How often does Acnb move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

ACNBNasdaqState Commercial Banks

Acnb Corp (ACNB) earnings date, market-implied expected move, and options open interest by expiry

67.44

+1.27 · +1.92%

Regular session15:06 ET

Open67.37Volume79,345Mkt cap$682.6MP/E12.61EPS5.35Div yield2.38%

Day67.37 – 67.5345%52-wk40.98 – 67.6099%

ACNB

Acnb Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

before open · in 78 days

est.Q4 FY26

Calendar

Next report

Last report

+2.75%

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+11.39%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

116 managers

Top fund weight

0.02%

ACNB weight · IWM

N-PORTJun 30 '26

3 funds

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

Acnb (ACNB) is expected to report on Jan 21 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±9.0%
avg realized: ±1.6%

Jan 23 '25Jan 23 '25confirmed±9.6%▲+0.81%×0.08

Apr 24 '25Apr 24 '25confirmed±9.5%▼−0.94%×0.10

Jul 24 '25Jul 24 '25confirmed±12.7%▼−0.79%×0.06

Oct 23 '25Oct 23 '25confirmed±8.8%▲+3.11%×0.35

Jan 22 '26Jan 22 '26confirmed±6.0%▲+0.28%×0.05

Q1 FY26Apr 23 '26confirmed±8.4%▲+1.49%×0.18

Q2 FY26Jul 23 '26confirmed±7.7%▲+3.85%×0.50

Oct 22 '26Oct 22 '26confirmed—▲+2.75%—

quarterimplied−15%0+15%realized×

Oct '26—▲+2.75%—

Q2 FY26±7.7%▲+3.85%×0.50

Q1 FY26±8.4%▲+1.49%×0.18

Jan '26±6.0%▲+0.28%×0.05

Oct '25±8.8%▲+3.11%×0.35

Jul '25±12.7%▼−0.79%×0.06

2 older reports

Apr '25±9.5%▼−0.94%×0.10

Jan '25±9.6%▲+0.81%×0.08

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

0.10OI · 4 expiries · Oct 30 closeP/C open interest · Apr 16 · first expiry after the report

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

20%Nov 2016d0.12170%0.12

0—Dec 1844d—0——

20%Jan 1572d0.11180%0.11

report · Jan 21 · before open · est.

20%Apr 16163d200%

ExpiryPutsCallsP/C

Nov 2016d20%170%0.12

Dec 1844d0—0——

Jan 1572d20%180%0.11

report · Jan 21 · before open · est.

Apr 16163d20%200%0.10

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

35.53%as filednet margin · revenue +4.98% QoQ · +7.88% YoY

Revenue$43M+4.98%

Pre-tax income$19M+11.50%

Net income$15M35.53%+11.03%

Tax$4M+13.31%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:00 ET

Intraday

Event sensitivity

FOMC ×1.73· ±2.7% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.7%11 of 24×1.73

NFPjobs report±1.2%5 of 10×0.75

PPIproducer prices±1.0%5 of 10×0.62

CPROFcorporate profits±0.9%8 of 12×0.57

GDPgross domestic product±0.8%11 of 19×0.54

CPIconsumer prices±0.7%7 of 10×0.43

PCEpersonal income & outlays±0.6%10 of 19×0.39

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 1.49 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 23 '26 · confirmed	1.49	—
Q1 FY26	Apr 23 '26 · confirmed	1.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod