KNSLNYSEFire, Marine & Casualty Insurance

Kinsale Capital Group, Inc. (KNSL) earnings date, market-implied expected move, and options open interest by expiry

365.77

+2.83 · +0.78%

post 365.80 +0.01%

Closed19:55 ET

Open367.96Volume203,110Mkt cap$8.2BP/E15.91EPS22.99Div yield0.25%

Day365.77 – 370.941%52-wk287.01 – 421.0059%

KNSL

Kinsale Capital Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 11

after close · in 102 days

est.Q4 FY26

Calendar

Next report

Last report

−6.69%

vs ±8.2% implied · ×0.81

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+2.32%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

594 managers

Top fund weight

0.20%

KNSL weight · MDY

N-PORTJun 30 '26

3 funds

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

Kinsale Capital (KNSL) is expected to report on Feb 11 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 23 '26confirmed—▲+5.06%—

Q3 FY26Oct 22 '26confirmed±8.2%▼−6.69%×0.81

quarterimplied−10%0+10%realized×

Q3 FY26±8.2%▼−6.69%×0.81

Q2 FY26—▲+5.06%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 21 close

1.65OI · 4 expiries · Oct 21 closeP/C open interest · Apr 16 · first expiry after the report

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

171+3%Nov 2019d1.11154+11%1.11

6—Dec 1847d0.5012+9%0.50

229+3%Jan 1575d0.082,9400%0.08

report · Feb 11 · after close · est.

560%Apr 16166d340%

ExpiryPutsCallsP/C

Nov 2019d171+3%154+11%1.11

Dec 1847d6—12+9%0.50

Jan 1575d229+3%2,9400%0.08

report · Feb 11 · after close · est.

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 filedQ3 FY26

21.58%as filednet margin · revenue −17.09% QoQ · −8.58% YoY

Revenue

$455M−17.09% QoQ

Gross profit

$223M−29.87% QoQ

48.97% margin

Operating income

$127M−43.15% QoQ

27.89% margin

Pre-tax income

$124M−43.76% QoQ

Net income

$98M−44.20% QoQ

21.58% margin

Cost of revenue

$232M+0.50% QoQ

Operating expenses

$96M+1.49% QoQ

Other operating $95M

SG&A $451,000

Other expense

$3M

Tax

$25M−41.98% QoQ

Revenue$455M−17.09%

Gross profit

$223M−29.87%

48.97% margin

Operating income

$127M−43.15%

27.89% margin

Pre-tax income

$124M−43.76%

Net income

$98M−44.20%

21.58% margin

Cost of revenue

$232M+0.50%

Operating expenses

$96M+1.49%

Other operating $95M

SG&A $451,000

Other expense

$3M

Tax$25M−41.98%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 19:45 ET

Intraday

Event sensitivity

CPI ×1.67· ±2.6% vs ±1.6% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±2.6%5 of 11×1.67

NFPjobs report±2.1%3 of 10×1.32

PPIproducer prices±1.9%6 of 11×1.22

FOMCrate decision±1.5%13 of 25×0.93

GDPgross domestic product±1.2%9 of 20×0.78

CPROFcorporate profits±1.0%6 of 12×0.62

PCEpersonal income & outlays±1.0%10 of 20×0.61

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 4.36 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 22 '26 · confirmed	4.36	—
Q2 FY26	Jul 23 '26 · confirmed	7.72	—
Q1 FY26	—	4.88	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod