How often does Assurant move more than the options market prices?

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

AIZNYSEInsurance Carriers, NEC

Assurant, Inc. (AIZ) earnings date, market-implied expected move, and options open interest by expiry

295.82

−1.41 · −0.47%

post 296.13 +0.10%

After hours16:48 ETdelayed

Open295.12Volume483,280Mkt cap$14.7BP/E14.01EPS21.13Div yield1.18%

Day294.88 – 306.0311%52-wk204.80 – 303.0093%

AIZ

Assurant, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 9

after close · in 98 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedNov 2 close

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+0.17%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

616 managers

Top fund weight

0.21%

AIZ weight · RSP

N-PORTJul 31 '26

9 funds

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

Assurant (AIZ) is expected to report on Feb 9 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±4.4%
avg realized: ±4.6%

Jan 23 '25Jan 23 '25confirmed±4.6%▲+1.69%×0.37

Feb 11 '25Feb 11 '25confirmed±4.3%▼−2.56%×0.59

May 6 '25May 6 '25confirmed±4.4%▼−0.38%×0.09

Aug 5 '25Aug 5 '25confirmed±4.3%▲+11.23%×2.64

Q3 FY25Nov 4 '25confirmed±5.0%▲+1.73%×0.34

Feb 10 '26Feb 10 '26confirmed±4.1%▼−8.65%×2.12

Q1 FY26May 5 '26confirmed±4.1%▲+3.50%×0.85

Q2 FY26Aug 4 '26confirmed±4.5%▲+7.20%×1.59

quarterimplied−15%0+15%realized×

Q2 FY26±4.5%▲+7.20%×1.59

Q1 FY26±4.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.09OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

85−1%Nov 2017d0.25338+1%0.25

1770%Dec 1845d0.335330%0.33

report · Feb 9 · after close · est.

60%Mar 19136d65+8%

ExpiryPutsCallsP/C

Nov 2017d85−1%338+1%0.25

Dec 1845d1770%5330%0.33

report · Feb 9 · after close · est.

Mar 19136d60%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

8.64%as filednet margin · revenue +1.00% QoQ · +9.37% YoY

Revenue$3.5B+1.00%

Pre-tax income$377M+12.31%

Net income$299M8.64%+8.94%

Tax$78M+27.32%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 16:45 ET

Intraday

Event sensitivity

NFP ×1.99· ±2.1% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.1%5 of 10×1.99

FOMCrate decision±1.3%10 of 24×1.22

PCEpersonal income & outlays±1.1%8 of 19×1.04

CPIconsumer prices±1.1%4 of 10×1.03

GDPgross domestic product±0.9%11 of 19×0.85

CPROFcorporate profits±0.7%5 of 12×0.69

PPIproducer prices±0.6%4 of 10×0.59

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

Earnings history

EPS 5.95 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 4 '26 · confirmed	5.95	—
Q1 FY26	May 5 '26 · confirmed	5.41	—
Q3 FY25	Nov 4 '25 · confirmed	5.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod