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

Implied ±8.9%, either direction.

BHFNasdaqLife Insurance

Brighthouse Financial, Inc. (BHF) earnings date, market-implied expected move, and options open interest by expiry

42.54

Pre-market16:00 ETdelayed

Open43.50Volume663,822Mkt cap$2.4BP/E3.39EPS12.56

Day42.54 – 43.500%52-wk41.98 – 66.802%

BHF

Brighthouse Financial, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±8.9%implied · report alone

38.8146.38

straddle ±15.0%

spot 42.60exp Nov 20ATM strike 45ATM straddle 7.52IV 97%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Nov 5

after close · in 1 day

est.Q3 FY26

Calendar

Next report

Last report

+0.50%

vs ±4.5% implied · ×0.11

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

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News

Largest filed tie

13F top-10 QoQ

+4.21%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

478 managers

Top fund weight

0.10%

BHF weight · MDY

N-PORTJun 30 '26

3 funds

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

Brighthouse Financial (BHF) is expected to report on Nov 5 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±4.5%▲+0.50%×0.11

quarterimplied−5%0+5%realized×

Q2 FY26±4.5%▲+0.50%×0.11

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

Implied vs realized

Positioning

OI · 6 expiries · Oct 30 close

0.44OI · 6 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

1,874−19%Nov 2016d4,225−10%

14,0200%Dec 1844d1.0513,407+1%1.05

2,8770%Jan 1572d0.1617,7980%0.16

9420%Feb 19107d0.156,3480%0.15

4790%Mar 19135d0.984890%0.98

100%Apr 16163d0.061730%0.06

ExpiryPutsCallsP/C

Nov 2016d1,874−19%4,225−10%0.44

Dec 1844d14,0200%13,407+1%1.05

Jan 1572d2,8770%17,7980%0.16

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

Positioning

Linked exposure

scenario · straddle±15.0%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

60.48%as filednet margin · revenue +6.22% QoQ · +86.22% YoY

Revenue$1.6B+6.22%

Pre-tax income$1.2B+224.34%

Net income$981M60.48%+228.40%

Tax$245M+210.36%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.13· ±1.7% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%11 of 24×1.13

PCEpersonal income & outlays±1.2%14 of 19×0.80

GDPgross domestic product±1.0%11 of 19×0.71

CPROFcorporate profits±1.0%6 of 12×0.65

NFPjobs report±0.7%3 of 10×0.46

CPIconsumer prices±0.6%3 of 10×0.42

PPIproducer prices±0.4%2 of 10×0.28

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 16.53 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	16.53	—
Q1 FY26	—	-13.82	—
Q3 FY25	—	7.89	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod