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

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

WSBFNasdaqSavings Institution, Federally Chartered

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

20.43

+0.59 · +2.98%

Regular session15:31 ET

Open20.40Volume48,571Mkt cap$343.0MP/E11.88EPS1.72Div yield3.31%

Day20.40 – 20.4842%52-wk14.52 – 21.4785%

WSBF

Waterstone Financial, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+3.14%

vs ±18.6% implied · ×0.17

shaded = implied · ▲▼ = realized

Jul 23 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+3.58%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

122 managers

Top fund weight

0.01%

WSBF weight · IWM

N-PORTJun 30 '26

3 funds

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

Waterstone Financial (WSBF) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±14.1%
avg realized: ±3.7%

Oct 22 '24Oct 22 '24confirmed±7.4%▲+2.02%×0.27

Jan 28 '25Jan 28 '25confirmed±10.8%▲+7.40%×0.69

Apr 22 '25Apr 22 '25confirmed±17.9%▼−1.45%×0.08

Jul 22 '25Jul 22 '25confirmed±15.3%▲+3.37%×0.22

Q3 FY25Oct 23 '25confirmed±19.8%▲+3.44%×0.17

Jan 28 '26Jan 28 '26confirmed±10.0%▲+8.28%×0.83

Q1 FY26Apr 23 '26confirmed±12.9%▼−0.33%×0.03

Q2 FY26Jul 23 '26confirmed±18.6%▲+3.14%×0.17

quarterimplied−20%0+20%realized×

Q2 FY26±18.6%▲+3.14%×0.17

Q1 FY26±12.9%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

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

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

20%Nov 2016d0—

0—Dec 1844d—0——

0—Feb 19107d—0——

ExpiryPutsCallsP/C

Nov 2016d20%0——

Dec 1844d0—0——

Feb 19107d0—0

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 filedQ2 FY26

21.02%as filednet margin · revenue +12.77% QoQ · +5.82% YoY

Revenue$40M+12.77%

Pre-tax income$11M+40.82%

Net income$8M21.02%+41.10%

Tax$2M+39.74%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:30 ET

Intraday

Event sensitivity

FOMC ×1.92· ±2.5% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.5%10 of 24×1.92

CPROFcorporate profits±1.2%7 of 12×0.95

GDPgross domestic product±1.2%9 of 19×0.92

PPIproducer prices±1.0%5 of 10×0.79

NFPjobs report±0.9%5 of 10×0.68

PCEpersonal income & outlays±0.8%6 of 19×0.64

CPIconsumer prices±0.7%7 of 10×0.57

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 0.49 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 23 '26 · confirmed	0.49	—
Q1 FY26	Apr 23 '26 · confirmed	0.34	—
Q3 FY25	Oct 23 '25 · confirmed	0.45	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod