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

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

WYNYSEReal Estate Investment Trusts

Weyerhaeuser Co (WY) earnings date, market-implied expected move, and options open interest by expiry

20.58

pre 20.63 −3.10%

Pre-market19:30 ETdelayed

Open21.26Volume6.5MMkt cap$14.8BP/E32.23EPS0.64Div yield4.08%

Day20.57 – 21.288%52-wk18.26 – 27.0327%

Weyerhaeuser Co

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

after close · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

+3.04%

vs ±5.6% implied · ×0.54

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+3.87%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

904 managers

Top fund weight

1.79%

WY weight · XLRE

N-PORTJun 30 '26

9 funds

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

Weyerhaeuser (WY) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±5.1%
avg realized: ±2.7%

Jan 30 '25Jan 30 '25confirmed±4.5%▼−1.10%×0.25

Apr 24 '25Apr 24 '25confirmed±4.0%▼−2.71%×0.68

Jul 24 '25Jul 24 '25confirmed±4.8%▲+3.08%×0.64

Oct 30 '25Oct 30 '25confirmed±5.9%▼−2.17%×0.37

Jan 29 '26Jan 29 '26confirmed±5.7%▼−0.58%×0.10

Q1 FY26Apr 30 '26confirmed±4.5%▼−2.16%×0.48

Q2 FY26Jul 30 '26confirmed±5.5%▲+6.51%×1.18

Q3 FY26Oct 29 '26confirmed±5.6%▲+3.04%×0.54

quarterimplied−10%0+10%realized×

Q3 FY26±5.6%▲+3.04%×0.54

Q2 FY26±5.5%

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

0.56OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

4,048+34%Nov 2016d0.715,724+4%0.71

2,330+3%Dec 1844d1.481,571+4%1.48

9,685+17%Jan 1572d0.2834,138+2%0.28

report · Jan 28 · after close · est.

6,927+4%Apr 16163d12,326+34%

ExpiryPutsCallsP/C

Nov 2016d4,048+34%5,724+4%0.71

Dec 1844d2,330+3%1,571+4%1.48

Jan 1572d9,685+17%34,138+2%0.28

report · Jan 28 · after close · est.

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

3.28%as filednet margin · revenue −0.27% QoQ · +8.44% YoY

Revenue

$1.9B−0.27% QoQ

Gross profit

$257M−17.36% QoQ

13.80% margin

Operating income

$100M−55.16% QoQ

5.37% margin

Pre-tax income

$25M−82.99% QoQ

Net income

$61M−62.35% QoQ

3.28% margin

Cost of revenue

$1.6B+3.15% QoQ

Operating expenses

$157M+78.41% QoQ

SG&A $141M

Other operating $16M

Other expense

$75M

Tax benefit

$36M

Revenue$1.9B−0.27%

Gross profit

$257M−17.36%

13.80% margin

Operating income

$100M−55.16%

5.37% margin

Pre-tax income

$25M−82.99%

Net income

$61M−62.35%

3.28% margin

Cost of revenue

$1.6B+3.15%

Operating expenses

$157M+78.41%

SG&A $141M

Other operating $16M

Other expense

$75M

Tax benefit$36M

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 19:30 ET

Intraday

Event sensitivity

FOMC ×1.26· ±1.5% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%10 of 24×1.26

PPIproducer prices±1.4%5 of 10×1.12

PCEpersonal income & outlays±1.3%10 of 19×1.07

GDPgross domestic product±1.3%10 of 19×1.05

CPIconsumer prices±1.3%3 of 10×1.03

NFPjobs report±1.2%5 of 10×1.02

CPROFcorporate profits±1.1%5 of 12×0.86

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.08 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	0.08	—
Q2 FY26	Jul 30 '26 · confirmed	0.23	—
Q1 FY26	Apr 30 '26 · confirmed	0.22	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod