Assured Guaranty Ltd · Brief

Next report

4 days

Nov 5 · after closeest.Q3 FY26

Expected move

±5.9%implied · report alone

66.3274.64

straddle ±6.6%

spot 70.48exp Nov 20ATM strike 70ATM straddle 5.47IV 41%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q2 FY26—▼−8.65%—

quarterimplied−10%0+10%realized×

Q2 FY26—▼−8.65%—

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

Nov 5 report · est.

Bull2

31disclosed supplier and customer ties in SEC filingsSEC filings

368managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

3tracked funds holding AGON-PORT · Jul 31 '26

0.01%of VANGUARD DIVIDEND APPRECIATION INDEX FUND's assets the largest tracked fund weightN-PORT · Jul 31 '26

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

AGO report session

No linked exposure.

Oct 22impliedImplied move: ±5.7% into Nov 5 earnings (Oct 22 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.