FIHL - Latest News

Fidelis Insurance Holdings Limited (FIHL), operates in Financial Services / Insurance - Diversified, trades on NYSE.

Market capitalization stands near $2.45B. Trailing twelve-month P/E ratio is 5.45. Beta to the broader market is 0.37.

The article list below shows the most recent FIHL headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent FIHL Headlines

Fidelis Insurance Q1 Earnings Call Highlights

marketbeat.com - May 14, 2026

Fidelis Insurance NYSE: FIHL, which management referred to on the call as Pelagos Insurance Capital following its rebrand, reported a strong first qua

Pelagos Insurance Capital to Begin Trading on NYSE as “PLGO”

businesswire.com - May 12, 2026

PEMBROKE, Bermuda--(BUSINESS WIRE)--Pelagos Insurance Capital Limited (“Pelagos Insurance Capital” or the “Company”), formerly Fidelis Insurance Holdi

Pelagos Insurance Capital (Formerly Fidelis Insurance Group) Announces Official Rebrand

businesswire.com - May 11, 2026

PEMBROKE, Bermuda--(BUSINESS WIRE)--Pelagos Insurance Capital Limited (“Pelagos Insurance Capital” or the “Company”), formerly Fidelis Insurance Holdi

Fidelis Insurance Group Declares Quarterly Dividend

businesswire.com - May 7, 2026

PEMBROKE, Bermuda--(BUSINESS WIRE)--Fidelis Insurance Holdings Limited (NYSE:FIHL) (“Fidelis Insurance Group” or the “Company”), a strategic capital a

Fidelis Insurance Group Schedules First Quarter 2026 Financial Results Conference Call

businesswire.com - Apr 9, 2026

PEMBROKE, Bermuda--(BUSINESS WIRE)--Fidelis Insurance Holdings Limited (NYSE:FIHL) ("Fidelis Insurance Group", the “Group” or the "Company"), a global

How News Affects FIHL Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track FIHL's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.