RDN
RADIAN GROUP INC39.78post+$0.14 (+0.35%)at close +$0.35 (+0.89%)
as of 20:00:30 UTCnext report Nov 5 · 92d
Earnings Room‹ back to RDN
The report
fiscal Q3 2026 · from the company's noticeNov 5before open92days out
Expected movement
market-implied · at the Aug 4 close±10.9%is what the chain prices between now and the expiry below. Not a view we hold.
That span is 108days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.
expiry Nov 20 · first after the reportATM strike 40straddle 5.10ATM IV 30%× 0.85 straddle-to-rangespot 39.78
Blast radius
3 linked · N-PORT + EDGARIf RDN moves ±10.9% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.
Positioning
4 expiries · as of the Aug 4 closeContracts already committed, not just traded today — puts against calls, sized by expiry. The tick is today's volume moving against that stance; the arrow, how much built up since the prior session.
OI ΔPutsOI
ExpiryOICallsOI Δ
first
91
Aug 21
17d
568first
first
1
Sep 18
45d
55
first
first14
Nov 20
108d
149first
first
98
Dec 18
136d
189first
The record
expected in pale · actual in full color0/8reports moved further than the options market had pricedtypically ±2.5% realized vs ±5.6% priced
May 7 '26±6.2%→+5.3%×0.86
Feb 19 '26±8.1%→+1.4%×0.17
Nov 5 '25±5.6%→−0.9%×0.16
Jul 31 '25±5.5%→−2.7%×0.49
May 1 '25±4.7%→+1.9%×0.41
Feb 6 '25±5.3%→−1.8%×0.34
Aug 1 '24±4.1%→−4.0%×0.99
May 2 '24±5.4%→+1.9%×0.35
pale = implied the day beforeink = the next day's close× = realized ÷ implied
2-quarter memory
Q1 FY26 · reported 0.89 · rev $475M
record note
The note composes when the report lands. Nothing is written for a quarter that hasn't been read.