FDS as of Nov 3 · 18:53 ET

FDSNYSEServices-Computer Programming, Data Processing, Etc.

FactSet Research Systems Inc · Brief

Next report

44 days

Dec 17 · before openest.Q1 FY27

Earnings

Expected move

Inputs

±3.3%implied · report alone

321.73343.45

straddle ±11.1%

spot 332.59exp Dec 18ATM strike 330ATM straddle 43.60IV 47%

Nov 3 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

2 of 8≥ implied

avg implied: ±6.8%
avg realized: ±5.4%

Dec 19 '24±4.5%▲+3.53%×0.79

Mar 20 '25±3.6%▼−1.70%×0.47

Jun 23 '25±5.4%▲+3.48%×0.65

Sep 17 '25±7.6%▼−10.36%×1.37

Dec 18 '25±5.9%▼−7.68%×1.31

Q2 FY26±8.9%▲+6.08%×0.68

Q3 FY26±9.8%▲+6.72%×0.68

Q4 FY26±9.0%▲+3.84%×0.43

quarterimplied−15%0+15%realized×

Q4 FY26±9.0%▲+3.84%×0.43

Q3 FY26±9.8%▲+6.72%×0.68

Q2 FY26±8.9%▲+6.08%×0.68

Dec '25±5.9%▼−7.68%×1.31

Sep '25±7.6%▼−10.36%×1.37

Jun '25±5.4%▲+3.48%×0.65

2 older reports

Mar '25±3.6%▼−1.70%×0.47

Dec '24±4.5%▲+3.53%×0.79

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

Bull & bear

Dec 17 report · est.

Bull2 of 3

769managers reporting a position in latest quarterly filings13F · Jun 30 '26

48managers holding four fifths of reported value13F · Jun 30 '26

Bear2 of 3

9 of 23of the largest reporting managers cut their stake in latest quarter13F · Jun 30 '26

10tracked funds holding FDSN-PORT · Aug 31 '26

AI captions · Oct 5 '26once per report · top 2 per case

Linked exposure

FDS report session

Suppliers 1

NWSANews×0.26

× = co-movement · max 501dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.