How often does Travelers Companies move more than the options market prices?

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

TRVNYSEFire, Marine & Casualty Insurance

Travelers Companies, Inc. (TRV) earnings date, market-implied expected move, and options open interest by expiry

398.00

Closed18:28 ET

Open405.22Volume1.4MMkt cap$81.2BP/E10.31EPS38.60Div yield1.19%

Day396.22 – 405.2220%52-wk260.27 – 407.8793%

TRV

Travelers Companies, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 20

before open · in 80 days

est.Q4 FY26

Calendar

Next report

Last report

+1.47%

vs ±2.7% implied · ×0.53

shaded = implied · ▲▼ = realized

Oct 16 '26 · confirmed

Implied vs realized

Linked news

61dSLQT · supplierSelectQuote’s (SLQT) Cash Flow Pitch Comes With A Shrinking Top Line
75dBHF · customerBrighthouse Stock Falls After Regulator Details Plan to Scrutinize Deal

News

Largest filed tie

13F top-10 QoQ

−3.84%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

1,861 managers

Top fund weight

4.24%

TRV weight · DIA

N-PORTJul 31 '26

11 funds

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

Travelers Companies (TRV) is expected to report on Jan 20 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±3.8%
avg realized: ±2.9%

Jan 22 '25Jan 22 '25confirmed±5.2%▲+3.16%×0.61

Apr 16 '25Apr 16 '25confirmed±4.1%▲+1.13%×0.27

Jul 17 '25Jul 17 '25confirmed±3.2%▲+3.81%×1.19

Oct 16 '25Oct 16 '25confirmed±4.1%▼−2.92%×0.72

Jan 21 '26Jan 21 '26confirmed±5.1%▲+1.13%×0.22

Q1 FY26Apr 16 '26confirmed±3.1%▼−0.16%×0.05

Q2 FY26Jul 17 '26confirmed±2.4%▲+9.22%×3.81

Q3 FY26Oct 16 '26confirmed±2.7%▲+1.47%×0.53

quarterimplied−10%0+10%realized×

Q3 FY26±2.7%▲+1.47%×0.53

Q2 FY26±2.4%▲+9.22%×3.81

Q1 FY26±3.1%▼−0.16%×0.05

Jan '26±5.1%▲+1.13%×0.22

Oct '25±4.1%▼−2.92%×0.72

Jul '25±3.2%▲+3.81%×1.19

2 older reports

Apr '25±4.1%▲+1.13%×0.27

Jan '25±5.2%▲+3.16%×0.61

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

1.15OI · 4 expiries · Oct 29 closeP/C open interest · Apr 16 · first expiry after the report

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

2,285+2%Nov 2019d1.132,017+1%1.13

2230%Dec 1847d0.484650%0.48

2,6690%Jan 1575d0.624,3320%0.62

report · Jan 20 · before open · est.

1560%Apr 16166d136+1%

ExpiryPutsCallsP/C

Nov 2019d2,285+2%2,017+1%1.13

Dec 1847d2230%4650%0.48

Jan 1575d2,6690%4,3320%0.62

report · Jan 20 · before open · est.

Apr 16166d1560%136+1%1.15

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 filedQ3 FY26

15.59%as filednet margin · revenue +2.11% QoQ · −0.53% YoY

Revenue$12.3B+2.11%

Pre-tax income$2.4B−14.38%

Net income$1.9B15.59%−13.18%

Tax$452M−19.14%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:15 ET

Intraday

Event sensitivity

CPI ×1.52· ±1.5% vs ±1.0% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.5%5 of 11×1.52

PCEpersonal income & outlays±1.1%12 of 19×1.10

GDPgross domestic product±1.0%11 of 19×1.05

NFPjobs report±0.9%3 of 10×0.98

FOMCrate decision±0.9%12 of 25×0.95

PPIproducer prices±0.9%6 of 11×0.95

CPROFcorporate profits±0.9%7 of 12×0.92

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

Earnings history

EPS 9.04 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 16 '26 · confirmed	9.04	—
Q2 FY26	Jul 17 '26 · confirmed	10.26	—
Q1 FY26	Apr 16 '26 · confirmed	7.78	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod