SPNTNYSEFire, Marine & Casualty Insurance

SiriusPoint Ltd (SPNT) earnings date, market-implied expected move, and options open interest by expiry

26.19

+0.39 · +1.50%

Regular session14:09 ET

Open26.17Volume803,466Mkt cap$3.0BP/E6.19EPS4.23

Day26.05 – 26.3251%52-wk18.66 – 26.5096%

SPNT

SiriusPoint Ltd

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

21hSiriusPoint appoints John Sauerland to board effective Jan 1, 2027

News

Next report

Last report

−8.33%

vs ±10.9% implied · ×0.77

shaded = implied · ▲▼ = realized

Jul 29 '26 · confirmed

Implied vs realized

Linked news

7dSPGI · supplierS&P Global Q3 net income $1,240 million, revenue $3,678 million, diluted EPS $4.25
46dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

−7.04%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

252 managers

Top fund weight

0.06%

SPNT weight · IWM

N-PORTJun 30 '26

4 funds

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

No upcoming report date for SiriusPoint (SPNT). No implied move. 1 of the last 8 reports moved at least as far as the implied move.

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±9.9%
avg realized: ±3.8%

Oct 31 '24Oct 31 '24confirmed±13.4%▲+1.60%×0.12

Feb 18 '25Feb 18 '25confirmed±5.4%▼−0.07%×0.01

May 5 '25May 5 '25confirmed±6.0%▲+7.48%×1.25

Aug 4 '25Aug 4 '25confirmed±6.3%▼−6.08%×0.97

Oct 30 '25Oct 30 '25confirmed±16.3%▲+0.05%×0.00

Feb 18 '26Feb 18 '26confirmed±12.0%▲+7.00%×0.58

Q1 FY26May 7 '26confirmed±9.0%▼−0.17%×0.02

Q2 FY26Jul 29 '26confirmed±10.9%▼−8.33%×0.77

quarterimplied−20%0+20%realized×

Q2 FY26±10.9%▼−8.33%×0.77

Q1 FY26±9.0%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 21 close

0.02OI · 1 expiry · Aug 21 closeP/C open interest · Jan 15 · nearest expiry

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

10%Jan 1572d520%

ExpiryPutsCallsP/C

Jan 1572d10%520%0.02

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

9.42%as filednet margin · revenue −3.87% QoQ · +2.36% YoY

Revenue$727M−3.87%

Pre-tax income$84M−30.62%

Net income$69M9.42%−33.04%

Tax$16M−17.71%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

GDP ×1.49· ±2.1% vs ±1.4% · 19 releases

eventrelease day|move|up · n×base

GDPgross domestic product±2.1%9 of 19×1.49

PCEpersonal income & outlays±1.8%8 of 19×1.31

CPROFcorporate profits±1.8%5 of 12×1.31

NFPjobs report±1.7%4 of 10×1.19

CPIconsumer prices±1.5%3 of 10×1.09

FOMCrate decision±1.5%9 of 24×1.08

PPIproducer prices±1.1%4 of 10×0.82

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 68,600,000.58 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 29 '26 · confirmed	68,600,000.58	—
Q1 FY26	May 7 '26 · confirmed	0.82	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod