What move does the options market price into agilon health's report?

Implied ±16.3%, either direction.

How often does agilon health move more than the options market prices?

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

AGLNYSEServices-Misc Health & Allied Services, NEC

agilon health, inc. (AGL) earnings date, market-implied expected move, and options open interest by expiry

93.95

+6.16 · +7.02%

Regular session12:10 ET

Open87.80Volume281,533Mkt cap$1.5BEPS-13.90

Day87.80 – 93.95100%52-wk7.48 – 133.0469%

AGL

agilon health, inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.3%implied · straddle

73.47102.11

spot 87.79exp Nov 20ATM strike 90ATM straddle 16.85IV 110%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−19.49%

vs ±20.6% implied · ×0.95

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.89%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

37 managers

Top fund weight

0.04%

AGL weight · IWM

N-PORTJun 30 '26

3 funds

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

agilon health (AGL) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±25.3%
avg realized: ±34.7%

Nov 7 '24Nov 7 '24confirmed±13.7%▼−34.05%×2.49

Feb 25 '25Feb 25 '25confirmed±18.9%▼−7.44%×0.39

May 6 '25May 6 '25confirmed±13.6%▼−23.99%×1.76

Aug 4 '25Aug 4 '25confirmed±16.5%▼−51.51%×3.12

Q3 FY25Nov 4 '25confirmed±41.1%▲+4.05%×0.10

Q1 FY26Feb 25 '26confirmed±47.2%▲+18.92%×0.40

May 6 '26May 6 '26confirmed±31.1%▲+117.81%×3.79

Q2 FY26Aug 5 '26confirmed±20.6%▼−19.49%×0.95

quarterimplied−120%0+120%realized×

Q2 FY26±20.6%▼−19.49%×0.95

May '26±31.1%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

1.46OI · 5 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

5870%Nov 2016d401+1%

230%Dec 1844d1.53150%1.53

2,0020%Jan 1572d0.1019,9400%0.10

1830%Mar 19135d2.13860%2.13

40%Apr 16163d0.11360%0.11

ExpiryPutsCallsP/C

Nov 2016d5870%401+1%1.46

Dec 1844d230%150%1.53

Jan 1572d2,0020%19,9400%0.10

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

Positioning

Linked exposure

scenario · straddle±16.3%

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

1.20%as filednet margin · revenue +5.23% QoQ · +7.15% YoY

Revenue

$1.5B+5.23% QoQ

Gross profit

$107M+64.79% QoQ

7.17% margin

Operating income

$12M+194.47% QoQ

0.79% margin

Pre-tax income

$18M−41.29% QoQ

Net income

$18M−63.29% QoQ

1.20% margin

Cost of revenue

$1.4B+2.37% QoQ

Operating expenses

$95M+56.30% QoQ

SG&A $89M

Depreciation $7M

Other income

$6M−77.60% QoQ

Tax benefit

$375,000

Revenue$1.5B+5.23%

Gross profit

$107M+64.79%

7.17% margin

Operating income

$12M+194.47%

0.79% margin

Pre-tax income

$18M−41.29%

Net income

$18M−63.29%

1.20% margin

Cost of revenue

$1.4B+2.37%

Operating expenses

$95M+56.30%

SG&A $89M

Depreciation $7M

Other income$6M−77.60%

Tax benefit$375,000

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 12:00 ET

Intraday

Event sensitivity

NFP ×1.36· ±6.4% vs ±4.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±6.4%6 of 10×1.36

CPIconsumer prices±4.8%4 of 10×1.03

FOMCrate decision±4.8%9 of 24×1.02

PPIproducer prices±3.8%6 of 10×0.82

PCEpersonal income & outlays±3.6%9 of 19×0.77

GDPgross domestic product±3.4%11 of 19×0.74

CPROFcorporate profits±3.4%7 of 12×0.73

Bar = avg |move| to ±7% · tick = ±4.7% avg day · ×base = |move| ÷ ±4.7% · min 6 releases

Earnings history

EPS 1.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	1.04	—
Q1 FY26	Feb 25 '26 · confirmed	2.94	—
Q3 FY25	Nov 4 '25 · confirmed	—	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod