How often does CNO Financial move more than the options market prices?

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

CNONYSEAccident & Health Insurance

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

57.62

+2.45 · +4.44%

post 57.62 0.00%

Closed16:00 ET

Open57.49Volume980,989Mkt cap$5.3BP/E19.47EPS2.96Div yield1.21%

Day55.48 – 57.62100%52-wk38.59 – 57.70100%

CNO

CNO Financial Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 4

before open · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

+4.53%

vs ±4.9% implied · ×0.93

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmedthin chain

Implied vs realized

Linked news

4dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
42dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

+3.04%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

383 managers

Top fund weight

0.15%

CNO weight · IWM

N-PORTJun 30 '26

6 funds

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

CNO Financial (CNO) is expected to report on Feb 4 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.2%
avg realized: ±3.4%

Feb 6 '25Feb 6 '25confirmed±4.7%▲+2.65%×0.57

Apr 28 '25Apr 28 '25confirmed±8.5%▼−4.78%×0.56

Jul 28 '25Jul 28 '25confirmed±10.9%▼−1.60%×0.15

Q3 FY25Nov 3 '25confirmed±10.1%▲+4.34%×0.43

Feb 5 '26Feb 5 '26confirmed±9.5%▲+5.51%×0.58

Q1 FY26Apr 30 '26confirmed±9.6%▲+0.40%×0.04

Q2 FY26Jul 30 '26confirmed±7.8%▲+2.99%×0.38

Oct 29 '26Oct 29 '26confirmed±4.9%thin chain▲+4.53%×0.93

quarterimplied−15%0+15%realized×

Oct '26±4.9%▲+4.53%×0.93

Q2 FY26±7.8%▲+2.99%×0.38

Q1 FY26±9.6%▲+0.40%×0.04

Feb '26±9.5%▲+5.51%×0.58

Q3 FY25±10.1%▲+4.34%×0.43

Jul '25±10.9%▼−1.60%×0.15

2 older reports

Apr '25±8.5%▼−4.78%×0.56

Feb '25±4.7%▲+2.65%×0.57

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.23OI · 2 expiries · Oct 30 closeP/C open interest · Nov 20 · nearest expiry

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

530%Nov 2020d2350%

4−84%Dec 1848d0.02183−2%0.02

ExpiryPutsCallsP/C

Nov 2020d530%2350%0.23

Dec 1848d4−84%183−2%0.02

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 filedQ2 FY26

10.24%as filednet margin · revenue +25.67% QoQ · +12.59% YoY

Revenue$1.2B+25.67%

Pre-tax income$160M+229.96%

Net income$126M10.24%+233.95%

Tax$34M+215.89%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.17· ±1.4% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.4%14 of 24×1.17

PPIproducer prices±1.0%7 of 10×0.88

CPIconsumer prices±0.8%4 of 10×0.74

GDPgross domestic product±0.8%10 of 19×0.73

CPROFcorporate profits±0.8%5 of 12×0.72

PCEpersonal income & outlays±0.8%10 of 19×0.70

NFPjobs report±0.7%7 of 10×0.65

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.33 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	1.33	—
Q1 FY26	Apr 30 '26 · confirmed	0.39	—
Q3 FY25	Nov 3 '25 · confirmed	0.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod