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

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

AONNYSEInsurance Agents, Brokers & Service

Aon plc (AON) earnings date, market-implied expected move, and options open interest by expiry

345.45

+0.78 · +0.23%

Regular session11:19 ET

Open345.21Volume1.7MMkt cap$73.4BP/E18.85EPS18.33Div yield0.93%

Day345.04 – 348.9011%52-wk265.65 – 380.5069%

AON

Aon plc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 29

before open · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

+4.37%

vs ±6.1% implied · ×0.71

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

3hWTM · customerWhite Mountains posts net income $133.3 million YTD; Q3 net loss $39.0 million
2dGLRE · customerGreenlight Capital Re Q3 net income $3,234 thousand; nine‑month net income $9,388 thousand
5dPRCH · supplierPorch Group agrees ATM distribution for up to 15 million shares (10 million reciprocal, 5 million company)

News

Largest filed tie

13F top-10 QoQ

+9.82%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

1,267 managers

Top fund weight

0.93%

AON weight · XLF

N-PORTJun 30 '26

11 funds

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

Aon (AON) is expected to report on Jan 29 before open (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±5.6%
avg realized: ±3.0%

Jan 31 '25Jan 31 '25confirmed±4.7%▼−0.36%×0.08

Apr 25 '25Apr 25 '25confirmed±5.4%▼−8.00%×1.49

Jul 25 '25Jul 25 '25confirmed±4.6%▲+4.57%×0.98

Oct 31 '25Oct 31 '25confirmed±5.9%▲+3.81%×0.64

Jan 30 '26Jan 30 '26confirmed±5.2%▲+1.95%×0.37

Q1 FY26May 1 '26confirmed±6.5%▲+0.22%×0.03

Q2 FY26Jul 29 '26confirmed±6.6%▼−1.08%×0.16

Q3 FY26Oct 28 '26confirmed±6.1%▲+4.37%×0.71

quarterimplied−10%0+10%realized×

Q3 FY26±6.1%▲+4.37%×0.71

Q2 FY26±6.6%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 4 close

0.54OI · 4 expiries · Nov 4 closeP/C open interest · Apr 16 · first expiry after the report

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

1,437−1%Nov 2015d0.901,5900%0.90

1,1270%Dec 1843d1.32852+1%1.32

1,3360%Jan 1571d0.452,976+19%0.45

report · Jan 29 · before open · est.

576+1%Apr 16162d1,070+1%

ExpiryPutsCallsP/C

Nov 2015d1,437−1%1,5900%0.90

Dec 1843d1,1270%852+1%1.32

Jan 1571d1,3360%2,976+19%0.45

report · Jan 29 · before open · est.

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 filedQ3 FY26

12.40%as filednet margin · revenue −3.76% QoQ · +3.38% YoY

Revenue$3.9B−3.76%

Pre-tax income$612M−15.47%

Net income$486M12.40%−13.98%

Tax$126M−20.75%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 11:15 ET

Intraday

Event sensitivity

CPI ×1.51· ±1.6% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.6%5 of 11×1.51

NFPjobs report±1.5%3 of 10×1.37

PPIproducer prices±1.4%6 of 11×1.32

GDPgross domestic product±1.1%12 of 20×1.08

PCEpersonal income & outlays±1.1%11 of 20×1.07

FOMCrate decision±0.9%14 of 24×0.83

CPROFcorporate profits±0.8%5 of 12×0.76

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

Earnings history

EPS 2.23 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	2.23	—
Q2 FY26	Jul 29 '26 · confirmed	2.58	—
Q1 FY26	May 1 '26 · confirmed	5.63	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod