AGL
agilon health, inc.94.28post−$0.50 (−0.53%)at close +$0.00 (+0.00%)
as of 21:51:48 UTCnext report Aug 5 · today
Earnings Room‹ back to AGL
The report
fiscal Q2 2026 · from the company's noticeAug 5after close0days out
Expected movement
market-implied · at the Aug 4 close±15.2%is what the chain prices for this report itself, with the ordinary drift of the days around it taken out. Not a view we hold.
The full straddle prices ±21.4% over the 17 days to expiry; the rest of that is everyday movement, which the chain prices at 103% annualized.
expiry Aug 21 · first after the reportATM strike 95straddle 23.75ATM IV 146% vs 121% at Sep 18× 0.85 straddle-to-rangespot 94.28
Blast radius
2 linked · N-PORT + EDGARIf AGL moves ±21.4% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
▲ +0%450
Aug 21
17d
471▲ +3%
▲ +18%
65
Sep 18
45d
535▲ +0%
▲ +1%603
Oct 16
73d
643
▲ +0%
▲ +0%1.4k
Jan 15
164d
19.9k▲ +0%
The record
expected in pale · actual in full color4/8reports moved further than the options market had pricedtypically ±33.4% realized vs ±24.3% priced
May 6 '26±31.1%→+117.8%×3.79
Feb 25 '26±47.2%→+18.9%×0.40
Nov 4 '25±41.1%→+4.0%×0.10
Aug 4 '25±16.5%→−51.5%×3.12
May 6 '25±13.6%→−24.0%×1.76
Feb 25 '25±18.9%→−7.4%×0.39
Nov 7 '24±13.7%→−34.0%×2.49
Aug 6 '24±12.3%→−9.3%×0.76
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 2.94 · rev $1.4B
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.