How often does Safety Insurance move more than the options market prices?

2 of the last 8 reports moved at least as far as the implied move.

SAFTNasdaqFire, Marine & Casualty Insurance

Safety Insurance Group Inc (SAFT) earnings date, market-implied expected move, and options open interest by expiry

104.04

−0.21 · −0.20%

post 104.35 +0.30%

Closed15:59 ET

Open104.35Volume316,910Mkt cap$1.5BP/E22.39EPS4.66Div yield3.53%

Day104.35 – 104.3713%52-wk65.20 – 104.40100%

SAFT

Safety Insurance Group Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 4

after close

confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+2.39%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

215 managers

Top fund weight

0.04%

SAFT weight · IWM

N-PORTJun 30 '26

3 funds

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

Safety Insurance (SAFT) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±5.4%
avg realized: ±3.1%

Nov 5 '24Nov 5 '24confirmed±5.2%▲+10.69%×2.04

Feb 25 '25Feb 25 '25confirmed±5.3%▼−5.52%×1.05

May 7 '25May 7 '25confirmed±6.1%▲+1.35%×0.22

Aug 6 '25Aug 6 '25confirmed±6.0%▲+1.11%×0.19

Q3 FY25Nov 3 '25confirmed±7.0%▲+3.14%×0.45

Q1 FY26Feb 25 '26confirmed±5.9%▼−0.90%×0.15

May 6 '26May 6 '26confirmed±5.6%▼−1.92%×0.34

Q2 FY26Aug 5 '26confirmed±2.1%0.00%×0.00

quarterimplied−15%0+15%realized×

Q2 FY26±2.1%0.00%×0.00

May '26±5.6%▼−1.92%×0.34

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 2 close

3.75OI · 3 expiries · Nov 2 closeP/C open interest · Nov 20 · nearest expiry

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

450%Nov 2015d120%

0—Dec 1843d0.0010%0.00

1130%Feb 19106d0.951190%0.95

ExpiryPutsCallsP/C

Nov 2015d450%120%3.75

Dec 1843d0—10%0.00

Feb 19106d1130%1190%0.95

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 filedQ2 FY26

10.62%as filednet margin · revenue +3.45% QoQ · +2.84% YoY

Revenue$325M+3.45%

Pre-tax income$44M+344.99%

Net income$35M10.62%+340.99%

Tax$9M+361.21%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

NFP ×1.05· ±1.1% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±1.1%6 of 10×1.05

FOMCrate decision±1.0%9 of 24×1.01

CPIconsumer prices±1.0%4 of 10×1.00

PPIproducer prices±0.8%4 of 10×0.82

CPROFcorporate profits±0.7%7 of 12×0.73

GDPgross domestic product±0.7%11 of 19×0.70

PCEpersonal income & outlays±0.5%8 of 19×0.53

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

Earnings history

EPS 2.36 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	2.36	—
Q1 FY26	Feb 25 '26 · confirmed	-0.99	—
Q3 FY25	Nov 3 '25 · confirmed	1.91	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod