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

Implied ±2.8%, either direction.

ARXNYSEInsurance Agents, Brokers & Service

Accelerant Holdings (ARX) earnings date, market-implied expected move, and options open interest by expiry

19.82

Closed16:00 ET

Open19.94Volume573,220Mkt cap$4.4BEPS-7.24

Day19.82 – 19.944%52-wk9.18 – 19.9099%

ARX

Accelerant Holdings

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±2.8%implied · straddle

19.2720.37

spot 19.82exp Nov 20ATM strike 20ATM straddle 0.65IV 17%

Oct 30 close

Expected move

Inputs

Next report

Nov 11

after close · in 11 days

est.

Calendar

Next report

Last report

+43.35%

shaded = implied · ▲▼ = realized

Aug 13 '26 · confirmed

Implied vs realized

Linked news

1dAMZN · supplierAmazon falls 2%, Intel dives 29%, as tech stocks sell off in post-earnings rout

News

Largest filed tie

13F top-10 QoQ

+27.85%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

117 managers

Top fund weight

2.02%

ARX weight · EVNT

N-PORTAug 31 '26

4 funds

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

Accelerant (ARX) is expected to report on Nov 11 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 13 '26confirmed—▲+43.35%—

quarterimplied−45%0+45%realized×

Q2 FY26—▲+43.35%—

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.30OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3040%Nov 2020d1,0050%

0—Dec 1848d—0——

1880%Jan 1576d0.702680%0.70

3010%Feb 19111d0.358710%0.35

ExpiryPutsCallsP/C

Nov 2020d3040%1,0050%0.30

Dec 1848d0—0——

Jan 1576d1880%2680%0.70

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

Positioning

Linked exposure

scenario · straddle±2.8%

Funds 4

EVNT±0.1%

Linked exposure

Revenue flow

as filedQ2 FY26

22.42%as filednet margin · revenue +30.59% QoQ · +62.89% YoY

Revenue

$357M+30.59% QoQ

Gross profit

$357M+30.59% QoQ

100.00% margin

Operating income

$111M+358.51% QoQ

30.96% margin

Pre-tax income

$87M+4270.00% QoQ

Net income

$80M+2051.22% QoQ

22.42% margin

Operating expenses

$246M−1.12% QoQ

SG&A $130M

Other operating $72M

Depreciation $10M

Other operating $35M

Other expense

$23M

Tax

$7M+21.31% QoQ

Revenue$357M+30.59%

Gross profit

$357M+30.59%

100.00% margin

Operating income

$111M+358.51%

30.96% margin

Pre-tax income

$87M+4270.00%

Net income

$80M+2051.22%

22.42% margin

Cost of revenue

Operating expenses

$246M−1.12%

SG&A $130M

Other operating $72M

Depreciation $10M

Other expense

$23M

Tax$7M+21.31%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

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 ×2.57· ±6.7% vs ±2.6% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±6.7%6 of 11×2.57

CPROFcorporate profits±3.9%2 of 9×1.50

GDPgross domestic product±3.8%2 of 14×1.45

FOMCrate decision±2.9%4 of 11×1.12

PCEpersonal income & outlays±2.5%3 of 14×0.94

CPIconsumer prices±2.1%5 of 11×0.82

NFPjobs report±1.9%5 of 10×0.71

Bar = avg |move| to ±7% · tick = ±2.6% avg day · ×base = |move| ÷ ±2.6% · min 6 releases

Earnings history

EPS 0.36 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 13 '26 · confirmed	0.36	—
Q1 FY26	—	-0.02	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod