What move does the options market price into Unum's report?

Implied ±6.2%, either direction.

UNMNYSEAccident & Health Insurance

Unum Group (UNM) earnings date, market-implied expected move, and options open interest by expiry

91.16

+0.07 · +0.08%

post 91.16 0.00%

Closed16:00 ET

Open91.36Volume1.1MMkt cap$14.4BP/E21.15EPS4.31Div yield2.12%

Day90.34 – 91.3680%52-wk67.83 – 96.2482%

UNM

Unum Group

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.2%implied · report alone

85.5096.78

straddle ±7.8%

spot 91.14exp Nov 20ATM strike 90ATM straddle 8.35IV 48%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 2

after close · in 2 days

est.Q3 FY26

Calendar

Next report

Last report

−4.89%

shaded = implied · ▲▼ = realized

Jul 28 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

0.00%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

765 managers

Top fund weight

0.36%

UNM weight · MDY

N-PORTJun 30 '26

4 funds

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

Unum (UNM) is expected to report on Nov 2 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Jul 28 '26confirmed—▼−4.89%—

quarterimplied−5%0+5%realized×

Q2 FY26—▼−4.89%—

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 30 close

0.71OI · 3 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

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

3,649+2%Nov 2020d5,167+1%

1,5490%Dec 1848d0.0284,701+7%0.02

1,174+3%Mar 19139d0.791,483+3%0.79

ExpiryPutsCallsP/C

Nov 2020d3,649+2%5,167+1%0.71

Dec 1848d1,5490%84,701+7%0.02

Mar 19139d1,174+3%1,483+3%0.79

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±7.8%

Funds 4

MDY±0.0%

VIG±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

7.75%as filednet margin · revenue +0.44% QoQ · +0.22% YoY

Revenue$3.3B+0.44%

Pre-tax income$330M+8.85%

Net income$257M7.75%+10.73%

Tax$73M+2.69%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×2.35· ±2.5% vs ±1.1% · 25 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.5%14 of 25×2.35

GDPgross domestic product±1.9%9 of 19×1.73

PCEpersonal income & outlays±1.2%12 of 19×1.10

CPIconsumer prices±1.1%6 of 11×1.00

PPIproducer prices±1.0%8 of 11×0.95

CPROFcorporate profits±0.9%6 of 12×0.82

NFPjobs report±0.8%6 of 10×0.77

Bar = avg |move| to ±3% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 1.61 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	1.61	—
Q1 FY26	—	1.41	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod