What move does the options market price into American Coastal Insurance's report?

Implied ±10.3%, either direction · provisional.

How often does American Coastal Insurance move more than the options market prices?

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

ACICNasdaqFire, Marine & Casualty Insurance

American Coastal Insurance Corp (ACIC) earnings date, market-implied expected move, and options open interest by expiry

10.54

−0.36 · −3.28%

post 10.54 +0.01%

After hours16:00 ETdelayed

Open10.82Volume296,729Mkt cap$528.3MP/E5.09EPS2.07Div yield6.88%

Day10.54 – 10.821%52-wk9.01 – 12.3047%

ACIC

American Coastal Insurance Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±10.3%implied · straddle

9.9512.25

spot 11.10exp Feb 19ATM strike 11ATM straddle 1.35IV 27%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 18

after close · in 107 days

est.Q4 FY26

Calendar

Next report

Last report

−0.09%

vs ±9.9% implied · ×0.01

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.30%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

135 managers

Top fund weight

0.01%

ACIC weight · IWM

N-PORTJun 30 '26

3 funds

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

American Coastal Insurance (ACIC) is expected to report on Feb 18 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±12.0%
avg realized: ±4.8%

Feb 27 '25Feb 27 '25confirmed±13.0%▼−4.33%×0.33

May 8 '25May 8 '25confirmed±11.4%▼−6.38%×0.56

Aug 6 '25Aug 6 '25confirmed±11.9%▲+5.21%×0.44

Q3 FY25Nov 5 '25confirmed±11.0%▼−1.69%×0.15

Feb 19 '26Feb 19 '26confirmed±6.5%▼−2.16%×0.33

Q1 FY26May 5 '26confirmed±14.0%▼−12.05%×0.86

Q2 FY26Aug 5 '26confirmed±17.9%▼−6.12%×0.34

Oct 29 '26Oct 29 '26confirmed±9.9%▼−0.09%×0.01

quarterimplied−20%0+20%realized×

Oct '26±9.9%▼−0.09%×0.01

Q2 FY26±17.9%▼−6.12%×0.34

Q1 FY26±14.0%▼−12.05%×0.86

Feb '26±6.5%▼−2.16%×0.33

Q3 FY25±11.0%▼−1.69%×0.15

Aug '25±11.9%▲+5.21%×0.44

2 older reports

May '25±11.4%▼−6.38%×0.56

Feb '25±13.0%▼−4.33%×0.33

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.00OI · 3 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6180%Nov 2017d0.70889+11%0.70

210%Dec 1845d10.5020%10.50

report · Feb 18 · after close · est.

30%Feb 19108d5,841+3%

ExpiryPutsCallsP/C

Nov 2017d6180%889+11%0.70

Dec 1845d210%20%10.50

report · Feb 18 · after close · est.

Feb 19108d30%5,841+3%0.00

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

Positioning

Linked exposure

scenario · straddle±10.3%

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

27.28%as filednet margin · revenue +16.51% QoQ · −4.17% YoY

Revenue$80M+16.51%

Pre-tax income$28M+10.29%

Net income$22M27.28%+13.72%

Tax$7M+0.12%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

CPI ×1.04· ±1.9% vs ±1.8% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.9%5 of 10×1.04

FOMCrate decision±1.6%10 of 24×0.88

PCEpersonal income & outlays±1.6%7 of 19×0.87

PPIproducer prices±1.5%6 of 10×0.80

CPROFcorporate profits±1.4%6 of 12×0.77

GDPgross domestic product±1.3%8 of 19×0.73

NFPjobs report±1.3%4 of 10×0.70

Bar = avg |move| to ±2% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.44 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.44	—
Q1 FY26	May 5 '26 · confirmed	0.39	—
Q3 FY25	Nov 5 '25 · confirmed	0.65	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod