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

Implied ±12.1%, either direction · provisional.

OMFNYSEPersonal Credit Institutions

OneMain Holdings, Inc. (OMF) earnings date, market-implied expected move, and options open interest by expiry

56.54

−2.80 · −4.71%

post 56.53 −0.02%

Closed16:00 ET

Open59.34Volume1.3MMkt cap$6.5BP/E8.58EPS6.59Div yield7.43%

Day56.31 – 59.347%52-wk44.20 – 68.1651%

OMF

OneMain Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.1%implied · straddle

49.7363.37

spot 56.55exp Feb 19ATM strike 57.5ATM straddle 8.02IV 32%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Feb 4

before open · in 96 days

est.Q4 FY26

Calendar

Next report

Last report

−4.70%

vs ±6.8% implied · ×0.69

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Linked news

3dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
41dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

+4.47%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

526 managers

Top fund weight

0.01%

OMF weight · VTI

N-PORTJun 30 '26

2 funds

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

OneMain (OMF) is expected to report on Feb 4 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 29 '26confirmed—▲+1.12%—

Q3 FY26Oct 30 '26confirmed±6.8%▼−4.70%×0.69

quarterimplied−10%0+10%realized×

Q3 FY26±6.8%▼−4.70%×0.69

Q2 FY26—▲+1.12%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 29 close

0.65OI · 3 expiries · Oct 29 closeP/C open interest · Feb 19 · first expiry after the report

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

14,3250%Nov 2020d2.655,4110%2.65

146+7%Dec 1848d0.75195+10%0.75

report · Feb 4 · before open · est.

829+4%Feb 19111d1,2690%

ExpiryPutsCallsP/C

Nov 2020d14,3250%5,4110%2.65

Dec 1848d146+7%195+10%0.75

report · Feb 4 · before open · est.

Feb 19111d829+4%

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

Positioning

Linked exposure

scenario · straddle±12.1%

Funds 2

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

13.62%as filednet margin · revenue +4.62% QoQ · +9.96% YoY

Revenue$1.4B+4.62%

Pre-tax income$233M+18.88%

Net income$185M13.62%+21.71%

Tax$48M+9.09%

Source: SEC filings · standardized · QE Sep 30 '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

FOMC ×1.26· ±1.9% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.9%9 of 24×1.26

PPIproducer prices±1.6%5 of 11×1.11

PCEpersonal income & outlays±1.4%8 of 19×0.94

CPROFcorporate profits±1.2%6 of 12×0.80

GDPgross domestic product±1.2%8 of 19×0.80

CPIconsumer prices±1.1%4 of 11×0.72

NFPjobs report±1.0%5 of 10×0.65

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 1.60 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	1.60	—
Q2 FY26	Jul 29 '26 · confirmed	1.32	—
Q1 FY26	—	1.93	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod