AFG as of Oct 31 · 01:26 ET

AFGNYSEFire, Marine & Casualty Insurance

American Financial Group Inc · Brief

Next report

4 days

Nov 4 · before openest.Q3 FY26

Earnings

Expected move

Inputs

±2.9%implied · report alone

149.37158.37

straddle ±4.3%

spot 153.87exp Nov 20ATM strike 155ATM straddle 7.85IV 26%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Nov 6 '24—▲+4.99%—

Feb 5 '25—▼−6.23%—

May 7 '25—▼−6.14%—

Aug 6 '25—▲+2.69%—

Nov 5 '25—▲+2.80%—

Feb 4 '26—▼−3.12%—

Q1 FY26—▲+2.97%—

Q2 FY26—▲+4.36%—

quarterimplied−10%0+10%realized×

Q2 FY26—▲+4.36%—

Q1 FY26—▲+2.97%—

Feb '26—▼−3.12%—

Nov '25—▲+2.80%—

Aug '25—▲+2.69%—

May '25—▼−6.14%—

2 older reports

Feb '25—▼−6.23%—

Nov '24—▲+4.99%—

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

Bull & bear

Nov 4 report · est.

Bull1

513managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

32managers holding the majority of reported value13F · Jun 30 '26

10 of 23of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

Linked exposure

AFG report session

Suppliers 1

AIIAmerican Integrity Insurance Group×0.61

× = co-movement · max 362dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 21impliedImplied move: ±4.8% into Nov 4 earnings (Oct 21 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.