JEF as of Oct 31 · 20:48 ET

JEFNYSESecurity Brokers, Dealers & Flotation Companies

Jefferies Financial Group Inc. · Brief

Next report

66 days

Jan 6 · after closeest.Q4 FY26

Earnings

Expected move

Inputs

±4.8%implied · report alone

43.9048.34

straddle ±13.3%

spot 46.12exp Jan 15ATM strike 45ATM straddle 7.23IV 43%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Jan 8 '25—▼−10.80%—

Mar 26 '25—▼−9.85%—

Jun 25 '25—▲+0.30%—

Sep 29 '25—▼−1.86%—

Jan 7 '26—▼−5.60%—

Q1 FY26—▲+1.61%—

Q2 FY26—▼−9.15%—

Q3 FY26±8.2%▼−1.29%×0.16

quarterimplied−15%0+15%realized×

Q3 FY26±8.2%▼−1.29%×0.16

Q2 FY26—▼−9.15%—

Q1 FY26—▲+1.61%—

Jan '26—▼−5.60%—

Sep '25—▼−1.86%—

Jun '25—▲+0.30%—

2 older reports

Mar '25—▼−9.85%—

Jan '25—▼−10.80%—

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

Bull & bear

Jan 6 report · est.

Bull1

591managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 3

44managers holding four fifths of reported value13F · Jun 30 '26

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

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

Linked exposure

JEF report session

Suppliers 1

SPGIS&P Global Market Intelligence×0.20

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

No changes.

Your note

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No thesis.