OSG as of Oct 31 · 16:04 ET

OSGNYSESurety Insurance

Octave Specialty Group Inc · Brief

Next report

9 days

Nov 9 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±7.3%implied · report alone

4.675.41

straddle ±15.2%

spot 5.04exp Nov 20ATM strike 5ATM straddle 0.90IV 94%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Nov 12 '24—▲+10.17%—

Feb 26 '25—▼−10.81%—

May 12 '25—▼−19.76%—

Aug 7 '25—▼−16.28%—

Q2 FY25—▲+16.00%—

Feb 23 '26±14.8%▼−9.75%×0.66

Q1 FY26±21.1%▲+43.36%×2.05

Q2 FY26±14.7%▼−12.90%×0.88

quarterimplied−45%0+45%realized×

Q2 FY26±14.7%▼−12.90%×0.88

Q1 FY26±21.1%▲+43.36%×2.05

Feb '26±14.8%▼−9.75%×0.66

Q2 FY25—▲+16.00%—

Aug '25—▼−16.28%—

May '25—▼−19.76%—

2 older reports

Feb '25—▼−10.81%—

Nov '24—▲+10.17%—

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

Bull & bear

Nov 9 report · est.

Bull2 of 4

9disclosed supplier and customer ties named in SEC filingsSEC filings

3tracked funds holding OSGN-PORT · Aug 31 '26

Bear2 of 3

9 of 24largest reporting managers that cut their stake in the latest quarter13F · Jun 30 '26

0.01%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

OSG report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 26impliedImplied move: ±26.1% into Nov 9 earnings (Oct 26 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.