What move does the options market price into Jefferies Financial's report?

Implied ±4.8%, either direction.

JEFNYSESecurity Brokers, Dealers & Flotation Companies

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

46.13

pre 46.13 −6.15%

Pre-market16:00 ETdelayed

Open47.37Volume3.1MMkt cap$10.6BP/E12.22Div yield3.47%

Day45.57 – 47.3731%52-wk35.00 – 65.1137%

JEF

Jefferies Financial Group Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±4.8%implied · report alone

8Q avg ±5.1%·×0.95·fair

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

Next report

Jan 6

after close · in 65 days

est.Q4 FY26

Calendar

Next report

Last report

−1.29%

vs ±8.2% implied · ×0.16

shaded = implied · ▲▼ = realized

Sep 28 '26 · confirmed

Implied vs realized

Linked news

4dORLY · customerO Reilly Automotive posts Q3 diluted EPS $0.97, raises full-year guidance
4dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters
5dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25

News

Largest filed tie

13F top-10 QoQ

−1.70%

shares held · 10 largest managers

13F · Jun 30 '26125d lag

591 managers

Top fund weight

0.22%

JEF weight · MDY

N-PORTJun 30 '26

3 funds

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

Jefferies Financial (JEF) is expected to report on Jan 6 after close (estimated date).

Implied vs realized

8 reports

—≥ implied

Jan 8 '25Jan 8 '25confirmed—▼−10.80%—

Mar 26 '25Mar 26 '25confirmed—▼−9.85%—

Jun 25 '25Jun 25 '25confirmed—▲+0.30%—

Sep 29 '25Sep 29 '25confirmed—▼−1.86%—

Jan 7 '26Jan 7 '26confirmed—▼−5.60%—

Q1 FY26Mar 25 '26confirmed—▲+1.61%—

Q2 FY26Jun 24 '26confirmed—▼−9.15%—

Q3 FY26Sep 28 '26confirmed±8.2%▼−1.29%×0.16

quarterimplied−15%0+15%realized×

Q3 FY26±8.2%▼−1.29%×0.16

Q2 FY26—▼−9.15%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

1.77OI · 4 expiries · Oct 29 closeP/C open interest · Jan 15 · first expiry after the report

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

2,443+5%Nov 2018d1.152,116+220%1.15

3,029+20%Dec 1846d3.24934+19%3.24

report · Jan 6 · after close · est.

11,466+1%Jan 1574d6,469+1%

1,322+3%Mar 19137d12.36107+4%12.36

ExpiryPutsCallsP/C

Nov 2018d2,443+5%2,116+220%1.15

Dec 1846d3,029+20%934+19%3.24

report · Jan 6 · after close · est.

Jan 1574d11,466+1%

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

Positioning

Linked exposure

scenario · straddle±13.3%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

Suppliers 1

SPGI±2.7%×0.20

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

Linked exposure

Revenue flow

as filedQ3 FY26

12.97%as filednet margin · revenue +0.70% QoQ · +8.52% YoY

Revenue$2.2B+0.70%

Pre-tax income$351M+11.25%

Net income$288M12.97%+15.31%

Tax$63M−4.25%

Source: SEC filings · standardized · QE Aug 31 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.82· ±3.0% vs ±1.7% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±3.0%7 of 10×1.82

PPIproducer prices±2.6%7 of 11×1.59

CPROFcorporate profits±2.6%8 of 12×1.58

GDPgross domestic product±2.0%13 of 20×1.18

PCEpersonal income & outlays±1.8%10 of 20×1.06

FOMCrate decision±1.7%12 of 24×1.01

CPIconsumer prices±1.4%5 of 11×0.84

Bar = avg |move| to ±4% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 2.41 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Sep 28 '26 · confirmed	2.41	—
Q2 FY26	Jun 24 '26 · confirmed	2.15	—
Q1 FY26	Mar 25 '26 · confirmed	0.70	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod