EXPI - Latest News
eXp World Holdings, Inc. (EXPI), operates in Real Estate / Real Estate - Services, trades on NASDAQ.
Market capitalization stands near $753.3M. Beta to the broader market is 2.19.
The article list below shows the most recent EXPI headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.
Recent EXPI Headlines
AGNT, Inc. to Announce Second Quarter 2026 Results on August 4, 2026
globenewswire.com - Jul 14, 2026
Management to discuss second quarter 2026 results and host investor Q&A at virtual event Management to discuss second quarter 2026 results and host in
eXp World Holdings, Inc. Completes Transformation to AGNT, Inc.
globenewswire.com - Jun 11, 2026
Rename and redomestication to Texas unify the Company's multi-model platform under the identity and governance framework that has always defined it: t
NextHome Expands Southern California Footprint with Two New Coastal Offices
globenewswire.com - May 11, 2026
Brokerage leader Albert Meggers launches through NextHome's new large-office franchise model, representing the first offices to join following eXp Wor
Exp World Q1 Earnings Call Highlights
marketbeat.com - May 11, 2026
Exp World NASDAQ: AGNT reported improved first-quarter profitability metrics and reiterated its full-year 2026 outlook, while management emphasized it
eXp World Holdings Reports Q1 2026 Results
globenewswire.com - May 11, 2026
BELLINGHAM, Wash. , May 11, 2026 (GLOBE NEWSWIRE) -- eXp World Holdings, Inc.
How News Affects EXPI Options Pricing
Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track EXPI's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.