SHARPE
Reported results
- GAAP net income available to common shareholders was $19.626 million, or $0.99 per diluted share, for the third quarter of 2026.
- GAAP net interest income was $54.291 million for the third quarter of 2026.
- Net interest margin (tax-equivalent basis) was 3.70% for the third quarter of 2026.
- Non-GAAP return on average tangible common equity was 13.75% for the third quarter of 2026.
- Non-GAAP tangible common equity to tangible assets ratio was 8.40% as of September 30, 2026.
Price and volatility reaction
The stock moved -3.7% on the print. No front-expiry chain was on file, so there is no straddle expected move. 30-day ATM implied volatility moved +2.5 vol points across the event (constant-maturity series — not the front-week crush).
| Measure | Value | Basis |
|---|---|---|
| Close before release | 40.88 | 2026-10-29 |
| Close after release | 39.37 | 2026-10-30 |
| Realised move | -3.7% | close to close |
| 30d ATM IV change | +2.5 vol pts | constant-maturity series, not the front expiry |
Source
The figures above come from the earnings release the company filed with the SEC on 2026-10-29 (8-K, Item 2.02). Read the original filing on sec.gov.