What move does the options market price into F&G Annuities & Life's report?

Implied ±13.5%, either direction.

How often does F&G Annuities & Life move more than the options market prices?

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

FGNYSELife Insurance

F&G Annuities & Life, Inc. (FG) earnings date, market-implied expected move, and options open interest by expiry

21.13

−0.57 · −2.62%

post 21.49 +1.69%

After hours15:59 ETdelayed

Open21.45Volume472,466Mkt cap$2.8BP/E7.07EPS3.04Div yield4.61%

Day21.45 – 21.8410%52-wk18.75 – 34.0118%

F&G Annuities & Life, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.5%implied · straddle

18.5924.41

spot 21.50exp Nov 20ATM strike 22.5ATM straddle 3.43IV 88%

Nov 3 closethin chain

Expected move

Inputs

Next report

Nov 5

after close · in 2 days

confirmedQ3 FY26

Calendar

Next report

Last report

−1.59%

vs ±8.5% implied · ×0.19

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

16hBX · supplierBlackstone president calls for more equity to fund AI buildout as debt risks mount

News

Largest filed tie

13F top-10 QoQ

−0.22%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

319 managers

Top fund weight

0.03%

FG weight · IWM

N-PORTJun 30 '26

4 funds

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

F&G Annuities & Life (FG) reports on Nov 5 after close (confirmed date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±8.8%
avg realized: ±6.4%

Nov 6 '24Nov 6 '24confirmed±9.1%▼−4.64%×0.51

Feb 20 '25Feb 20 '25confirmed±4.6%▼−8.72%×1.89

May 7 '25May 7 '25confirmed±8.5%▼−14.48%×1.71

Aug 6 '25Aug 6 '25confirmed±7.4%▲+2.90%×0.39

Q3 FY25Nov 6 '25confirmed±11.8%▲+3.15%×0.27

Feb 19 '26Feb 19 '26confirmed±10.2%▼−7.95%×0.78

Q1 FY26May 6 '26confirmed±10.7%▼−8.11%×0.76

Q2 FY26Aug 5 '26confirmed±8.5%▼−1.59%×0.19

quarterimplied−15%0+15%realized×

Q2 FY26±8.5%▼−1.59%×0.19

Q1 FY26±10.7%

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

0.60OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

102+2%Nov 2017d1700%

280%Dec 1845d0.211310%0.21

1130%Jan 1573d0.23485+3%0.23

4720%Apr 16164d1.612940%1.61

ExpiryPutsCallsP/C

Nov 2017d102+2%1700%0.60

Dec 1845d280%1310%0.21

Jan 1573d1130%485+3%0.23

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

Positioning

Linked exposure

scenario · straddle±13.5%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

BX±5.3%×0.39

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−5.28%as filednet margin · revenue +19.71% QoQ · +4.18% YoY

Revenue$1.4B+19.71%

Gross profit$1.3B92.33%+16.42%

Operating income−$53M−3.73%−114.56%

Pre-tax income−$94M−129.10%

Net income−$75M−5.28%−130.12%

Cost of revenue$109M+81.67%

Operating expenses$1.4B+78.90%

Tax−$19M−125.68%

Other expense−$41M0.00%

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

NFP ×1.06· ±2.0% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.0%5 of 10×1.06

CPIconsumer prices±2.0%4 of 10×1.05

FOMCrate decision±1.9%12 of 24×1.02

PCEpersonal income & outlays±1.8%11 of 19×0.93

GDPgross domestic product±1.8%10 of 19×0.92

PPIproducer prices±1.4%6 of 10×0.72

CPROFcorporate profits±1.2%8 of 12×0.62

Bar = avg |move| to ±3% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS -0.62 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-0.62	—
Q1 FY26	May 6 '26 · confirmed	1.78	—
Q3 FY25	Nov 6 '25 · confirmed	0.85	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod