What move does the options market price into Brookfield Asset Management's report?

Implied ±3.9%, either direction.

BAMNYSEInvestment Advice

Brookfield Asset Management Ltd. (BAM) earnings date, market-implied expected move, and options open interest by expiry

48.24

Closed16:09 ET

Open48.40Volume2.2MMkt cap$77.1BP/E27.72EPS1.74Div yield4.03%

Day47.61 – 48.5567%52-wk41.36 – 55.4449%

BAM

Brookfield Asset Management Ltd.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.9%implied · report alone

46.3950.13

straddle ±6.1%

spot 48.26exp Nov 20ATM strike 47.5ATM straddle 3.45IV 38%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 6

before open · in 5 days

est.Q3 FY26

Calendar

Next report

Last report

+1.03%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.13%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

625 managers

Top fund weight

0.53%

BAM weight · EWC

N-PORTAug 31 '26

2 funds

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

Brookfield Asset Management (BAM) is expected to report on Nov 6 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+1.03%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+1.03%—

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

0.73OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

2,824−2%Nov 2019d3,859+6%

455+44%Dec 1847d0.78581+46%0.78

12,3270%Jan 1575d1.518,1630%1.51

831+12%Apr 16166d1.46571+4%1.46

ExpiryPutsCallsP/C

Nov 2019d2,824−2%3,859+6%0.73

Dec 1847d455+44%581+46%0.78

Jan 1575d12,3270%8,1630%1.51

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

Positioning

Linked exposure

scenario · straddle±6.1%

Funds 2

EWC±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

67.12%as filednet margin · revenue +32.67% QoQ · +62.57% YoY

Revenue

$1.7B+32.67% QoQ

Gross profit

$1.7B+51.02% QoQ

97.48% margin

Operating income

$1.1B+80.83% QoQ

62.66% margin

Pre-tax income

$1.3B+91.67% QoQ

Net income

$1.2B+100.00% QoQ

67.12% margin

Cost of revenue

$44M−76.72% QoQ

Operating expenses

$608M+16.48% QoQ

SG&A $548M

Other operating $60M

Tax

$162M+47.27% QoQ

Other income

$240M+163.74% QoQ

Revenue$1.7B+32.67%

Gross profit

$1.7B+51.02%

97.48% margin

Operating income

$1.1B+80.83%

62.66% margin

Pre-tax income

$1.3B+91.67%

Net income

$1.2B+100.00%

67.12% margin

Cost of revenue

$44M−76.72%

Operating expenses

$608M+16.48%

SG&A $548M

Other operating $60M

Other income$240M+163.74%

Tax$162M+47.27%

flow · deduction · inflow · 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 ×1.49· ±2.1% vs ±1.4% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±2.1%5 of 11×1.49

FOMCrate decision±1.7%13 of 25×1.19

CPIconsumer prices±1.5%4 of 11×1.03

PCEpersonal income & outlays±1.2%10 of 20×0.84

GDPgross domestic product±1.2%8 of 20×0.82

NFPjobs report±1.1%5 of 10×0.75

CPROFcorporate profits±0.8%4 of 12×0.53

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.56 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	0.56	—
Q1 FY26	—	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod