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

Implied ±4.0%, either direction.

AMGNYSEInvestment Advice

Affiliated Managers Group, Inc. (AMG) earnings date, market-implied expected move, and options open interest by expiry

381.45

−17.57 · −4.40%

post 381.43 0.00%

Closed16:00 ET

Open414.00Volume274,995Mkt cap$9.9BP/E12.34EPS30.91Div yield0.01%

Day379.87 – 414.005%52-wk236.29 – 400.1389%

AMG

Affiliated Managers Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.0%implied · report alone

366.12397.02

straddle ±6.8%

spot 381.57exp Nov 20ATM strike 380ATM straddle 30.35IV 42%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

before open · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

+1.50%

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Linked news

3dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
41dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

+4.41%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

565 managers

Top fund weight

0.25%

AMG weight · MDY

N-PORTJun 30 '26

4 funds

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

Affiliated Managers (AMG) is expected to report on Nov 2 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Jul 30 '26confirmed—▲+1.50%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+1.50%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.61OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

4540%Nov 2020d7440%

141+4%Dec 1848d0.197310%0.19

860%Mar 19139d0.551570%0.55

ExpiryPutsCallsP/C

Nov 2020d4540%7440%0.61

Dec 1848d141+4%7310%0.19

Mar 19139d860%1570%0.55

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

Positioning

Linked exposure

scenario · straddle±6.8%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

30.43%as filednet margin · revenue +12.70% QoQ · +39.62% YoY

Revenue$780M+12.70%

Pre-tax income$307M+59.36%

Net income$237M30.43%+62.16%

Tax$70M+50.54%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.44· ±1.9% vs ±1.3% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.9%8 of 11×1.44

PCEpersonal income & outlays±1.7%11 of 19×1.27

GDPgross domestic product±1.5%13 of 19×1.13

FOMCrate decision±1.4%12 of 24×1.10

NFPjobs report±1.3%6 of 10×1.03

CPROFcorporate profits±1.0%7 of 12×0.74

CPIconsumer prices±0.9%7 of 11×0.67

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 6.95 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	6.95	—
Q1 FY26	—	3.84	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod