What move does the options market price into Abacus Global Management's report?

Implied ±8.1%, either direction.

ABXNYSEInvestment Advice

Abacus Global Management, Inc. (ABX) earnings date, market-implied expected move, and options open interest by expiry

9.05

+0.43 · +4.97%

post 9.05 0.00%

Closed16:00 ET

Open8.65Volume511,937Mkt cap$843.0MP/E31.20EPS0.29

Day8.65 – 9.1382%52-wk7.18 – 12.4436%

ABX

Abacus Global Management, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.1%implied · report alone

8.319.79

straddle ±13.6%

spot 9.05exp Nov 20ATM strike 10ATM straddle 1.45IV 77%

Nov 4 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

−8.46%

vs ±10.3% implied · ×0.82

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−0.87%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

149 managers

Top fund weight

0.01%

ABX weight · IWM

N-PORTJun 30 '26

3 funds

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

Abacus Global Management (ABX) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

3 reports

—≥ implied

Q1 FY26Mar 12 '26confirmed±7.6%▼−0.51%×0.07

May 7 '26May 7 '26confirmed±10.7%▼−3.20%×0.30

Q2 FY26Aug 6 '26confirmed±10.3%▼−8.46%×0.82

quarterimplied−15%0+15%realized×

Q2 FY26±10.3%▼−8.46%×0.82

May '26±10.7%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 4 close

0.22OI · 3 expiries · Nov 4 closeP/C open interest · Nov 20 · first expiry after the report

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

2010%Nov 2016d8990%

2,1440%Jan 1572d0.239,392+1%0.23

7930%Feb 19107d0.223,606−3%0.22

ExpiryPutsCallsP/C

Nov 2016d2010%8990%0.22

Jan 1572d2,1440%9,392+1%0.23

Feb 19107d7930%3,606−3%0.22

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

Positioning

Linked exposure

scenario · straddle±13.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

9.08%as filednet margin · revenue +22.95% QoQ · +29.87% YoY

Revenue$73M+22.95%

Pre-tax income$11M−0.73%

Net income$7M9.08%−8.80%

Tax$4M+14.72%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.17· ±2.9% vs ±2.5% · 9 releases

eventrelease day|move|up · n×base

NFPjobs report±2.9%2 of 9×1.17

PPIproducer prices±2.8%4 of 10×1.12

FOMCrate decision±2.5%0 of 6×1.00

CPIconsumer prices±1.8%5 of 9×0.73

CPROFcorporate profits±1.4%0 of 6×0.59

GDPgross domestic product±0.7%2 of 9×0.28

PCEpersonal income & outlays±0.7%2 of 9×0.28

Bar = avg |move| to ±3% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS 0.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.07	—
Q1 FY26	Mar 12 '26 · confirmed	0.07	—
Q3 FY25	—	0.07	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod