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

Implied ±13.6%, either direction · provisional.

How often does Jackson Financial move more than the options market prices?

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

JXNNYSELife Insurance

Jackson Financial Inc. (JXN) earnings date, market-implied expected move, and options open interest by expiry

140.73

pre 143.00 +3.89%

Pre-market17:13 ETdelayed

Open137.80Volume599,959Mkt cap$9.3BP/E170.24EPS0.84Div yield2.54%

Day137.80 – 143.00100%52-wk86.88 – 140.33100%

JXN

Jackson Financial Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±13.6%implied · straddle

121.57159.73

spot 140.65exp Feb 19ATM strike 140ATM straddle 22.45IV 36%

Nov 3 closeprovisional

Expected move

Inputs

Next report

Feb 17

after close · in 105 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 3

after close

confirmedQ3 FY26Nov 2 close

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+0.39%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

504 managers

Top fund weight

0.19%

JXN weight · IWM

N-PORTJun 30 '26

4 funds

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

Jackson Financial (JXN) is expected to report on Feb 17 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±7.7%
avg realized: ±5.2%

Nov 6 '24Nov 6 '24confirmed±8.5%▼−2.42%×0.29

Feb 19 '25Feb 19 '25confirmed±8.4%▼−8.75%×1.04

May 7 '25May 7 '25confirmed±7.5%▲+2.13%×0.28

Aug 5 '25Aug 5 '25confirmed±7.1%▲+7.22%×1.02

Nov 4 '25Nov 4 '25confirmed±7.6%▼−6.85%×0.90

Feb 18 '26Feb 18 '26confirmed±6.9%▼−2.73%×0.39

Q1 FY26May 5 '26confirmed±7.4%▲+5.93%×0.80

Q2 FY26Aug 3 '26confirmed±8.5%▲+5.90%×0.70

quarterimplied−10%0+10%realized×

Q2 FY26±8.5%▲+5.90%×0.70

Q1 FY26±7.4%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 2 close

0.81OI · 5 expiries · Nov 2 closeP/C open interest · Feb 19 · first expiry after the report

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

7,1040%Nov 2016d5.171,3750%5.17

7,1610%Dec 1844d3.891,8420%3.89

193+2%Jan 1572d0.277210%0.27

report · Feb 17 · after close · est.

390%Feb 19107d48+9%

315+5%Mar 19135d0.201,5820%0.20

ExpiryPutsCallsP/C

Nov 2016d7,1040%1,3750%5.17

Dec 1844d7,1610%1,8420%3.89

Jan 1572d193+2%7210%0.27

report · Feb 17 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±13.6%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

31.16%as filednet margin · revenue +1.49% QoQ · +2.50% YoY

Revenue$2.8B+1.49%

Gross profit$2.9B104.30%−24.87%

Operating income$2.6B94.13%−19.76%

Pre-tax income$1.0B+50.38%

Net income$870M31.16%+31.82%

Cost of revenue−$120M+89.33%

Operating expenses$284M−52.75%

Tax$130M+2500.00%

Other expense−$1.6B+37.62%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 17:00 ET

Intraday

Event sensitivity

FOMC ×1.18· ±2.0% vs ±1.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%14 of 24×1.18

PPIproducer prices±1.7%7 of 10×0.99

NFPjobs report±1.5%6 of 10×0.92

PCEpersonal income & outlays±1.4%11 of 19×0.83

CPROFcorporate profits±1.3%5 of 12×0.80

GDPgross domestic product±1.2%10 of 19×0.69

CPIconsumer prices±1.1%4 of 10×0.66

Bar = avg |move| to ±2% · tick = ±1.7% avg day · ×base = |move| ÷ ±1.7% · min 6 releases

Earnings history

EPS 12.37 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	12.37	—
Q2 FY26	Aug 3 '26 · confirmed	9.16	—
Q1 FY26	May 5 '26 · confirmed	-6.24	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod