KMPRNYSEFire, Marine & Casualty Insurance

Kemper Corp (KMPR) earnings date, market-implied expected move, and options open interest by expiry

33.18

+0.61 · +1.87%

post 33.17 −0.03%

Closed16:00 ET

Open33.02Volume991,173Mkt cap$2.0BEPS-8.31Div yield3.85%

Day32.45 – 33.1899%52-wk22.42 – 43.2752%

KMPR

Kemper Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 4

after close · in 4 days

est.Q3 FY26

Calendar

Next report

Last report

+1.91%

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

5dGS · supplierGoldman Sachs slashes Kospi target to 9,000 but still sees over 60% upside

News

Largest filed tie

13F top-10 QoQ

+17.89%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

289 managers

Top fund weight

0.04%

KMPR weight · IWM

N-PORTJun 30 '26

4 funds

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

Kemper (KMPR) is expected to report on Nov 4 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed—▲+1.91%—

quarterimplied−5%0+5%realized×

Q2 FY26—▲+1.91%—

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 16 close

5.57OI · 1 expiry · Oct 16 closeP/C open interest · Jan 15 · first expiry after the report

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

128−30%Jan 1576d23+5%

ExpiryPutsCallsP/C

Jan 1576d128−30%23+5%5.57

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−42.65%as filednet margin · revenue −1.31% QoQ · −10.84% YoY

Revenue$1.1B−1.31%

Pre-tax income−$467M−5811.39%

Net income−$466M−42.65%−10490.91%

Tax−$1M+71.43%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.32· ±2.0% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.0%4 of 10×1.32

GDPgross domestic product±1.7%10 of 19×1.08

CPIconsumer prices±1.6%4 of 11×1.07

PPIproducer prices±1.6%6 of 11×1.05

PCEpersonal income & outlays±1.6%10 of 19×1.03

CPROFcorporate profits±1.5%6 of 12×1.00

FOMCrate decision±1.1%11 of 24×0.69

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS -7.90 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	-7.90	—
Q1 FY26	—	-0.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod