AXSNYSEFire, Marine & Casualty Insurance

Axis Capital Holdings Ltd (AXS) earnings date, market-implied expected move, and options open interest by expiry

104.08

+1.24 · +1.20%

post 104.08 0.00%

Closed16:00 ET

Open103.80Volume975,808Mkt cap$7.7BP/E7.88EPS13.20Div yield1.68%

Day102.51 – 104.3187%52-wk90.67 – 119.4447%

AXS

Axis Capital Holdings Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

after close · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

+1.21%

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

1dAJG · supplierArthur J. Gallagher reports third-quarter revenue $3,976 million, net earnings $406 million, diluted EPS $1.55
1dAON · supplierAon CEO warns AI data center insurance risks could threaten financing

News

Largest filed tie

13F top-10 QoQ

+3.14%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

471 managers

Top fund weight

0.01%

AXS weight · VTI

N-PORTJun 30 '26

2 funds

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

Axis Capital (AXS) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 28 '26confirmed—▼−11.16%—

Q3 FY26Oct 28 '26confirmed—▲+1.21%—

quarterimplied−15%0+15%realized×

Q3 FY26—▲+1.21%—

Q2 FY26—▼−11.16%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 27 close

0.10OI · 3 expiries · Oct 27 closeP/C open interest · Mar 19 · first expiry after the report

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

380%Nov 2020d0.31123+2%0.31

560%Dec 1848d0.068790%0.06

report · Jan 27 · after close · est.

290%Mar 19139d2770%

ExpiryPutsCallsP/C

Nov 2020d380%123+2%0.31

Dec 1848d560%8790%0.06

report · Jan 27 · after close · est.

Mar 19139d290%

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

11.68%as filednet margin · revenue +3.16% QoQ · +6.81% YoY

Revenue$1.8B+3.16%

Pre-tax income$256M−19.00%

Net income$209M11.68%−18.99%

Tax$49M−19.51%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.37· ±1.5% vs ±1.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%11 of 24×1.37

CPIconsumer prices±1.5%5 of 11×1.36

NFPjobs report±1.4%4 of 10×1.27

GDPgross domestic product±1.3%11 of 19×1.17

PCEpersonal income & outlays±0.9%10 of 19×0.82

PPIproducer prices±0.8%4 of 11×0.75

CPROFcorporate profits±0.8%6 of 12×0.71

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

Earnings history

EPS 2.75 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	2.75	—
Q2 FY26	Jul 28 '26 · confirmed	3.38	—
Q1 FY26	—	3.29	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod