & outlays±0.6%6 of 19×0.42

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 0.84 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Jul 17 '26 · confirmed	0.84	—
Q2 FY26	Apr 17 '26 · confirmed	0.82	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod