What move does the options market price into Walker & Dunlop's report?

Implied ±11.5%, either direction.

How often does Walker & Dunlop move more than the options market prices?

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

WDNYSEFinance Services

Walker & Dunlop, Inc. (WD) earnings date, market-implied expected move, and options open interest by expiry

38.14

+2.97 · +8.44%

Regular session15:16 ET

Open36.30Volume399,692Mkt cap$1.2BP/E34.05EPS1.12Div yield7.71%

Day36.30 – 38.14100%52-wk31.40 – 76.6915%

Walker & Dunlop, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.5%implied · straddle

31.1139.23

spot 35.17exp Nov 20ATM strike 35ATM straddle 4.78IV 79%

Nov 3 close

Expected move

Inputs

Next report

Nov 5

before open · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−13.87%

vs ±9.2% implied · ×1.51

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

22hJPM · customerJPMorganChase Files Form 10-Q for the Quarter Ended September 30, 2026

News

Largest filed tie

13F top-10 QoQ

+3.18%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

263 managers

Top fund weight

0.06%

WD weight · IWM

N-PORTJun 30 '26

4 funds

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

Walker & Dunlop (WD) is expected to report on Nov 5 before open (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±6.9%
avg realized: ±8.0%

Nov 7 '24Nov 7 '24confirmed±5.6%▼−1.69%×0.30

Feb 13 '25Feb 13 '25confirmed±5.7%▼−5.30%×0.93

May 1 '25May 1 '25confirmed±7.6%▼−3.25%×0.43

Aug 7 '25Aug 7 '25confirmed±5.8%▲+5.87%×1.01

Q3 FY25Nov 6 '25confirmed±6.3%▼−11.12%×1.77

Q1 FY26Feb 26 '26confirmed±8.3%▼−19.44%×2.35

May 7 '26May 7 '26confirmed±6.8%▲+3.12%×0.46

Q2 FY26Aug 6 '26confirmed±9.2%▼−13.87%×1.51

quarterimplied−20%0+20%realized×

Q2 FY26±9.2%▼−13.87%×1.51

May '26±6.8%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.54OI · 3 expiries · Oct 27 closeP/C open interest · Nov 20 · first expiry after the report

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

1900%Nov 2016d3510%

333+1%Dec 1844d0.122,8900%0.12

2,0570%Feb 19107d5.563700%5.56

ExpiryPutsCallsP/C

Nov 2016d1900%3510%0.54

Dec 1844d333+1%2,8900%0.12

Feb 19107d2,0570%3700%5.56

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

Positioning

Linked exposure

scenario · straddle±11.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Customers 1

JPM±2.1%×0.18

Dashed = straddle · × = co-movement · max 501dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:15 ET

Intraday

Event sensitivity

PPI ×1.26· ±2.2% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.2%5 of 10×1.26

FOMCrate decision±2.0%10 of 24×1.16

NFPjobs report±1.9%4 of 10×1.09

CPIconsumer prices±1.5%5 of 10×0.87

GDPgross domestic product±1.4%5 of 19×0.79

PCEpersonal income & outlays±1.3%5 of 19×0.75

CPROFcorporate profits±1.2%5 of 12×0.72

Bar = avg |move| to ±3% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 0.09 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.09	—
Q1 FY26	Feb 26 '26 · confirmed	0.46	—
Q3 FY25	Nov 6 '25 · confirmed	0.98	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod