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

Implied ±3.7%, either direction.

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

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

AIGNYSEFire, Marine & Casualty Insurance

American International Group, Inc. (AIG) earnings date, market-implied expected move, and options open interest by expiry

81.19

−1.21 · −1.47%

Regular session14:38 ET

Open82.49Volume3.5MMkt cap$43.1BP/E14.73EPS5.51Div yield2.31%

Day81.16 – 82.492%52-wk69.90 – 85.6472%

AIG

American International Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.7%implied · straddle

8Q avg ±3.2%·×1.16·rich

79.3285.48

spot 82.40exp Nov 6ATM strike 82ATM straddle 3.63IV 53%

Nov 2 close

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

−1.49%

vs ±3.0% implied · ×0.50

shaded = implied · ▲▼ = realized

Aug 6 '26 · confirmed

Implied vs realized

Linked news

3dEG · supplierEverest sued in putative securities class action in SDNY alleging 2024–2025 disclosure misstatements
4dRYAN · customerRyan Specialty Holdings Q3 net income $88,048 thousand; revenue $789,963 thousand
5dRNR · supplierRenaissanceRe Q3 net loss attributable $152,541 thousand; nine-month net income $803,916 thousand

News

Largest filed tie

13F top-10 QoQ

+3.43%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

1,138 managers

Top fund weight

0.52%

AIG weight · XLF

N-PORTJun 30 '26

9 funds

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

American International (AIG) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

4 of 8≥ implied

avg implied: ±3.2%
avg realized: ±3.2%

Nov 4 '24Nov 4 '24confirmed±4.6%▼−1.23%×0.27

Feb 11 '25Feb 11 '25confirmed±2.5%▲+1.22%×0.48

May 1 '25May 1 '25confirmed±3.1%▲+3.49%×1.11

Aug 6 '25Aug 6 '25confirmed±3.1%▼−3.11%×0.99

Q3 FY25Nov 4 '25confirmed±2.6%▼−5.44%×2.09

Feb 10 '26Feb 10 '26confirmed±3.4%▲+4.59%×1.36

Q1 FY26Apr 30 '26confirmed±3.6%▲+5.31%×1.47

Q2 FY26Aug 6 '26confirmed±3.0%▼−1.49%×0.50

quarterimplied−10%0+10%realized×

Q2 FY26±3.0%▼−1.49%×0.50

Q1 FY26±3.6%▲+5.31%×1.47

Feb '26±3.4%▲+4.59%×1.36

Q3 FY25±2.6%▼−5.44%×2.09

Aug '25±3.1%▼−3.11%×0.99

May '25±3.1%▲+3.49%×1.11

2 older reports

Feb '25±2.5%▲+1.22%×0.48

Nov '24±4.6%▼−1.23%×0.27

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

Implied vs realized

Positioning

OI · 10 expiries · Nov 2 close

0.65OI · 10 expiries · Nov 2 closeP/C open interest · Nov 6 · first expiry after the report

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

389−6%Nov 63d601+7%

62−2%Nov 1310d0.43144+15%0.43

2,477+1%Nov 2017d0.2111,8200%0.21

230%Nov 2724d0.181290%0.18

7—Dec 431d3.502—3.50

5 later expiries

0—Dec 1138d0.0010%0.00

12,8880%Dec 1845d1.727,504+1%1.72

10,522−1%Jan 1573d1.536,8830%1.53

1,082+1%Feb 19108d1.84587+5%1.84

9910%Mar 19136d0.531,8730%0.53

ExpiryPutsCallsP/C

Nov 63d389−6%601+7%0.65

Nov 1310d62−2%144+15%0.43

Nov 2017d2,477+1%11,8200%0.21

Nov 2724d230%1290%0.18

Dec 431d7—2—3.50

5 later expiries

Dec 1138d0—10%0.00

Dec 1845d12,8880%7,504+1%1.72

Jan 1573d10,522−1%6,8830%1.53

Feb 19108d1,082+1%587+5%1.84

Mar 19136d9910%1,8730%0.53

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

Positioning

Linked exposure

scenario · straddle±3.7%

Funds 4

XLF±0.0%

RSP±0.0%

VTV±0.0%

SPY±0.0%

Suppliers 1

EG±2.2%×0.59

Dashed = straddle · × = co-movement · max 500dMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

13.38%as filednet margin · revenue +6.54% QoQ · −0.08% YoY

Revenue

$7.1B+6.54% QoQ

Gross profit

$7.1B+6.54% QoQ

100.00% margin

Operating income

$1.4B+12.85% QoQ

19.34% margin

Pre-tax income

$1.3B+28.06% QoQ

Net income

$948M+24.25% QoQ

13.38% margin

Operating expenses

$5.7B+5.13% QoQ

Other operating $3.6B

SG&A $1.2B

Other operating $900M

Other expense

$106M

Tax

$316M+41.07% QoQ

Revenue$7.1B+6.54%

Gross profit

$7.1B+6.54%

100.00% margin

Operating income

$1.4B+12.85%

19.34% margin

Pre-tax income

$1.3B+28.06%

Net income

$948M+24.25%

13.38% margin

Cost of revenue

Operating expenses

$5.7B+5.13%

Other operating $3.6B

SG&A $1.2B

Other operating $900M

Other expense

$106M

Tax$316M+41.07%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 14:30 ET

Intraday

Event sensitivity

NFP ×2.00· ±2.1% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.1%3 of 10×2.00

PCEpersonal income & outlays±1.1%9 of 19×1.11

FOMCrate decision±1.1%11 of 24×1.08

PPIproducer prices±1.0%4 of 10×1.00

GDPgross domestic product±1.0%11 of 19×0.97

CPIconsumer prices±0.9%4 of 10×0.90

CPROFcorporate profits±0.9%7 of 12×0.83

Bar = avg |move| to ±3% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 1.78 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	1.78	—
Q1 FY26	Apr 30 '26 · confirmed	1.41	—
Q3 FY25	Nov 4 '25 · confirmed	0.93	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod