Varamir
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EG

EVEREST GROUP, LTD.
369.27post+$0.06 (+0.02%)at close −$2.84 (−0.76%)
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as of 19:59:58 UTCnext report Nov 4 · 91d
Earnings Room‹ back to EG

The report

fiscal Q3 2026 · from the company's notice
Nov 4after close91days out

Expected movement

market-implied · at the Aug 4 close
±11.1%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 164days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Jan 15 · first after the reportATM strike 370straddle 48.30ATM IV 25%× 0.85 straddle-to-rangespot 369.27

Blast radius

7 linked · N-PORT + EDGAR

If EG moves ±11.1% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are named by filings and their coefficient measured against two years of daily returns.

Positioning

4 expiries · as of the Aug 3 close

Contracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.

OI ΔPutsOI
Expiry
OICallsOI Δ
▲ +0%
109
Aug 21
18d
226
▲ +0%
▲ +11%
21
Sep 18
46d
768
▲ +0%
▲ +0%
135
Oct 16
74d
1.4k
▲ +0%
▲ +0%
109
Jan 15
165d
163
▲ +0%

The record

expected in pale · actual in full color
2/8reports moved further than the options market had pricedtypically ±3.9% realized vs ±5.1% priced
Jul 29 '26±5.2%4.7%×0.91
Apr 29 '26±5.3%+3.7%×0.70
Feb 4 '26±5.2%2.3%×0.43
Oct 27 '25±5.3%11.4%×2.13
Jul 30 '25±4.9%+1.0%×0.20
Apr 30 '25±4.5%6.0%×1.34
Feb 3 '25±4.4%1.0%×0.23
Jan 27 '25±5.6%1.5%×0.26
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q2 FY26 · reported 14.22 · rev $4.0B
record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.