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

Implied ±5.6%, either direction.

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

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

ALLNYSEFire, Marine & Casualty Insurance

Allstate Corp (ALL) earnings date, market-implied expected move, and options open interest by expiry

261.32

pre 265.00 +1.34%

Pre-market07:13 ETdelayed

Open265.00Volume1.3MMkt cap$66.8BP/E5.24EPS50.59Div yield1.61%

Day265.00 – 265.0050%52-wk184.58 – 276.0788%

ALL

Allstate Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±5.6%implied · straddle

246.75276.25

spot 261.50exp Nov 20ATM strike 260ATM straddle 17.35IV 39%

Nov 3 close

Expected move

Inputs

Next report

Today

after close

confirmedQ3 FY26

Calendar

Next report

Last report

+3.98%

vs ±4.9% implied · ×0.81

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

11.00%

of LendingTree revenue

supplierTREE 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

−1.29%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,764 managers

Top fund weight

0.81%

ALL weight · XLF

N-PORTJun 30 '26

11 funds

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

Allstate (ALL) reports on Nov 4 after close (confirmed date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±4.4%
avg realized: ±2.5%

Oct 30 '24Oct 30 '24confirmed±4.8%▼−1.54%×0.32

Feb 5 '25Feb 5 '25confirmed±4.2%▼−0.59%×0.14

Apr 30 '25Apr 30 '25confirmed±4.8%▼−0.58%×0.12

Jul 30 '25Jul 30 '25confirmed±3.4%▲+5.71%×1.66

Q3 FY25Nov 5 '25confirmed±4.6%▲+1.67%×0.36

Feb 4 '26Feb 4 '26confirmed±4.3%▲+3.90%×0.90

Q1 FY26Apr 29 '26confirmed±4.2%▲+2.32%×0.55

Q2 FY26Aug 5 '26confirmed±4.9%▲+3.98%×0.81

quarterimplied−10%0+10%realized×

Q2 FY26±4.9%▲+3.98%×0.81

Q1 FY26±4.2%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 3 close

3.48OI · 5 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

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

11,224+33%Nov 2016d3,228+7%

3,0440%Dec 1844d0.883,449+2%0.88

5,197+1%Jan 1572d1.064,913+2%1.06

1,5900%Mar 19135d0.831,9070%0.83

3450%Apr 16163d0.93370+1%0.93

ExpiryPutsCallsP/C

Nov 2016d11,224+33%3,228+7%3.48

Dec 1844d3,0440%3,449+2%0.88

Jan 1572d5,197+1%4,913+2%1.06

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

Positioning

Linked exposure

scenario · straddle±5.6%

Funds 4

XLF±0.0%

REVS±0.0%

VIG±0.0%

VTV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

17.68%as filednet margin · revenue +9.84% QoQ · +6.18% YoY

Revenue$18.5B+9.84%

Pre-tax income$4.1B+33.27%

Net income$3.3B17.68%+33.08%

Tax$871M+34.00%

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

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

CPI ×1.72· ±1.9% vs ±1.1% · 10 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.9%4 of 10×1.72

NFPjobs report±1.6%5 of 10×1.45

PCEpersonal income & outlays±1.6%11 of 19×1.37

GDPgross domestic product±1.2%11 of 19×1.06

PPIproducer prices±1.2%4 of 10×1.06

FOMCrate decision±0.9%9 of 24×0.75

CPROFcorporate profits±0.8%7 of 12×0.75

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 12.51 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	12.51	—
Q1 FY26	Apr 29 '26 · confirmed	9.25	—
Q3 FY25	Nov 5 '25 · confirmed	13.95	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod