ORINYSESurety Insurance

Old Republic International Corp (ORI) earnings date, market-implied expected move, and options open interest by expiry

38.51

+0.07 · +0.17%

post 38.51 0.00%

Closed16:00 ET

Open38.88Volume1.9MMkt cap$9.2BP/E8.46EPS4.55Div yield3.21%

Day38.51 – 38.900%52-wk35.57 – 44.3234%

ORI

Old Republic International Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

before open · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

−0.12%

vs ±4.0% implied · ×0.03

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

−1.09%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

653 managers

Top fund weight

0.25%

ORI weight · MDY

N-PORTJun 30 '26

5 funds

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

Old Republic International (ORI) is expected to report on Jan 21 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 23 '26confirmed—▲+2.35%—

Q3 FY26Oct 22 '26confirmed±4.0%▼−0.12%×0.03

quarterimplied−5%0+5%realized×

Q3 FY26±4.0%▼−0.12%×0.03

Q2 FY26—▲+2.35%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 21 close

0.25OI · 3 expiries · Oct 21 closeP/C open interest · Apr 16 · first expiry after the report

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

861+816%

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

10.68%as filednet margin · revenue +2.01% QoQ · +5.30% YoY

Revenue$2.3B+2.01%

Pre-tax income$272M−33.64%

Net income$244M10.68%−24.17%

Tax$28M−67.56%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

CPROF ×1.74· ±1.7% vs ±1.0% · 12 releases

eventrelease day|move|up · n×base

CPROFcorporate profits±1.7%6 of 12×1.74

PCEpersonal income & outlays±1.4%8 of 19×1.48

GDPgross domestic product±1.4%9 of 19×1.46

NFPjobs report±1.3%4 of 10×1.37

PPIproducer prices±1.0%6 of 11×1.07

FOMCrate decision±1.0%14 of 25×1.01

CPIconsumer prices±0.8%4 of 11×0.87

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS 0.99 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 22 '26 · confirmed	0.99	—
Q2 FY26	Jul 23 '26 · confirmed	1.31	—
Q1 FY26	—	1.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod