AIZ

ASSURANT, INC.

283.00^post+$1.69 (+0.60%)at close −$1.08 (−0.38%)

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as of 21:04:37 UTCnext report Nov 3 · 90d

Earnings Room‹ back to AIZ

The report

reported · awaiting the session that absorbs it

Aug 4after the closenext Nov 3

Reported yesterday, after the closeThe market priced ±5.0% into it; the session that absorbs it hasn't closed yet

The reaction

Loading the session…

Expected movement · next report

market-implied · at the Aug 4 close

±9.2%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Nov 20 · first after the reportATM strike 280straddle 30.60ATM IV 25%× 0.85 straddle-to-rangespot 283.00

Blast radius

6 linked · N-PORT + EDGAR

If AIZ moves ±9.2% 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.

RSPfundInvesco S&P 500 Equal Weight ETF0.21% of the fund0.02%XLFfundState Street Financial Select Sector SPDR ETF0.15% of the fund0.01%VIGfundVanguard Dividend Appreciation Index Fund0.05% of the fund0.00%SPYfundSPDR S&P 500 ETF Trust0.02% of the fund0.00%VOOfundVanguard 500 Index Fund0.02% of the fund0.00%IVVfundiShares Core S&P 500 ETF0.02% of the fund0.00%

Positioning

4 expiries · as of the Aug 3 close

Contracts 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

Expiry

OICallsOI Δ

▲ +52%

Aug 21

18d

209

▲ +0%

123

Sep 18

46d

554

▲ +15%

▲ +0%

Nov 20

109d

▼ −14%

▲ +13%

Dec 18

137d

153

▲ +1%

The record

expected in pale · actual in full color

3/8reports moved further than the options market had pricedtypically ±4.6% realized vs ±4.4% priced

May 5 '26±4.1%→+3.5%×0.85

Feb 10 '26±4.1%→−8.7%×2.12

Nov 4 '25±5.0%→+1.7%×0.34

Aug 5 '25±4.3%→+11.2%×2.64

May 6 '25±4.4%→−0.4%×0.09

Feb 11 '25±4.3%→−2.6%×0.59

Jan 23 '25±4.6%→+1.7%×0.37

Nov 5 '24±4.2%→+6.9%×1.64

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q1 FY26 · reported 5.41 · rev $3.4B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.