How often does W. R. Berkley move more than the options market prices?

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

WRBNYSEFire, Marine & Casualty Insurance

W. R. Berkley Corp (WRB) earnings date, market-implied expected move, and options open interest by expiry

76.71

+1.59 · +2.11%

post 76.80 +0.12%

After hours16:15 ETdelayed

Open75.50Volume1.5MMkt cap$27.9BP/E15.33EPS5.01Div yield1.04%

Day75.50 – 76.80100%52-wk62.22 – 77.3496%

WRB

W. R. Berkley Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

after close · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

−1.26%

vs ±5.2% implied · ×0.24

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Linked news

5dRYAN · customerRyan Specialty Holdings Q3 net income $88,048 thousand; revenue $789,963 thousand

News

Largest filed tie

13F top-10 QoQ

−2.45%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

949 managers

Top fund weight

0.27%

WRB weight · XLF

N-PORTJun 30 '26

10 funds

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

W. R. Berkley (WRB) is expected to report on Jan 25 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±5.3%
avg realized: ±1.8%

Jan 27 '25Jan 27 '25confirmed±4.3%▲+0.24%×0.06

Apr 21 '25Apr 21 '25confirmed±5.8%▲+5.23%×0.90

Jul 21 '25Jul 21 '25confirmed±5.1%▲+1.09%×0.21

Oct 20 '25Oct 20 '25confirmed±4.1%▲+2.07%×0.50

Jan 26 '26Jan 26 '26confirmed±4.7%▲+0.52%×0.11

Q1 FY26Apr 21 '26confirmed±6.0%▲+3.21%×0.53

Q2 FY26Jul 20 '26confirmed±7.3%▼−0.78%×0.11

Q3 FY26Oct 19 '26confirmed±5.2%▼−1.26%×0.24

quarterimplied−10%0+10%realized×

Q3 FY26±5.2%▼−1.26%×0.24

Q2 FY26±7.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.06OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

266+75%Nov 2016d0.131,971+78%0.13

170+900%Dec 1844d0.89190+4650%0.89

311+1%Jan 1572d0.271,166+12%0.27

report · Jan 25 · after close · est.

54+20%Apr 16163d965+7%

ExpiryPutsCallsP/C

Nov 2016d266+75%1,971+78%0.13

Dec 1844d170+900%190+4650%0.89

Jan 1572d311+1%1,166+12%0.27

report · Jan 25 · after close · est.

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

11.99%as filednet margin · revenue +0.61% QoQ · −0.78% YoY

Revenue$3.7B+0.61%

Pre-tax income$574M−0.15%

Net income$448M11.99%−0.88%

Tax$126M+2.53%

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 · 16:15 ET

Intraday

Event sensitivity

PCE ×1.46· ±1.5% vs ±1.0% · 19 releases

eventrelease day|move|up · n×base

PCEpersonal income & outlays±1.5%9 of 19×1.46

NFPjobs report±1.4%5 of 10×1.40

PPIproducer prices±1.3%5 of 10×1.27

CPIconsumer prices±1.1%3 of 10×1.13

FOMCrate decision±0.9%10 of 24×0.90

GDPgross domestic product±0.8%11 of 19×0.81

CPROFcorporate profits±0.7%5 of 12×0.66

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

Earnings history

EPS 1.14 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 19 '26 · confirmed	1.14	—
Q2 FY26	Jul 20 '26 · confirmed	1.15	—
Q1 FY26	Apr 21 '26 · confirmed	1.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod